Better Historical Ticker Information

[Sandy & Shirley]

When I go to my broker’s website or any other source for market information, all I get is a picture of what the market looks like as of today.

I get to see a few Rates of Return, 1 month, 3 months, 6 months, 1 year, etc., and I can sort the list of symbols on any one of those returns. The problem is that there is nothing there to show that the reason for a given symbol doing great is something like the overreaction to a good quarterly report.

What I’m looking for is a way to look back in time and get that information for last month, not the 3 month return from today to 90 days ago, but from 30 days ago to 120 days ago, 1 month ago to 13 months ago, etc. What were the signals in the market “before” the big change in the price?

As my name indicates, I’m a computer geek. I’m trying to write some software to do just that, look back in time, and I’d like to look at some examples of what is already out there, if there is anything!

 

[LOL!]

historical prices are available for free download from finance.yahoo.com

You will have to calculate things like rate-of-return from those prices, but it is pretty trivial to do so. As for getting reasons for price fluctuations, good luck with that.

 

[Boho]

You could also use Nasdaq Stock Market | Stock Quotes & Stock Exchange News. Enter a symbol and click "historical quote". They also give miniute by minute quotes for the current day. Minute by minute for your chosen day is what I'm still trying to find.

 

[sengsational]

I don't know of anything out there that does exactly what you're asking about. If you pull up a ticker in finance.yahoo.com, click interactive chart, and, say 1 year duration, you get the last 365 days, but you are able to 'drag' the chart so that it shows you an older one year span. That's about as close as I can get you on an existing app.

But my first thought, aligning with LOL!, was also to use finance.yahoo.com historical data table. You need to be careful, though, because you can easily blow the return calculation if you don't include the dividends and other such events appropriately. Doing very long time spans gets tricky because you're more likely to run into, splits, spin-offs, buy-outs, and stuff like that make it kind of a pita to get a real-world return. But, for shorter time horizons, you could code-up a screen scraper to download historical prices and historical dividends. Once you have the cash flows in your own vector, you could massage it however you want.

 

[target2019]

Check out Google finance functions. For some data you can specify two dates and pull an array.

 

[audreyh1]

When I go to my broker’s website or any other source for market information, all I get is a picture of what the market looks like as of today.

I get to see a few Rates of Return, 1 month, 3 months, 6 months, 1 year, etc., and I can sort the list of symbols on any one of those returns. The problem is that there is nothing there to show that the reason for a given symbol doing great is something like the overreaction to a good quarterly report.

What I’m looking for is a way to look back in time and get that information for last month, not the 3 month return from today to 90 days ago, but from 30 days ago to 120 days ago, 1 month ago to 13 months ago, etc. What were the signals in the market “before” the big change in the price?

As my name indicates, I’m a computer geek. I’m trying to write some software to do just that, look back in time, and I’d like to look at some examples of what is already out there, if there is anything!

Morningstar has a lot of this information for stocks and mutual funds, and you can actually manipulate the timelines of their "return of 10K" charts and compare multiple investments over the same time period and give you the value of the on investment over that time period.

 

[Animorph]

Perf Charts from stockcharts.com usually includes dividend adjustments, though not totally reliably I think, and let's you set start and end dates and compare funds and stocks.

PerfCharts | Free Charts | StockCharts.com

Don't know what gets you news archives if that's what you're after.

 

[Sandy & Shirley]

But my first thought, aligning with LOL!, was also to use finance.yahoo.com historical data table. You need to be careful, though, because you can easily blow the return calculation if you don't include the dividends and other such events appropriately. Doing very long time spans gets tricky because you're more likely to run into, splits, spin-offs, buy-outs, and stuff like that make it kind of a pita to get a real-world return. But, for shorter time horizons, you could code-up a screen scraper to download historical prices and historical dividends. Once you have the cash flows in your own vector, you could massage it however you want.

Yes and No!

Yes: If you request the historical data to view on-line the adjusted closing prices are not adjusted, they are the same as the closing prices, and the graph also shows the actual closing prices, not the adjusted prices.

No: If you download the data from the historical data view, in the data that you get the adjusted closing prices that are properly adjusted for dividends and splits. This is what the screen scraper software in my code uses.

 

[Sandy & Shirley]

My thanks to all, but I probably did not state my question properly. I speak Binary far better than I speak English. “PapaGeek”.

I do realize that I can look at historical data for a single ticker. What I am attempting to do is to look at the entire market as it existed a month or two or a year ago, and then sort a list of tickers on the rates of return as they existed on that historical date.

I can go to a number of websites and look at a list of tickers and see the 6 month rate of return for each symbol. I can then sort that list to see which symbol had the highest rate of return for the past 6 months “based on today”.

I can also go to many sites and look at a single symbol and get the historical closing prices for 12/31/2016 and 6/30/2016 and calculate the rate of return for the last 6 months of last year. I can do this for each of the tickers that I have in my list and then sort my results by hand to see which symbol did the best for the last 6 months of last year. A lot of work to do by hand.

Here is the situation that I am trying to deal with. XYZ just declared some unexpected news and its price just jumped. I look at my list which includes XYZ and because of the current jump in closing price it has a fantastic 3 month, 6 month, and 1 year Rates of Return. I can sort my list on each of those columns and it is the best thing for me to invest my extra money in!

What would my sorted list look like if I had looked at it a month ago? What if I looked two months ago? I’m trying to find a way to take historical snapshots of the market on historical dates so that I can look at my list to see that QWERTY has consistently done better than most other tickets for its 3 month rate of return every month for the last 2 years. In my list of 100 symbols it consistently runs between the 5th to 10th best in each historical monthly list. ABC is first a couple time, but other times it is around 95th, near the bottom of the list. I want to find consistent well performing tickers, not rollercoaster rides.

 

[sengsational]

So if there's one that wiggles around a lot and one that doesn't wiggle around much, and both are up 5%, you'd value the more stable one more? What about using a stocks "beta" value?

 

[Totoro]

I'd just pull all the ticker data from yahoo, and dump that in a local database.

I've actually done that Took a day or so to pull the data in, didn't want to get blacklisted ..