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I was analyzing a stock's volume to get the volume peaks of it when I noticed that these peaks are not the same in the stock's chart and historical data.

If you analyse this chart (1 month period) https://pt.investing.com/equities/novabase-chart until 01/01/2000 you will find different volume peaks than if you analyse this history data (1 month period) https://pt.investing.com/equities/novabase-historical-data until 01/01/2000.

So I don't know which data is reliable. Should I trust the chart data or the historical data. Or is there any website that you know that the volume data is correct in both places.

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1 Answer 1

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The data provider can supply unadjusted or adjusted data or both using some algorithm. It is not always clear how chart data are produced.

CRSP Calculations are discussed below.

Adjusted Data

http://www.crsp.org/products/documentation/crsp-calculations

Price, dividend, shares, and volume data are historically adjusted for split events to make data directly comparable at different times during the history of a security. CRSP provides raw, Unadjusted Data, but data utilities stk_print and ts_print can be used to generate Adjusted Data.

An adjustment base date is chosen as the anchor date. All data on this date are unadjusted, and other data are converted based on the split events between the base date and the time of that data. The adjustment base date is usually chosen to be the last available day of trading.

Split events always include stock splits, stock dividends, and other distributions with price factors such as spin-offs, stock distributions, and rights. Shares and volumes are only adjusted using stock splits and stock dividends. Split events are applied on the Ex-Distribution Date.

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