STRASMORE/EXPLORE 2,433 QUERIES

Reverse vs forward splits by execution month, trailing two years

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 2026-09-20, from What Happens After a Reverse Stock Split?.

as of series 24×5read in context →
Reverse vs forward splits by execution month, trailing two years — 24 rows by 5 columns, computed from US exchange, SIP and OPRA data.
monthmonth_labelreverse_split_countforward_split_countreverse_share_pct
2024-09-01Sep 2024665355.5
2024-10-01Oct 2024854863.9
2024-11-01Nov 20241152979.9
2024-12-01Dec 2024583761.1
2025-01-01Jan 2025752178.1
2025-02-01Feb 20251022679.7
2025-03-01Mar 2025754264.1
2025-04-01Apr 2025822874.5
2025-05-01May 2025814166.4
2025-06-01Jun 2025963971.1
2025-07-01Jul 2025682374.7
2025-08-01Aug 2025763966.1
2025-09-01Sep 2025955563.3
2025-10-01Oct 2025883273.3
2025-11-01Nov 2025693069.7
2025-12-01Dec 20251304873
2026-01-01Jan 2026692176.7
2026-02-01Feb 2026892478.8
2026-03-01Mar 20261355670.7
2026-04-01Apr 2026973275.2
2026-05-01May 20261024071.8
2026-06-01Jun 20261055864.4
2026-07-01Jul 20261194572.6
2026-08-01Aug 20261042083.9
Rows × columns
24 × 5
Period covered
to
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 Reverse vs forward splits by execution month, trailing two years, derived from the stored result.
ColumnTypeRangeNotes
month date 2024-09-01 to 2026-08-01
month_label text 24 distinct values (Apr 2025, Apr 2026, Aug 2025…)
reverse_split_count number 58 to 135 count
forward_split_count number 20 to 58 count
reverse_share_pct number 55.5 to 83.9 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
    toStartOfMonth(toDate(execution_date))                                    AS month,
    formatDateTime(month, '%b %Y')                                            AS month_label,
    uniqExactIf((ticker, execution_date), split_to < split_from)              AS reverse_split_count,
    uniqExactIf((ticker, execution_date), split_to > split_from)              AS forward_split_count,
    round(100 * reverse_split_count / (reverse_split_count + forward_split_count), 1) AS reverse_share_pct
FROM global_markets.stocks_splits
WHERE toDate(execution_date) >= toStartOfMonth(addMonths(today(), -24))
  AND toDate(execution_date) <  toStartOfMonth(today())
  AND ticker NOT IN ('SPCX')
GROUP BY month, month_label
ORDER BY month
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More from this analysisWhat Happens After a Reverse Stock Split?
Reverse splits executed Mar 2025 to Feb 2026, by consolidation ratio ranking 5×3 → Median move after the split, same cohort, at 20, 60 and 120 sessions ranking 3×4 → Listed stocks closing under $1, session by session, trailing five months series 103×3 → Reverse splits executed per month, trailing twelve full months series 12×3 → Listed stocks closing under $1 on the latest session, by price band ranking 5×4 → How long the sub-$1 names have already been there: consecutive sessions closing under $1 ranking 4×3 → See all 2,433 queries →