I was sorting the shareprice database based on the highest day to day returns and I noticed that a majority of the top results had odd looking historical data?
on 2017-06-29, ALRN had a day to day return of 9700% according to the simfin data, however yahoo data indicated that the stock did not exist before this date.
EFH had multiple occasions on which the daily return was more than 10000%
on 2015-09-08, YITD had a return of 15000%. Other data sources did not show the same results.
There are more stocks that also seem to have this type of an error in the data and would like any advice on any possible reason for this so that I can screen these stocks out.
It would also be helpful to have an indication of when any stock splits have occurred because I think this is what is causing extreme returns in some cases.