2026 executed US stock splits: reverse vs. forward
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 2026-10-04, from What Is a Reverse Stock Split? Good or Bad?.
- Rows × columns
- 1 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
reverse_splits |
number | every row is 937 | |
forward_splits |
number | every row is 233 | |
reverse_pct_of_splits |
number | every row is 80.1 | 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.
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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
countIf(adjustment_type = 'reverse_split') AS reverse_splits,
countIf(adjustment_type = 'forward_split') AS forward_splits,
round(100.0 * countIf(adjustment_type = 'reverse_split')
/ greatest(countIf(adjustment_type IN ('reverse_split', 'forward_split')), 1), 1) AS reverse_pct_of_splits
FROM global_markets.stocks_splits
WHERE toYear(execution_date) = 2026
AND execution_date <= today()
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