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Why does FinancialData give unexpected values for historical data?

Historical stock prices are often adjusted for inflation, dividends, mergers, and acquisitions. Different sources of financial data often have different methods for adjusting the historical data, which can cause inconsistencies. For the Wolfram Language function FinancialData, the property “Close” is an adjusted value. To get the closing value without any adjustments, use the property “RawClose”.

Consider this plot of the closing prices for GEL:

DateListPlot[FinancialData["GE", "Close", {"Jan 3rd 2000"}], Joined -> False]

The raw data, however, is not so continuous. A three-for-one stock split is evident in the following graph:

DateListPlot[FinancialData["GE", "RawClose", {"Jan 3rd 2000"}], 
 Joined -> False]

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