Forward and reverse splits per calendar year

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 2026-08-22, from Cost Basis After a Stock Split, Step by Step.

Rows × columns

11 × 3

Computed

2026-08-22

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 2026-08-22, and the query below is what returned them.

SELECT
    toString(toYear(execution_date))     AS year,
    toUInt32(countIf(to_val > from_val)) AS forward_splits,
    toUInt32(countIf(from_val > to_val)) AS reverse_splits
FROM
(
    SELECT
        ticker,
        execution_date,
        any(split_from) AS from_val,
        any(split_to)   AS to_val
    FROM global_markets.stocks_splits
    WHERE execution_date >= subtractYears(today(), 10)
      AND execution_date <= today()
      AND split_from > 0
      AND split_to > 0
    GROUP BY ticker, execution_date
)
GROUP BY year
ORDER BY year