Yahoo Finance Equity Quote & Historical Data Pages

Yahoo finance equity quote historical data pages data is the market-pricing record of the Multi-Family Residential REITs catalog: Yahoo Finance's per-ticker page-sets, captured as structure instead of screenshots. Three layers ride together for every ticker. The quote card carries sixteen labeled fields - previous close, day range, 52-week range, market cap, five-year beta, trailing and forward P/E, EPS, forward dividend and yield, ex-dividend date and the one-year analyst target among them. The statistics section adds roughly twenty more, from enterprise value and price/book to EV/EBITDA, profit margin and return on equity. And the history table lists one row per trading day - open, high, low, close, adjusted close, volume - with windows reaching back to each security's first trade.

The cohort is the point. Six anchors - EQR, AVB, MAA, UDR, ESS, CPT - define the US-listed multifamily set, and every field arrives identically shaped for each, so a cohort-wide table needs assembly once rather than per name. Get a sample of this dataset cut to your tickers.

One multifamily ticker end to end - quote card, statistics and profile layers, and the banner riding the page that day:

# one ticker, one quote card - Equity Residential, captured August 2026

PRICE         regularMarketPrice        63.66      (-3.50% on the session)
PREV CLOSE    regularMarketPreviousClose 65.97
DAY RANGE     regularMarketDayRange     63.30 - 66.10
52-WEEK       fiftyTwoWeekLow / High    57.57 - 71.50
SIZE          marketCap                 24.61B     (intraday)
VALUATION     trailingPE 28.68          forwardPE  47.85
INCOME        epsTrailingTwelveMonths   2.22
              forwardDividendAndYield   2.81 (4.26%)
              exDividendDate            Jun 29, 2026
STREET VIEW   beta_5y                   0.75       targetMeanPrice 74.04

# the statistics layer beside the card - same issuer, post-symbol-change
shortName     Vivmark Residential       exchange NYSE    regularMarketPrice 65.14
enterprise_value 18.59B                 total_debt 9.19B   total_revenue 3.08B

# the profile layer
address1      4040 Wilson Boulevard, Suite 1000
city Arlington    state VA    website <issuer site>

# and the banner that forces a re-base of any ticker list
"EQR is trading under new symbol VMRK effective Aug. 18, 2026"

Read the card twice and it starts arguing with itself. Trailing earnings put the multiple at 28.68; forward consensus puts it at 47.85 - the market paying up for growth that has not been reported yet, which for depreciation-heavy apartment portfolios is normal rather than alarming. The street's mean target of 74.04 sat 16 percent above the captured price. And the banner is the quiet headline: any model keyed on EQR needed a migration plan the moment it printed, which is exactly why symbol changes ship as data here.

Four jobs, carried by the dictionary above:

• Identity - one ticker, one exchange, one trading context. This is the join surface onto filings, property datasets and your internal position tables.
• Valuation - price, ranges, market cap, trailing and forward multiples, enterprise value and debt-to-equity: the whole leverage-and-multiple conversation an asset class funded with debt demands.
• Income - EPS, forward dividend per share, yield and the ex-dividend date that determines who collects it.
• Stamps - every snapshot cell travels with its capture date, and every history row carries its own trading day, so nothing in a delivery is ever ambiguously timed.

Definitions were verified against the rendered pages during the August 2026 research pass, so the columns landing in your warehouse match the dictionary above, column for column.

The core pull covers the quote card's spine and the history table. Around it sit extensions that fold under additional fields on request, because each depends on how wide you want the slice:

1. The rest of the card - open, bid, ask, volume and average volume, and the estimated earnings date, completing all sixteen summary cells.
2. Deeper statistics - price/sales, price/book, EV/EBITDA, profit margin and return on equity beside the enterprise and leverage figures above.
3. Profile and analyst layers - business summaries, employee counts, estimate tables and target distributions from the sub-pages.
4. Holders and financials - ownership rosters and statement views per issuer.
5. Assembled panels - all six anchors in one dated table, symbol changes concorded, adjusted closes stitched across dividends and splits.

Name them when requesting the sample; scope locks at that point.

• Geography: every US-listed multifamily REIT on NYSE and Nasdaq, anchored by EQR, AVB, MAA, UDR, ESS and CPT, and extendable to global markets wherever a security carries a page. A sample confirms the live membership for your slice rather than assuming it.
• Temporal: daily history back to each security's first trade date - 1993 for the Equity Residential series - with snapshot cards stamped to their individual captures. Adjustable windows mean a decade or a fortnight arrive in the same shape.
• Granularity: two layers again - one row per ticker per trading day in the history table, and one snapshot card per ticker for fundamentals. Daily, weekly or monthly bars on request.

API, files, or your warehouse. Daily, weekly, or hourly.

Delivery is where page-shaped data earns its keep or loses it. Reading one card is easy; modeling a cohort means the cards become columns, the history becomes rows, and somebody reconciles the day a ticker changes. That somebody is us: typing, stamping and symbol-concordance happen before anything ships, and the cadence - daily, weekly, or hourly - is set by whatever your models and dashboards actually drink.

• Valuation screens - trailing versus forward multiples, enterprise value and leverage across all six anchors in one pull, no per-ticker re-keying.
• Income screening - forward yields and ex-dividend dates per payer, starting at EQR's captured 4.26% and working outward.
• Backtesting - thirty-plus years of dated bars for the longest-lived names feed factor work directly; the fuller playbook lives on the quant backtesting page.
• Corporate-action monitoring - symbol changes and repricings surfacing as rows the day they take effect.
• Citable context - stamped snapshots backing citation-grade research on how the market priced apartments on a named day.

Investors and quant researchers get the fastest route from zero to a six-ticker screen - prices, multiples and dividend history in one shape, on the investors and quants page. Data scientists and ML engineers get a typed, dated panel that joins onto rent and property datasets on ticker and date - see the data scientists page. Competitive intelligence and product teams watch peer tables and corporate actions as rows rather than rumors, on the competitive intelligence page. Market researchers and consultants get stamped snapshots for deck-ready cohort comparisons, and journalists and academics get a citable record of what the market saw on a named day.

Honest scoring note - Datadory scores this record 6 of 10 against a cross-catalog mean of 7.81 across 1,744 datasets. It wins on breadth-per-minute: no other record gets you a six-ticker valuation screen faster. It concedes on documentation depth, where the filing-grade records below outrun it by an order of magnitude. Pick it for pricing; pick its neighbors for proof.

Re-basing note - the August 2026 symbol change means any pre-existing ticker list should be re-cut against the current cohort map before joining historical series. Samples ship already concorded.

Where to go next - the rail below collects the primary-document counterpart, the sector briefing card, the glossary entries this record leans on, and the ranked slice it sits in.