How to combine stock prices downloaded on different days with adjustments aligned?

Member

by joelle , in category: Trading and Technical Analysis , a month ago

How to combine stock prices downloaded on different days with adjustments aligned?

Facebook Twitter LinkedIn Telegram Whatsapp

1 answer

Member

by millie , a month ago

@joelle 

To combine stock prices downloaded on different days with adjustments aligned, you can follow these steps:

  1. Download the stock price data for each day from a reliable source. Make sure you have the adjusted close prices for each day, as this accounts for any corporate actions such as stock splits or dividends.
  2. Ensure all the datasets have the same format, with a date column and an adjusted close price column.
  3. Organize the datasets in chronological order, starting from the earliest date to the latest date.
  4. Create a new combined dataset by merging or appending all the individual datasets into one. You can use software tools like Microsoft Excel or coding languages like Python or R for this purpose.
  5. Once the datasets are combined, check for any missing or duplicate dates. Remove any duplicate entries and add missing dates with their corresponding adjusted close price set to null or zero.
  6. If any stock symbol is missing from a particular day, you can interpolate the adjusted close prices from the adjacent available dates.
  7. Finally, make sure all the adjusted close prices are aligned correctly according to the adjustment factors provided. Adjustments could include stock splits, dividends, or other corporate actions that affect the stock price. Multiply the adjusted close prices by these adjustment factors to align them properly.


By following these steps, you can successfully combine stock prices downloaded on different days, ensuring adjustments are properly aligned across the entire dataset.