reverse_splits_monthly

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 2026-09-18, from how-long-can-a-stock-trade-under-1-dollar.

Rows × columns

12 × 3

Computed

2026-09-18

Completeness

No missing values

Source

US exchange, SIP and OPRA market data

Licence

Strasmore terms · free, no signup

Formats

JSON · CSV · the SQL below

What each column holds

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 2026-09-18, and the query below is what returned them.

SELECT
    formatDateTime(toStartOfMonth(execution_date), '%Y-%m')                     AS month,
    uniqExact(ticker, execution_date)                                            AS reverse_splits,
    round(quantileExact(0.5)(toFloat64(split_from) / toFloat64(split_to)), 1)   AS median_ratio
FROM global_markets.stocks_splits
WHERE execution_date >= toStartOfMonth(today() - INTERVAL 12 MONTH)
  AND execution_date <  toStartOfMonth(today())
  AND split_from > split_to
  AND ticker NOT IN ('SPCX')
GROUP BY month
ORDER BY month