Stock Split Tracker

Split activity across the S&P 500 (is the stock split coming back after two quiet decades?) plus an event study of relative price performance vs. SPY in the trading days around each recent split.
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Splits, trailing 5 years
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Forward / reverse, full S&P 500
Avg. relative return, 120 trading days post-split
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Forward splits only, vs. SPY
Bigger split, bigger move?
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Pearson r, split ratio (log2) vs. 120-day relative return
Most active sector
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By split count, trailing 5 years

Stock splits per year, full S&P 500

15-year history: forward (regular) splits vs. reverse splits, current constituents only

Relative return vs. SPY around the split date

Average path across all qualifying forward splits in the trailing 5 years, indexed to 0% on the last trading day before the split's effective date. Sample size (n) shrinks toward the edges (see methodology).

Sector split activity, trailing 5 years

Number of split events by sector: forward vs. reverse

Does a bigger split ratio mean a bigger post-split move?

Each point is one qualifying forward split. X is log2(split ratio): 1.0 = a 2-for-1, 2.0 = a 4-for-1, 3.3 = a 10-for-1. Y is its 120-trading-day relative return vs. SPY.

Most recent splits

Latest 15 qualifying split events, full S&P 500
SymbolSectorDateRatioReturn since split (vs. SPY)
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All splits, trailing 5 years

Full S&P 500: click a column to sort
Show full list
Symbol Sector Date▾ Ratio Type▾ Return vs. SPY▾
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Methodology

Data. The universe is the S&P 500. For each company, Yahoo Finance's split events return its full split record. Events from the last 15 years feed the frequency chart. Only events from the last 5 years get a full price history (daily adjusted closes) for the event study and tables. Older splits aren't useful for a price chart.

Data quality. Alpha Vantage's SPLITS endpoint mixes in adjustment factors that aren't stock splits. GE, for example, shows "splits" of 1.2530 (2024-04-02) and 1.2810 (2023-01-04). Those are the GE Vernova and GE HealthCare spin-off share-adjustment ratios. GE's actual splits are the 3-for-1 in 2000 and the 1-for-8 reverse split in 2021, both kept. Every event is checked against the ratios real splits use (2-for-1, 3-for-1, 3-for-2, 10-for-1, 1-for-8, etc.) within a 0.15% tolerance. Anything that doesn't match (a spin-off adjustment, most likely) is dropped.

Event study. Each qualifying forward split's adjusted-close series is set to 0% on the last trading day before its effective date, and the same is done for SPY over the same dates. The chart plots the average difference (stock return minus SPY return) at each trading-day offset from 20 days before to 120 days after. It is a simple relative-return comparison, not a beta-adjusted abnormal return, so a stock's normal volatility and market sensitivity aren't removed. Reverse splits appear in the tables (they're rare among current S&P 500 names) but not in the averaged path or the split-size regression. A reverse split usually means a low-priced, often distressed stock avoiding delisting, which is a different signal from a forward split, where the stock did well enough that management wants a lower price.

The split-size regression and the one-sample significance test on post-split returns use the same Pearson/Spearman linear regression as Factor Analysis, with a normal-approximation p-value instead of a small-sample t-distribution.

Refreshes weekly (Saturday morning). Sector and company name come from Sector Beeswarm.

Source: Yahoo Finance: split events, daily adjusted close