Adjusting Historical High Prices for Corporate Actions
Summary
The document explains why a stock’s interactive chart and historical price table may show different values for the same date. The discrepancy is attributed to price adjustments for corporate actions such as stock splits. In the cited example, the chart’s high is half the historical table’s high on one date, while the next date’s values match.
The proposed workaround is to construct an adjusted high manually. Calculate an adjustment factor from the normal close and adjusted close, then apply that factor to the reported high. The answer notes that the data provider does not supply an adjusted high directly, so the result depends on obtaining the relevant close fields and applying the adjustment consistently. It does not provide a downloadable file or a worked calculation, and its guidance is specific to the adjusted-price discrepancy described rather than a general treatment of every provider’s historical data conventions.
Key ideas
- Interactive charts and historical price tables can differ because of corporate action adjustments.
- The answer recommends deriving an adjustment factor from normal close and adjusted close.
- Applying that factor to the high price can produce a manually adjusted high.
- The data provider described does not directly supply an adjusted high field.
Tags
Full text
# Yahoo finance, interactive chart and historical prices are different # Yahoo finance, interactive chart and historical prices are different I am very new to the stocks. I checked the TNTE.AS stock on Yahoo Finance website. Here it provides "Interactive Chart" and "Historical Prices". But I found they are showing different values. For example: in the "Interactive Chart", if you put the cursor for the date (24-March-2015), you can see that the High value of the price is 5.91. But in the "Historical Prices", the High value on date 24-March-2015 is 11.82. But for the date 25-March-2015, the values from "Interactive Chart" are the same as the values from "Historical Prices". I know that it may have something to do with "split". But the values from "Interactive Chart" are the ones I want. So my question is: how do I download an csv.file, which has the values exactly the same as those from "Interactive Chart"? --- Especially for "High" values. Thank you! The url for "Interactive Chart" is http://finance.yahoo.com/echarts?s=TNTE.AS+Interactive# The url for "Historical Prices" is http://finance.yahoo.com/q/hp?s=TNTE.AS&d=7&e=25&f=2015&g=d&a=4&b=25&c=2011&z=66&y=66 ## Answer by phdstudent (score 1, accepted) https://quant.stackexchange.com/a/19470 You need the "adjusted high". However, Yahoo Finance does not provide that: https://help.yahoo.com/kb/SLN2311.html However you can adjust manually. From the Normal Close and the Adjusted Close just compute the adjustment factor and then manually adjust the High.
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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.