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Share Prices

When looking at the share prices in the dataset, it seems to be... off... Take ES for instance,

Buying on 2016-05-06 and selling on 2017-05-05 would incur a profit of about 130 MILLION percent. Clearly, this is incorrect and it throws my models into disarray.

ES;822439;105001;Share Price;2016-05-06;0.01
ES;822439;105001;Share Price;2017-05-05;13000.00

ES;822439;105001;Share Price;2015-12-21;0.01
ES;822439;105001;Share Price;2015-12-22;0.01
ES;822439;105001;Share Price;2015-12-23;0.01
ES;822439;105001;Share Price;2015-12-24;0.01
ES;822439;105001;Share Price;2015-12-28;10400.0
ES;822439;105001;Share Price;2015-12-29;10600.0
ES;822439;105001;Share Price;2015-12-30;0.01
ES;822439;105001;Share Price;2015-12-31;0.01
ES;822439;105001;Share Price;2016-01-04;11200.0
ES;822439;105001;Share Price;2016-01-05;11200.0
ES;822439;105001;Share Price;2016-01-06;12100.0
ES;822439;105001;Share Price;2016-01-07;0.01
ES;822439;105001;Share Price;2016-01-08;0.01
ES;822439;105001;Share Price;2016-01-11;0.01
ES;822439;105001;Share Price;2016-01-12;12900.0
ES;822439;105001;Share Price;2016-01-13;12900.0
ES;822439;105001;Share Price;2016-01-14;0.01
ES;822439;105001;Share Price;2016-01-15;0.01
ES;822439;105001;Share Price;2016-01-19;0.01
ES;822439;105001;Share Price;2016-01-20;0.01
ES;822439;105001;Share Price;2016-01-21;12900.0
ES;822439;105001;Share Price;2016-01-22;0.01
ES;822439;105001;Share Price;2016-01-25;12700.0
ES;822439;105001;Share Price;2016-01-26;0.01
ES;822439;105001;Share Price;2016-01-27;0.01
ES;822439;105001;Share Price;2016-01-28;12700.0
ES;822439;105001;Share Price;2016-01-29;13500.0
ES;822439;105001;Share Price;2016-02-01;0.01

Comments

  • We get the share prices from external sources, and the company with ID 822439 seems to be a subsidiary of the actual ES (https://simfin.com/data/companies/378141), so not sure how this price data actually was compiled, but this should be an "edge case". I deleted this entity now because the fundamentals were the same as the parent anyways. I'll build in some checks for extreme share price movements too now.
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