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Quandl wiki data different than Yahoo or Bloomberg data


Does anyone notice quandl WIKI or EOD data are different than Yahoo or Bloomberg? I notice this when I was comparing data providers, which I am using AAPL as a test. AAPL split its stock 7 for 1 on Jun 9, 2014, so I think it is an ideal candidate to compare data.

Here is a picture of data comparison:

Do you know why they are different and which one I should trust? If I should trust neither, is there any other free data provider I can trust?


Solution

  • It depends on whether you adjust the dividends too (the series starting at 52 is adjusted for dividends, the series starting at 58 is not).

    For reference, Bloomberg data:

                Unadjusted price    Adjusted for split  Adjusted for split & div
    27/12/2011      406.53                58.0757            52.4533
    28/12/2011      402.64                57.52              51.9514
    29/12/2011      405.12                57.8743            52.2714
    etc.