Price Adjustment Factors
get_adjustment_factorsRetrieve split/bonus adjustment factors and ex-dates to distinguish corporate actions from real returns and reconstruct raw unadjusted price series.
Instructions
Get the split/bonus adjustment-factor timeline for a stock, so a raw (unadjusted) price series can be reconstructed from the adjusted one. Returns per-event factor and cumulative factor with ex-dates, plus the reconstruction formula in meta. USE THIS when a price move looks impossibly large and you need to know whether it was a corporate action rather than a real return, or when the user asks for raw/unadjusted prices, or asks how to adjust for splits and bonuses. CRITICAL: the response also carries unquantified_events — rights issues and demergers that are KNOWN but have NO reliable numeric factor (a rights adjustment needs the subscription price; a demerger is not a single number). Never invent a factor for those; tell the user those ex-dates should be excluded or treated with caution. NOTE: factors cover splits and bonuses only. The adjusted series is PRICE-return, not total-return — dividends are not included.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | No | REQUIRED. The stock symbol, e.g. "RELIANCE" or "TRENT". | |
| ticker | No | Alias for `symbol`. | |
| identifier | No | Alias for `symbol`. |