Yahoo Finance shows incorrect data
Yes, I see the same problem.  Google's version seems to be correct, however.
Check the answers to this Stackoverflow question https://stackoverflow.com/questions/754593/source-of-historical-stock-data a number of potential sources are listed This was an interesting little article, thanks for sharing it.  However I'm a bit perplexed by part of the analysis.    The authors give some fairly substantial hints that the value they are providing is *not* the standard deviation, but most of the respondents miss these hints.  The answers for the annualized rate also suggest that many of the respondents knew how to compute this, given the standard deviation.  The authors then go on to say that basically all of the respondents gave the correct mathematical definition of the standard deviation.  Then they go on to say that,  &gt; Whatever reason there was for their error, it did not result from ignorance of the concept.  But this strikes me as both disingenuous and incorrect.  On the contrary the most likely explanation would seem to be that most of them were not aware of the concept of 'mean absolute deviation', probably because they had either never learned it, or never had occasion to apply it.  I agree that people - even highly trained people - tend to be very bad at intuiting probability - just look up the Monty Hall Problem for a primer on that.  But I strongly disagree with the notion that this paper provides any evidence of this tendency, as there seems to be a much stronger case for ignorance.  This alternative is further supported by the authors' assertion that,  &gt; debriefings with respondents revealed that they rarely had an immediate understanding of the error when it was pointed out to them.  again, suggesting ignorance as the most - not least - likely culprit.  I also found it odd that they asked the respondents specifically about the standard deviation definition, but not about the mean absolute deviation, despite the fact that the latter is almost certainly more obscure.  To that last bit, I just went through the textbooks I have on hand, and this concept is not mentioned in either of the undergraduate statistics/probability textbooks I own, nor in the one undergraduate finance textbook I have.  I'm in machine learning and compsci, not finance, but it is mentioned in just one of the four graduate-level texts I have on applied statistics and probability - once on one page in a textbook on Bayesian statistics.  And the wikipedia page is terrible.  In short, while this is an interesting little experiment and write-up, I think the analysis and conclusions are inappropriate and not supported by the evidence the authors provide.  That doesn't mean that their conclusions are incorrect, just that I disagree with the notion that this paper corroborates them.  ...This response ended up being way long... I'm not 100% familiar with the index they're using to measure hedge fund performance, but based on the name alone, comparing market returns to *market neutral* hedge fund returns seems a bit disingenuous.  That doesn't mean the article is wrong, and they have a point about the democratization of data, but still. I still can't understand why there is a price discrepancancy.  There isn't. It's the same stock and price differences between such major exchanges will always be minimal. I think you simply haven't paid attention to the date range. It seems Google finance only has data for FRA:BMW reaching back to 2011, so if you try to look at the development of your investment since 2009, you're not getting comparable data. "The graphing tools within Yahoo offer a decent level of adjustment. You can easily choose start and end years, and 2 or more symbols to compare.  I caution you. From Jan 1980 through Dec 2011, the S&P would have grown $1 to $29.02, (See Moneychimp) but, the index went up from 107.94 to 1257.60, growing a dollar to only $11.65. The index, and therefore the charts, do not include dividends. So long term analysis will yield false results if this isn't accounted for.  EDIT  - From the type of question this is, I'd suggest you might be interested in a book titled ""Stock Market Logic."" If memory serves me, it offered up patterns like you suggest, seasonal, relations to Presidential cycle, etc. I don't judge these approaches, I just recall this book exists from seeing it about 20 years back." Nanex just doesn't have the data. Some guy at CNBC, knowing that this stuff is great fodder for pageviews, *particularly* when there is a mysterious unnamed firm (its much too boring when there is an actual firm named, and the reason turns out to be something mundane like a slow market data feed), scooped it up and packaged it into a fear mongering story, and here we are. Yahoo Finance has this now, the ticker is CL=F. "I keep spreadsheets that verify each $ distribution versus the rate times number of shares owned. For mutual funds, I would use Yahoo's historical data, but sometimes shows up late (a few days, a week?) and it isn't always quite accurate enough. A while back I discovered that MSN had excellent data when using their market price chart with dividends ""turned on,"" HOWEVER very recently they have revamped their site and the trusty URLs I have previously used no longer work AND after considerable browsing, I can no longer find this level of detail anywhere on their site !=( Happily, the note above led me to the Google business site, and it looks like I am ""back in business""... THANKS!" I should have been clearer but my point was that the NYSE seems to be blaming third party vendors for reporting invalid test data but their own website reported the same data so it seems like there might be another issue.   Edit: Found the full comment. It seems that NASDAQ distributed the test data and other parties including the NYSE incorrectly displayed it. I can (barely) understand some third parties incorrectly reporting this data but it seems really bizarre that NYSE wouldn't know how to handle this. Because that is not at all what you said. Very simple.  PS. You can always use more data. You never have perfect or enough data. So you point is akin to water is wet... it is not like you discussed why the data we have is not appropriate I also searched for some time before discovering Market Archive, which AFAIK is the most affordable option that basically gives you a massive multi-GB dump of data.  I needed sufficient data to build a model and didn't want to work through an API or have to hand-pick the securities to train from.  After trying to do this on my own by scraping Yahoo and using the various known tools, I decided my time was better spent not dealing with rate-limiting issues and parsing quirks and whatnot, so I just subscribed to Market Archive (they update the data daily). http://finance.yahoo.com/q/hp?s=EDV+Historical+Prices shows this which matches Vanguard: Mar 24, 2014  0.769 Dividend Your download link doesn't specify dates which makes me wonder if it is a cumulative distribution or something else as one can wonder how did you ensure that the URL is specifying to list only the most recent distribution and not something else. For example, try this URL which specifies date information in the a,b,c,d,e,f parameters: http://real-chart.finance.yahoo.com/table.csv?s=EDV&a=00&b=29&c=2014&d=05&e=16&f=2014&g=v&ignore=.csv "Whoops, responded to the wrong person. Reposting for you in case you didn't see it.       Here's a source for the $3.7 trillion number.      http://www.bloomberg.com/news/2011-12-08/u-s-municipal-bond-market-28-larger-than-estimated-federal-reserve-says.html    It's not 'incorrect data'.        EDIT:  Furthermore, in order to know the ""extent"" of the crime (your own admission) we NEED to know the size of the entire market otherwise you can't have any perspective or determine extent.  So there's no reason it shouldn't be mentioned in the article." This was not the point of confusion. I said that the dy increased and that this means the investment is performing fairly well being that we don't know the stage the company is in or anything about the health of the economy. He said with the given information the investment is performing poorly. This is where we disagreed. There is most likely an error in the WSJ's data.  Yahoo! Finance reports the P/E on the Russell 2000 to be 15 as of 8/31/11 and S&P 500 P/E to be 13 (about the same as WSJ). Good catch, though!  E-mail WSJ, perhaps they will be grateful.