STRASMORE/EXPLORE 2,170 QUERIES

NVDA June 2024: a raw close-to-close calc vs the split-adjusted return

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 2026-07-26, from How Monthly Stock Returns Are Measured.

as of scalar 1×6read in context →
may final close raw
1,097.46
june final close raw
123.41
shares after split per old share
10
raw price change pct
-88.75
may close split adjusted
109.75
adjusted return pct
12.45
Rows × columns
1 × 6
Computed
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

Column definitions for NVDA June 2024: a raw close-to-close calc vs the split-adjusted return, derived from the stored result.
ColumnTypeRangeNotes
may_final_close_raw number every row is 1,097.46 US dollars
june_final_close_raw number every row is 123.41 US dollars
shares_after_split_per_old_share number every row is 10 count
raw_price_change_pct number every row is -88.75 percent
may_close_split_adjusted number every row is 109.75 US dollars
adjusted_return_pct number every row is 12.45 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.

the exact SQL behind every number 
WITH px AS (
    SELECT argMaxIf(cl, day, day <= '2024-05-31') AS may_close,
           argMaxIf(cl, day, day <= '2024-06-30') AS jun_close
    FROM (
        SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS day,
               argMaxIf(toFloat64(close), window_start,
                   toTimeZone(window_start, 'America/New_York') >= toDateTime(concat(toString(toDate(toTimeZone(window_start, 'America/New_York'))), ' 09:30:00'), 'America/New_York')
                   AND toTimeZone(window_start, 'America/New_York') < toDateTime(concat(toString(toDate(toTimeZone(window_start, 'America/New_York'))), ' 16:00:00'), 'America/New_York')) AS cl
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA'
          AND window_start >= '2024-05-29 04:00:00'
          AND window_start < '2024-07-01 08:00:00'
        GROUP BY day
    )
),
sp AS (
    SELECT split_to / split_from AS ratio
    FROM global_markets.stocks_splits
    WHERE ticker = 'NVDA'
      AND execution_date >= '2024-06-01'
      AND execution_date <= '2024-06-30'
)
SELECT round(may_close, 2) AS may_final_close_raw,
       round(jun_close, 2) AS june_final_close_raw,
       toInt32(ratio) AS shares_after_split_per_old_share,
       round(100 * (jun_close - may_close) / may_close, 2) AS raw_price_change_pct,
       round(may_close / ratio, 2) AS may_close_split_adjusted,
       round(100 * (jun_close - may_close / ratio) / (may_close / ratio), 2) AS adjusted_return_pct
FROM px CROSS JOIN sp

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisHow Monthly Stock Returns Are Measured
SPY June 2026: price return vs total return (June ex-dividend included) scalar 1×6 → SPY over five years, June 2021 to June 2026: price return vs return with dividends scalar 1×7 → SPY on June 30, 2026: official-close vs the final extended-hours print scalar 1×3 → Sum vs compound: twelve SPY monthly returns linked three ways scalar 1×7 → SPY monthly close-to-close returns: twelve months ending June 2026, simple and log series 12×4 → June 2026 measured two ways: close-to-close vs open-to-close, NVDA and SPY table 2×7 → See all 2,170 queries →