Ticker | MET |
Security Type | Equity |
Market | USA |
Resolution | Daily |
Status | Waiting Review |
We noticed that the factor files for MET do not contain information about a split, which happened on August 07, 2017.
It was a 1122 for 1000 split and other data source like Yahoo Finance show this split.
The factor files in the QC Security Master do not contain information about it (third column being the split factor):
20161102,0.3596798,1,46.34
20170201,0.3628116,1,54.32
20170503,0.3655030,1,52.1
20170802,0.3683309,1,55.48
20170804,0.3710058,1,53.92
20171102,0.4163295,1,55.73
20180201,0.4193393,1,48.39
Philipp Schmid LSQ
One additional thing I noticed is that there is a big change in the price factor end of Feb 2021:
This leads to a jump in the price if you plot the adjusted close price:
The raw prices look like this:
This looks like a data issue to me, because other platforms like Yahoo Finance show a properly adjusted price.
Philipp Schmid LSQ
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!