west Posted January 21, 2014 Share Posted January 21, 2014 Hey all. I'm doing some quantitative analysis on Japan over the last couple of years using different screener strategies (NCAV discount, Magic Formula, etc). I have historical financial data for most of the market. However, I can't seem to find any reliable source for stock splits, which really messes things up. Although, honestly, it's not that bad. Does anyone know where I can reliable information about splits? I mean, if worse comes to worse, I can sort companies in my data by return and adjust the ones that are obvious splits. For example, JP:3750 did NOT go up 10000%. It split 1:100. However, I'd like use clean and pure data, versus manually inputting things myself and potentially missing something. Thanks in advance! Oh, and for what it's worth, I don't have access to any paid financial data services, such as a Capital IQ, FactSet or a Bloomberg terminal. Link to comment Share on other sites More sharing options...
west Posted January 21, 2014 Author Share Posted January 21, 2014 Never mind! It looks like finance.yahoo.co.jp has it. For example: http://info.finance.yahoo.co.jp/history/?code=3750.T&sy=2012&sm=1&sd=1&ey=2014&em=1&ed=3&tm=d&p=1 The right most column is the closing price adjusted for splits. Link to comment Share on other sites More sharing options...
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