Let us take a look at XOM. On 12/30/1994, Google reports the close price as $43.85. Yahoo reports the close price of $87.35 and also reports an adjusted close of $35.53. Y! adjusted close prices are adjusted for any splits and dividends. On the other hand, Google only adjusts for splits.
From a technical analysis point of view, I am usually not interested in the effects of dividends and am interested only in the split adjustment factor. Also, I prefer to use Y! EOD data as it is better in quality than Google data. It is more complete and is available for longer periods of time.To use Y! data, I would have to make some adjustments. The split-adjusted price can be calculated as follows:
split_adjusted_close (y') = split_div_adjusted_close(as reported by yahoo adjusted close)/div_adjustment_factor
To get the div_adjustment_factor, I need to look at all the dividend payouts. For XOM, the dividend table looks like:
Aug 11, 2010
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$ 0.44 Dividend
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May 11, 2010
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$ 0.44 Dividend
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Feb 8, 2010
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$ 0.42 Dividend
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Nov 9, 2009
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$ 0.42 Dividend
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Aug 11, 2009
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$ 0.42 Dividend
| |||||
May 11, 2009
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$ 0.42 Dividend
| |||||
Feb 6, 2009
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$ 0.40 Dividend
| |||||
Nov 7, 2008
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$ 0.40 Dividend
| |||||
Aug 11, 2008
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$ 0.40 Dividend
| |||||
May 9, 2008
|
$ 0.40 Dividend
| |||||
Feb 7, 2008
|
$ 0.35 Dividend
| |||||
Nov 7, 2007
|
$ 0.35 Dividend
| |||||
Aug 9, 2007
|
$ 0.35 Dividend
| |||||
May 10, 2007
|
$ 0.35 Dividend
| |||||
Feb 7, 2007
|
$ 0.32 Dividend
| |||||
Nov 9, 2006
|
$ 0.32 Dividend
| |||||
Aug 10, 2006
|
$ 0.32 Dividend
| |||||
May 10, 2006
|
$ 0.32 Dividend
| |||||
Feb 8, 2006
|
$ 0.32 Dividend
| |||||
Nov 8, 2005
|
$ 0.29 Dividend
| |||||
Aug 10, 2005
|
$ 0.29 Dividend
| |||||
May 11, 2005
|
$ 0.29 Dividend
| |||||
Feb 8, 2005
|
$ 0.27 Dividend
| |||||
Nov 9, 2004
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$ 0.27 Dividend
| |||||
Aug 11, 2004
|
$ 0.27 Dividend
| |||||
May 11, 2004
|
$ 0.27 Dividend
| |||||
Feb 9, 2004
|
$ 0.25 Dividend
| |||||
Nov 7, 2003
|
$ 0.25 Dividend
| |||||
Aug 11, 2003
|
$ 0.25 Dividend
| |||||
May 9, 2003
|
$ 0.25 Dividend
| |||||
Feb 6, 2003
|
$ 0.23 Dividend
| |||||
Nov 7, 2002
|
$ 0.23 Dividend
| |||||
Aug 9, 2002
|
$ 0.23 Dividend
| |||||
May 9, 2002
|
$ 0.23 Dividend
| |||||
Feb 7, 2002
|
$ 0.23 Dividend
| |||||
Nov 7, 2001
|
$ 0.23 Dividend
| |||||
Aug 9, 2001
|
$ 0.23 Dividend
| |||||
For every dividend payout, I need to calculate a div_adjustment_factor. This is calculated as follows:
div_adjustment_factor = div/previous_close * previous_div_adjustment
For the Aug11 payout, the div_adjustment is :
div = $0.44
adjusted close on Aug 10 = $61.93
previous_div_adjustment = 1
div_adjustment = 0.44/61.93 = 0.007
When I make these calculation to the complete data set, I am able to match Y!EOD and Google EOD. I can then use this for any technical analysis work that I need to do
I have written a python script that download Y!data, adjusts it and saves it in a sqlite3 database. I can share this script with you, if you are interested. Drop me an Email at guru[at]kilotrader.com
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