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Re: FinancialData errors

• To: mathgroup at smc.vnet.net
• Subject: [mg120581] Re: FinancialData errors
• From: DrMajorBob <btreat1 at austin.rr.com>
• Date: Sat, 30 Jul 2011 05:59:19 -0400 (EDT)
• Delivered-to: l-mathgroup@mail-archive0.wolfram.com
• References: <201107222344.TAA28525@smc.vnet.net> <j0fos4$8p6$1@smc.vnet.net>
• Reply-to: drmajorbob at yahoo.com

Thank you. I had already seen the page you sent, and had also discovered  
the following:

FinancialData[
    "JANFX", #, {{2011, 2, 10}, {2011, 2, 10}}] & /@ {"Close", "High",
   "Low", "Open", "Price", "Range", "RawClose", "RawHigh", "RawLow",
   "RawOpen", "RawRange"}

{{{{2011, 2, 10}, 10.23}}, {{{2011, 2, 10}, 10.23}}, {{{2011, 2, 10},
    10.23}}, {{{2011, 2, 10}, 10.23}}, {{{2011, 2, 10},
    10.23}}, {{{2011, 2, 10}, {10.23, 10.23}}}, {{{2011, 2, 10},
    10.36}}, {{{2011, 2, 10}, 10.36}}, {{{2011, 2, 10},
    10.36}}, {{{2011, 2, 10},
    10.36}}, {{{2011, 2, 10}, {10.36, 10.36}}}}

where the "Raw" numbers appear to be what I want.

Bobby

On Fri, 29 Jul 2011 10:06:18 -0500, James Stein <mathgroup at stein.org>  
wrote:

> You purchased shares at 10.36, which WAS the "closing" price for that  
> day.
> (Note to PierPaolo: Mutual Funds, unlike stocks, do NOT trade DURING the
> day).
>
> The 10.23 price reported by Yahoo is an "adjusted" price. When a fund or
> stock makes a distribution (typically dividends or capital gains), all
> historical prices are "adjusted" downward in order that ROI  between two
> dates is consistent.  JANFX distributes dividends at the end of every  
> month.
> Check out this URL:
> <http://finance.yahoo.com/q/hp?s=JANFX&a=01&b=10&c11&d=02&e&f11&g=d
>>
>
> Note that both "Close" and "Adj Close" are available, and if you check
> Mathematica's documentation you can learn how to obtain the former. The
> adjusted prices are the defaults.
>
> On Fri, Jul 29, 2011 at 1:42 AM, DrMajorBob <btreat1 at austin.rr.com>  
> wrote:
>
>> I've found a new (to me) species of error in FinancialData.
>>
>> One example is the price of the following stock on Feb 10, 2011:
>>
>> s = "JANFX";
>> FinancialData["JANFX", "Name"]
>> FinancialData["JANFX", {{2011, 2, 9}, {2011, 2, 11}}]
>>
>> "Janus Flexible Bond Fund D Shar"
>>
>> {{{2011, 2, 9}, 10.25}, {{2011, 2, 10}, 10.23}, {{2011, 2, 11},
>>   10.24}}
>>
>> As you see, FinancialData says the price was 10.23.
>>
>> But I BOUGHT the stock through Janus Funds on that day, and the price  
>> was
>> 10.36.
>>
>> Moreover, if I go to Yahoo's interactive price chart for the stock at  
>> the
>> following page, 10.36 is the price I find:
>>
>>
>> http://finance.yahoo.com/echarts?s=JANFX+Interactive#chart3:symbol=janfx;range=ytd;indicator=volume;charttype=line;crosshair=on;ohlcvalues=0;logscale=on;source=undefined
>>
>> So... where are the errors really coming from?
>>
>> This is not an astronomically large price or a Missing["Not Available"]
>> price; it's within 2% of the correct price. But it's wrong.
>>
>> These errors make it very difficult to trust FinancialData for any  
>> useful
>> purpose.
>>
>> Bobby
>>
>> --
>> DrMajorBob at yahoo.com
>>
>>


-- 
DrMajorBob at yahoo.com

• References:
  • Re: FinancialData still broken
    • From: DANA DELOUIS <dana.del@gmail.com>