نحوه محاسبه قیمت تعدیل شده
نحوه محاسبه قیمت تعدیل شده
About historical prices
Data, downloads, and the adjusted close
On the "Historical Prices" page of a security, you can filter historical prices by a custom date range, or with the available preset filters.
Daily prices
The open, high, low, close, and volume for each trading day shown.
Weekly prices
- Opening trade of the first trading day for the week.
- High and low price quotes of the week.
- Closing price on the last trading day of the week.
- Adjusted close, based on closing price.
- Weekly volume is the average daily volume for all trading days in the reported week.
Monthly prices
- Opening trade from the first trading day of the month,
- High and low price quotes for the month,
- Closing price on the last trading day of the month.
- Adjusted close, based on closing price.
- Monthly volume is the average daily volume for all trading days in the reported month.
Dividends only
The dividend distribution amount and the ex-dividend date of the distribution.
On a desktop or laptop, start from the Historical Prices page:
- To download historical prices, scroll to the bottom of the page and click Download to Spreadsheet.
- To download historical dividend data click the Dividends Only filter, and then click Download to Spreadsheet.
Note: If the data requested is beyond the range of historical prices available through Yahoo Finance, all available data within the range is displayed. Historical prices typically do not go back further than 1970.
Adjusted Close provides the closing price for the requested day, week, or month, 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.
- Split multipliers are determined by the split ratio.
- For example, in a 2 for 1 split, the pre-split data is multiplied by 0.5.
- Dividend multipliers are calculated based on dividend as a percentage of the price, primarily to avoid negative historical pricing.
- For example, when a $0.08 cash dividend is distributed on Feb 19 (ex- date), and the Feb 18 closing price is $24.96, the pre-dividend data is multiplied by (1-0.08/24.96) = 0.9968.
Here's an example
Let's take a look at how split and dividend multipliers are calculated and applied to determine adjusted close prices. We'll start with this table of historical prices, a split, and a dividend:
|
Date |
Close, Dividend, or Split |
|
2/13/03 |
Close = 46.99 |
|
2/14/03 |
Close = 48.30 |
|
2/18/03 |
Split = 2:1 |
|
2/18/03 |
Close = 24.96 |
|
2/19/03 |
Cash Dividend = 0.08 (ex-date) |
|
2/19/03 |
Close = 24.53 |
The multipliers we'll use are determined from the split and dividend:
- Split Multiplier = 0.5
- Dividend Multiplier = 1 - (0.08/24.96) = 0.9968
Using these split and dividend multipliers, the adjusted close prices are calculated for those dates prior to the split:
|
Date |
Adjusted close calculation |
|
2/13/03 |
0.5 * 0.9968 * 46.99 = 23.42 |
|
2/14/03 |
0.5 * 0.9968 * 48.30 = 24.07 |
|
2/18/03 |
0.9968 * 24.96 = 24.88 |
|
2/19/03 |
24.53 |
https://help.yahoo.com/kb/sln2311.html