The best-known recent stock splits: the six months before vs the three months after
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-07-15, from Does a Stock Go Up After a Split?.
| ticker | ratio | ex_date | run_up_before_pct | after_3mo_pct | spy_3mo_pct |
|---|---|---|---|---|---|
| NVDA | 10-for-1 | 2024-06-10 | 165.6 | -11.2 | 2.5 |
| AAPL | 4-for-1 | 2020-08-31 | 67 | -7.6 | 3.6 |
| AVGO | 10-for-1 | 2024-07-15 | 57.4 | 5.8 | 3.2 |
| TSLA | 3-for-1 | 2022-08-25 | 16.7 | -38.1 | -4.1 |
| NFLX | 10-for-1 | 2025-11-17 | -6.6 | -30.2 | 2.8 |
| GOOGL | 20-for-1 | 2022-07-18 | -21 | -11.4 | -6.4 |
| AMZN | 20-for-1 | 2022-06-06 | -28.8 | 1 | -5.1 |
- Rows × columns
- 7 × 6
- Period covered
- to
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 7 distinct values (AAPL, AMZN, AVGO…) | |
ratio |
text | 4 distinct values (10-for-1, 20-for-1, 3-for-1…) | |
ex_date |
date | 2020-08-31 to 2025-11-17 | |
run_up_before_pct |
number | -28.8 to 165.6 | percent |
after_3mo_pct |
number | -38.1 to 5.8 | percent |
spy_3mo_pct |
number | -6.4 to 3.6 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH
cohort AS (
SELECT ticker, max(execution_date) AS ex,
argMax(concat(toString(split_to), '-for-', toString(split_from)), execution_date) AS ratio
FROM global_markets.stocks_splits
WHERE ticker IN ('NVDA', 'AVGO', 'NFLX', 'AMZN', 'GOOGL', 'AAPL', 'TSLA')
AND split_to >= 2 * split_from
AND adjustment_type IN ('forward_split', 'stock_dividend')
AND execution_date >= '2020-01-01' AND execution_date <= '2026-01-31'
GROUP BY ticker
),
bars AS (
SELECT ticker, toDate(toTimeZone(window_start, 'America/New_York')) AS d,
toFloat64(argMax(close, window_start)) AS px
FROM global_markets.delayed_stocks_minute_aggs
WHERE (ticker IN (SELECT ticker FROM cohort) OR ticker = 'SPY')
AND window_start >= '2019-06-01 00:00:00' AND window_start < '2026-07-14 00:00:00'
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY ticker, d
),
series AS (
SELECT ticker,
arrayMap(x -> x.1, arraySort(x -> x.1, groupArray((d, px)))) AS days,
arrayMap(x -> x.2, arraySort(x -> x.1, groupArray((d, px)))) AS prices
FROM bars GROUP BY ticker
),
spy AS (SELECT days AS sd, prices AS sp FROM series WHERE ticker = 'SPY')
SELECT c.ticker AS ticker,
c.ratio AS ratio,
toString(c.ex) AS ex_date,
round((s.prices[indexOf(s.days, c.ex) - 1] / s.prices[indexOf(s.days, c.ex) - 1 - 126] - 1) * 100, 1) AS run_up_before_pct,
round((s.prices[indexOf(s.days, c.ex) + 63] / s.prices[indexOf(s.days, c.ex)] - 1) * 100, 1) AS after_3mo_pct,
round((spy.sp[indexOf(spy.sd, c.ex) + 63] / spy.sp[indexOf(spy.sd, c.ex)] - 1) * 100, 1) AS spy_3mo_pct
FROM cohort c INNER JOIN series s ON s.ticker = c.ticker CROSS JOIN spy
WHERE indexOf(s.days, c.ex) > 130 AND length(s.prices) >= indexOf(s.days, c.ex) + 63
ORDER BY run_up_before_pct DESC
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