RE: [amibroker] IACI: Yahoo EOD Split not adjusted? Aug 08-2005

["Richard Dale" <richard@xxxxxxxxxxxxxxx>]

Yahoo/CSI is incorrect in the way it:

a)      Treats capital returns as “dividends”

b)      Treats spinoffs as “dividends”

 

In this case with IACI, there was a 1-for-2 reverse split and spinoff of Expedia, which should have a dilution factor of 1.11067 – instead Yahoo’s dilution factor is 1.55553 which is clearly in error.  The adjusted close on 20050808 should be $28.10 not $39.35.

 

Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
  markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net

 

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of chetan_gariki
Sent: Thursday, 19 July 2007 8:03 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] IACI: Yahoo EOD Split not adjusted? Aug 08-2005

 

All,

I am not sure, but my impression is that yahoo EOD data is split
adjusted if you download it after the date when split should have
happened. But actually, if you look at IACI data; there is a split on
Aug-08th 2005, but it is not shown in data (i downloaded the data even
today but that doesnt change it); data shows an opening gap. So my
question is, is this usual? or am i doing something wrong?

Aug 8th: Close 39.35
Aug 9th: Open 27.8

So, if this is usual then i guess yahoo data is atleast useless for
backtesting. I hope that i am doing something wrong! (so that i can
keep using FREE data).

thanks
Chaitanya.

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