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FIGI Business Case

Adjustment Factors Data (ADJF)

Global Adjustment Factors Data Feed

One of the principal uses of adjustment factors is to back adjust EOD (end of day) per-share price data so that the price series can be graphed with the effect of any events (bonus, rights, consolidation, etc) factored into the earlier prices. Once adjusted meaningful comparisons can be made between a recent price and an earlier price, e.g. comparing a recent price of 15 against an earlier price of 20 it would appear that the security has lost 25% of its value however, after adjusting the earlier price for the 2 for 1 split (factor = 0.5), that happened between the two prices, you can see that security has actually increased in value by 50%.

All per-share series, including prices, earnings per share, dividends per share, assets per share, cash flow per share, etc. need to be adjusted before meaningful conclusions can be drawn about growth rates, trends, etc.

The feed has all necessary fields so that you can identify the country, security, event & factor. Further the feed has been designed for you to database the records or apply directly to price series data. The file also covers all corporate actions spanning multiple currencies for the same event.

The advantage of this feed over competitor feeds is that it can be fully automated allowing the handling of messy cancellations and corporate action changes to happen seamlessly in the background.

New Version 2.0 Available Now

EDI has recently launched a new version (2) of the Worldwide Adjustment Factor feed service. The major three additions are as follows:

  • Inclusion of FIGI codes. FIGI codes have been added which will allow clients to crosscheck data sets.

  • The fields that were sub-fields in the Detail field of the previous version now have their own fields. For example, DivType was in the Detail field (event description) as DIVPERIOD= This will allow for easier integration of the data.

  • The Reason codes are different, expanded to 3 characters enabling higher level groupings of reasons. For example, all dividend reasons begin with 01, with the 3rd character depending on whether it is cash, script or both. This allows greater granularity when deciding to apply or not.

  • Obtain the most appropriate Adjustment Factors for your needs

    The richness of the file and depth of data allows you the choice of using the most appropriate factor for your purposes.

    Note: Redistribution License Required for Kazakhstan Stock Exchange, Johannesburg Stock Exchange and SAFEX Derivatives Market

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