D02 / Territory 2 of 49
Corporate Actions and Security Master Data
Produce comparable histories and preserve instrument identity.
Published work
Released builds
in this territory.
Every card below is included in the current governed release with its article, sources, Python, TypeScript, and available labs.
Search the released libraryAdjustment Factors
5 buildsCorporate Actions and Security Master Data / Adjustment Factors
Backward Split Adjustment
Restates prices before a split onto the post-split basis so the series is continuous across the event.Corporate Actions and Security Master Data / Adjustment Factors
Forward Split Adjustment: carry later observations onto an earlier share basis
Restates a series onto a chosen basis date rather than onto the latest one, so a figure quoted in a historical report can still be reproduced after subsequent splits.Corporate Actions and Security Master Data / Adjustment Factors
Cash-Dividend Total-Return Adjustment: From Price Drop to Exact Return
Builds a total-return series by reinvesting cash dividends at the ex-date.Corporate Actions and Security Master Data / Adjustment Factors
CRSP Cumulative Price Adjustment: Respect the Vendor Basis, Sign, and Gaps
The CRSP cumulative adjustment-factor convention, which is what academic finance means by an adjusted price.Corporate Actions and Security Master Data / Adjustment Factors
CRSP Cumulative Share/Volume Adjustment
The volume counterpart of the CRSP price adjustment. Volume moves the opposite way to price across a split, and adjusting one without the other silently corrupts every turnover and liquidity measure downstream.Complex Distributions
5 buildsCorporate Actions and Security Master Data / Complex Distributions
Rights-Issue TERP Adjustment
Calculate TERP without confusing a methodology reference price with a traded ex-rights price.Corporate Actions and Security Master Data / Complex Distributions
Spin-Off Price Adjustment: Separate Parent Price from Distributed Value
Splits a parent's price history at a spin-off. One company becomes two, so the parent's own history must be restated by the value that left with the child — otherwise the parent shows a fall it never suffered.Corporate Actions and Security Master Data / Complex Distributions
Stock-Dividend Adjustment: Convert Price and Quantity Bases Without Inventing Value
Applies a stock dividend, where shareholders receive additional shares instead of cash.Corporate Actions and Security Master Data / Complex Distributions
Special-Dividend Adjustment: Preserve Return Meaning Across the Ex-Date
Handles a distribution large or irregular enough that treating it as an ordinary dividend misstates the series.Corporate Actions and Security Master Data / Complex Distributions
Return-of-Capital Adjustment: Keep Price, Return, and Tax Views Separate
Build a point-in-time capital-repayment factor without turning an index convention into a universal tax rule.Identity Continuity
5 buildsCorporate Actions and Security Master Data / Identity Continuity
Permanent Security Identifier Mapping: Scoped, Effective-Dated Crosswalks
Resolves a vendor or exchange identifier to a permanent internal key.Corporate Actions and Security Master Data / Identity Continuity
Ticker-Change Chain Resolution
Follows a symbol through renames in either direction. FB became META, and any store keyed on the symbol now holds two disconnected halves of one company's history.Corporate Actions and Security Master Data / Identity Continuity
Share-Class Relationship Mapping: Same Issuer Does Not Mean Same Security
Relates share classes of one issuer — GOOG and GOOGL, voting and non-voting lines.Corporate Actions and Security Master Data / Identity Continuity
Merger Predecessor/Successor Mapping: Preserve Identity and Entitlements Without Inventing Continuity
Maps a position in a predecessor company onto what it became: successor shares, cash, or a mix.Corporate Actions and Security Master Data / Identity Continuity
Delisting Return Reconstruction: Separate Observed Proceeds from Estimates
Reconstructs the final return of a security that stopped trading.Point-in-Time Universe
5 buildsCorporate Actions and Security Master Data / Point-in-Time Universe
Historical Constituent Reconstruction: Rebuild the Roster Without Looking Ahead
Use effective time and knowledge time to reconstruct an index roster without today's constituents, later corrections, or silent gap filling.Corporate Actions and Security Master Data / Point-in-Time Universe
Survivorship-Bias Guard: Keep Historical Failures in the Test
Build a bitemporal universe guard that retains exited securities, rejects current-roster-only scopes, and separates membership from missing returns.Corporate Actions and Security Master Data / Point-in-Time Universe
IPO Availability Timestamping: Separate Listing Events from Research Knowledge
Decides when a newly listed security first became usable to research: whether every event type a named, versioned policy requires was effective for the evaluated instant and known by the research cutoff.Corporate Actions and Security Master Data / Point-in-Time Universe
Filing-Revision Versioning
Selects the version of a financial filing that was current at a knowledge time.Corporate Actions and Security Master Data / Point-in-Time Universe
Corporate-Action Status and Effective-Date Reconciliation
Reconstructs the highest-authority corporate-action state knowable at an as-of time while preserving conflicts and terminal messages.Territory coverage
What this domain
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The published builds above are the released slice of this map. Every subject below belongs to this territory's charter.