Source-backed events
Every published split must trace to retained source evidence. We do not invent ratios, dates, issuer identities, prices, returns, or market-cap history.
Data transparency
Stock Split Data Methodology & Sources
TheStockSplits.com is a static, auditable research site. Published events are derived from retained source observations and deterministic reconciliation—not manual estimates or generated filler.
Publication principles
Forward splits only
The public site covers companies with historical or announced forward splits. Reverse-split observations may be retained for audit purposes but are excluded from public event pages.
Identity before publication
Ticker, issuer, exchange, and instrument identity are verified before an observation can become a canonical event. Ambiguous or reused symbols remain unpublished until resolved.
Split-event sources
Yahoo Finance calendar and symbol-history records provide broad event coverage. CompaniesMarketCap supplies issuer-level split history and annual market-cap validation. When a future event has been announced but a calendar field is still pending, an issuer filing or exchange notice may provide official evidence. The site labels uncertain schedule dates as expected rather than presenting them as final.
Reconciliation and exclusions
Ratios are normalized to exact integer fractions. Equivalent observations are deduplicated, while disagreements in ratio, date semantics, or issuer identity are retained for review. A canonical event must have supporting evidence and a unique company/date identity. OTC companies remain in the database but are hidden from the public site by default.
Prices, returns, and market cap
Historical prices and benchmark returns come from sourced market data and remain blank when a current ticker cannot truthfully represent an older predecessor security. Annual market-cap timelines use verified CompaniesMarketCap envelopes as the primary source, with a separately verified fallback only when primary coverage is unavailable. Missing values are never interpolated into synthetic history.
Corrections and limitations
Corporate actions can change after announcement, and upstream sources can revise dates. The site therefore distinguishes expected dates from confirmed schedules and regenerates its static pages from the canonical database. Information is provided for research and education, not as investment advice.