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I downloaded MSFT historical data from Yahoo Finance a year ago and re-downloaded it today again. I turns our the two datasets are different.

E.g., today I got Adj Close of MSFT for 1986-03-19: 0.066604 In the dataset from a year ago, I got Adj Close of MSFT for 1986-03-19: 0.068892

These two numbers are very similar but not the same. Other numbers changed, too. What's the reason for this change of historical data?

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    $\begingroup$ Well then, here must have been an "adjustment" since you last downloaded the data, maybe a dividend or other distribution.investopedia.com/terms/a/adjusted_closing_price.asp $\endgroup$
    – nbbo2
    Nov 21, 2016 at 16:53
  • $\begingroup$ These adjustments are "backwards adjustments" so they modify the old data while leaving current data the same. If you need historically accurate data you should not use "adjusted". $\endgroup$
    – nbbo2
    Nov 21, 2016 at 21:44

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Yahoo prices are adjusted for all applicable splits and dividend distributions. Data is adjusted using appropriate split and dividend multipliers, adhering to Center for Research in Security Prices (CRSP) standards.

Yahoo finance provides a knowledge base article on the adjusted close:

https://help.yahoo.com/kb/SLN2311.html

Since your last download, Microsoft (MSFT) has had the following cash dividends since November 2015: 11/15/2016 Cash 0.39, 8/16/2016 Cash 0.36, 5/17/2016 Cash 0.36, 2/16/2016 Cash 0.36, 11/17/2015 Cash 0.36

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