Read longer stock and ETF price history

1. Open one stock or ETF

Open Stocks or ETFs and select a listing. The supported selection contains thirty US stock listings and ten ETFs, all quoted in USD. A company, a particular listing and an ETF portfolio are separate identities. The current quote and its own capture remain above the history.

The initial three-month history belongs to the existing overview capture. Longer history loads only for your selected listing and period; opening a market overview does not download five years for every instrument.

2. Choose and load a period

Choose one month, three months, six months, one year or five years, then load it. Selecting another period prepares a new request; it does not rename the last displayed result. A source failure leaves the previous applied result available with its original period and times.

The source uses a relative requested range. Read the actual first and last returned observation and point count rather than assuming a complete calendar. A recently listed instrument can have a shorter history. Missing trading days and weekends are not filled with invented prices.

3. Read the daily Close correctly

The series retains Yahoo quote.close with the provider’s split adjustments. It is not Adj Close, dividend-reinvested total return, ETF NAV or an executable quote. Datisto performs no additional split adjustment, currency conversion or interpolation.

A daily timestamp marks the source session start, not a verified closing trade or publication instant. The exchange time zone is shown separately. Completed sessions form the chart; any current session remains identified in the full table and export. Unknown prices or volumes stay missing; an explicit zero remains zero.

4. Move between chart, table and point detail

The chart and complete paginated table refer to one applied result. Search and pagination change what you see, not its source history. Open a point to inspect its exact decimal price, volume, session state and original position. Small graph labels can be rounded; the point detail and export preserve exact strings.

5. Check source and capture

Source details retain the exact listing, requested range, source URI, original-document SHA-256, capture and cache expiry. Returning a cached result does not make its capture current. A checksum identifies the captured bytes; it does not certify complete exchange coverage or independent economic accuracy.

6. Export the whole applied result

JSON and CSV contain the complete applied history and matching result metadata, including rows hidden by search or another table page. They preserve unknown values, current sessions and original precision. Changing a range draft does not change an export until its new result is successfully loaded.

This is a local product-preview history. It does not create an account Snapshot or public share, add dividends or extend the separate existing company-price analysis automatically. Watch and comparison actions in this preview retain their own scope.

7. Compare two to six listings over the same range

Add supported stocks and ETFs to the pinned comparison, then open Compare. Choose a month through five years and load the source range explicitly. Only the selected histories load, one after another, preparing a candidate. Then apply its analytical window. Changing pins, source range or dates prepares a draft; loading alone does not replace the applied chart, its original cohort or period.

A source failure for one selected listing is not permission to drop it and present the others as a complete comparison. Review its reason and retry later; the previous applied result remains available. A mixed selection containing crypto or indices uses the existing separate comparison workflow.

8. Understand the common base of 100

The comparison matches only identical original timestamps with completed, known Close values for every selected listing. The earliest common point inside the applied analytical window with positive prices for all listings establishes the same base of 100. Missing rows are not replaced with a nearby date. Rows before an eligible positive base, current sessions and other exclusions remain explained in the result.

At each admitted time, the index is 100 times the original Close divided by that listing’s base Close. Integer-ratio arithmetic rounds to eight decimal places using half-up rounding. An index of 115 means a price 15% above the chosen base; it is not an annual return or dividend-reinvested total return. A zero after the base remains zero, while zero cannot establish a base.

9. Inspect comparison coverage and complete exports

Read each source’s actual coverage, capture and cache expiry alongside the common window and base prices. The captures are independent and need not be simultaneous. A stale retained history stays labelled as last known. A common window is a property of these captured rows, not proof of a complete exchange calendar or a historical as-of reconstruction.

The complete comparison JSON/CSV preserve every selected input history, aligned original prices and indices, source details and excluded-time reasons under one result identity. Searching, paging and selecting a point do not shorten them. Browser selection recipes retain instrument IDs only; they do not store the period, prices or this result, and reopening a recipe does not start source requests.

10. Apply an analytical window without loading sources again

The requested source range determines which history is captured. The separate From and To fields select an inclusive UTC calendar window within those same captures. Apply that window explicitly to establish a new common opening base and result. Editing dates does not replace the previous chart or export, and applying a different analytical window does not read the source again. Clear bounds to use the whole captured scope.

All selected listings still require exactly matching completed timestamps and a common positive opening point. A narrower window can be unavailable even when each full history has data. A missing listing or date is not replaced with another series or nearest trading day. Complete original histories and exclusions remain in the full export, including records outside the displayed window.

11. Read price changes and observed drawdowns separately

Price change compares each original Close with its own positive opening Close at the common base. Base100, original USD, price change percent and drawdown percent are presentations of one applied analytical result. Changing the chart measure does not acquire data or calculate another result. Exact signed integer fractions accompany decimal outputs; plotted coordinates are approximate.

Observed drawdown compares a Close with the highest admitted Close reached so far inside this selected window. The maximum starts at the window opening, so shortening the window resets its high-water mark. It is the drawdown in the observed common completed-session sample, not an all-time, continuous or intraday maximum loss. A real observed zero after a positive base remains valid and can produce minus100percent.

12. Follow the peak, trough and recovery to their original points

Each listing summary retains its opening and ending original prices, price change and largest observed drawdown. Open its peak, trough or later recovery to inspect the exact original common timestamp, source position and Close. Recovery means the first later admitted Close reaching that selected peak again; absence of such an observation remains unavailable. Equal maxima and worst drawdowns follow the stated deterministic earliest-point policy. If the observed sample never declines, its drawdown is zero and no decline episode is invented.

All calculations use provider split-adjusted quote Close in USD. Dividends, fees, FX, executable transactions and portfolio quantities are outside this comparison. The price change is not dividend-reinvested total return, personal investment performance or a recommendation. Independent capture and expiry clocks remain visible and are not refreshed by applying another analytical window.

13. Compare price-return correlations

The same applied two-to-six-listing comparison includes a Pearson correlation matrix over changes in original USD Close, not over price levels. Every cell uses one identical common sample. Each interval requires the same completed, known start and end timestamps for every selected listing and adjacent original source positions in every history. A known missing, current or null observation is not bridged. Both endpoints must be inside your applied dates, and the starting price must be positive. An observed end zero is a valid minus100% change.

At least 20 accepted intervals are required. A shorter sample or a constant return series leaves the relevant coefficient unavailable, including a constant-series diagonal. Read the accepted count, exclusions and actual interval durations. A weekend interval can be longer than one day; this method does not resample, annualize or certify an expected exchange calendar. An unavailable selected listing is never silently removed.

Open a matrix cell to inspect its paired changes and exact original endpoints. Coefficients near +1 describe similar movements in this sample, near −1 opposite movements and near 0 little linear association; none establishes causation, independence or future diversification. Original prices and exact return fractions remain available. Coefficients use the disclosed finite-precision numerical method; colour alone is approximate. Dividends, personal portfolio returns, FX conversion and an automatically chosen benchmark are outside this calculation. The full JSON/CSV retain the same applied identity, original/performance evidence, matrix, all accepted intervals and exclusions; filters and cell selection do not truncate them.