13
votes
Accepted
Is Yahoo! Finance data good or bad now?
What has changed
The API is gone. The new downloads need 1st to parse the Yahoo Finance page to find a hidden crumb and use it as the key for data retrieval over a 2nd URL.
The adjusted close is ...
- 628
4
votes
Accepted
Total Returns From Adjusted Close Prices
It is indeed no rounding error, but follows from the way Yahoo computes the adjusted
price: it does not reflect the actual returns of the
investor.
Just look at August 17 and 20. The actual close ...
- 3,186
2
votes
Is Yahoo! Finance data good or bad now?
No. I’m watching the management of a penny stock manipulate its share price by announcing a reverse stock split and yahoo hasn’t adjusted its prices going on a week and a half. The algorithms thinks ...
- 21
1
vote
Discrepancy between total shareholder return and return calculated using adjusted share price?
RETURN
Firstly, return is based upon the amount gained over a period of time. So your calculation for a percentage return should actually be be:
(Sale price - Cost basis)/Cost Basis.
TOTAL RETURN
...
- 1,335
1
vote
Backtesting and dividend adjustments
Your return calculation should be on total return, i.e. include dividend income.
Your signal, if it is price only, then you should take the price series and not adjust.
- 193
1
vote
Design models using adjusted or unadjusted stock prices (time series prediction)?
Whenever you are looking to estimate total return, you would use adjusted closing prices. If you are strictly looking for the future stock price, you would use unadjusted closing price. I assume, ...
- 719
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