| --- |
| pretty_name: Stocks Daily Splits |
| language: |
| - en |
| license: other |
| task_categories: |
| - time-series-forecasting |
| - tabular-regression |
| tags: |
| - finance |
| - quantitative-trading |
| - backtesting |
| - algorithmic-trading |
| - stocks |
| - equities |
| - daily |
| - corporate-actions |
| size_categories: |
| - 10K<n<100K |
| extra_gated_prompt: "This dataset is free to browse and gated for download. Approval is tied to a Papers With Backtest subscription, which also covers the other datasets in this organisation and the strategy catalogue at https://paperswithbacktest.com. Plans and what each one includes: https://paperswithbacktest.com/pricing" |
| --- |
| |
| # Stocks Daily Splits |
|
|
| Every stock split and reverse split of a US-listed name, with its ratio and the factor applied to earlier prices. |
|
|
| <!-- MEASURED:START - rewritten by dataset_cards/refresh.py --> |
| |
| Shape measured at the next refresh of `dataset_cards/facts.json`. Refreshed monthly. |
|
|
| <!-- MEASURED:END --> |
|
|
| ## Why It Matters |
|
|
| `Stocks-Daily-Price` is back-adjusted, so a split leaves no trace in it: the price series shows nothing on the day. That hides the event the split papers study -- the announcement drift, the post-split change in liquidity and in the shareholder base, and the reverse split as a distress signal. This table is the event. A row with `split_from` 1 and `split_to` 4 is a 4-for-1 split; `split_from` 10 and `split_to` 1 is a 1-for-10 reverse split. |
|
|
| ## Load It |
|
|
| ```bash |
| pip install --upgrade pwb-toolbox |
| ``` |
|
|
| ```python |
| from pwb_toolbox import datasets as pwb_ds |
| |
| df = pwb_ds.load_dataset("Stocks-Daily-Splits", symbols=["AAPL"]) |
| print(df.iloc[-1, :]) |
| ``` |
|
|
| ## Columns |
|
|
| | Column Name | Description | |
| | :--- | :--- | |
| | **symbol** | Stock ticker. | |
| | **date** | Execution date: the first session the shares trade on the new basis. | |
| | **split_from** | Shares held before, per `split_to` shares after. | |
| | **split_to** | Shares held after, per `split_from` shares before. | |
| | **adjustment_type** | The vendor's classification of the action (forward, reverse, ...). | |
| | **historical_adjustment_factor** | Factor to multiply prices before `date` by, to put them on the post-split basis. | |
| |
| |
| ## Access |
| |
| Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: [what each plan includes](https://paperswithbacktest.com/pricing). The same subscription covers every dataset in this organisation and the strategy catalogue. |
| |
| ## Elsewhere |
| |
| - [The strategy catalogue](https://paperswithbacktest.com/strategies) |
| - [`pwb-toolbox`](https://github.com/paperswithbacktest/pwb-toolbox), the loader used in the snippet above |
| - [Every dataset in this organisation](https://huggingface.co/datasets/paperswithbacktest) |
| |
