STRASMORE/EXPLORE 2,469 QUERIES

usd_windows

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 2026-09-22, from msft-stock-price-in-twd.

as of table 3×5read in context →
usd_windows — 3 rows by 5 columns, computed from US exchange, SIP and OPRA data.
labelbasis_startstart_close_usdlatest_close_usdusd_return_pct
1 年2025 年 9 月514.45506.39-1.57
3 年2023 年 9 月317.54506.3959.47
5 年2021 年 9 月299.56506.3969.04
Rows × columns
3 × 5
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 usd_windows, derived from the stored result.
ColumnTypeRangeNotes
label text 3 distinct values (1 年, 3 年, 5 年)
basis_start text 3 distinct values (2021 年 9 月, 2023 年 9 月, 2025 年 9 月)
start_close_usd number 299.56 to 514.45 US dollars
latest_close_usd number every row is 506.39 US dollars
usd_return_pct number -1.57 to 69.04 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.

SELECT
    concat(toString(intDiv(lookback_days, 365)), ' 年')                                    AS label,
    concat(toString(toYear(min(date))), ' 年 ', toString(toMonth(min(date))), ' 月')       AS basis_start,
    round(argMin(toFloat64(close), date), 2)                                               AS start_close_usd,
    round(argMax(toFloat64(close), date), 2)                                               AS latest_close_usd,
    round(100 * (argMax(toFloat64(close), date) / argMin(toFloat64(close), date) - 1), 2)  AS usd_return_pct
FROM global_markets.stocks_daily_aggs
ARRAY JOIN [365, 1095, 1825] AS lookback_days
WHERE ticker = 'MSFT'
  AND date >= today() - 1825
  AND date >= today() - lookback_days
GROUP BY lookback_days
ORDER BY lookback_days
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