Yahoo Finance — Rayonier (RYN) Quote & History

It is the Rayonier half of the timberland-REIT market-data pair, and the record where the income story takes center stage. Yahoo Finance's RYN page runs the same three surfaces as its Weyerhaeuser counterpart - quote block, statistics panel, Historical Data tab - and Datadory delivers all three as one rectangular record set whose schema never changes between tickers.

The quote panel, observed August 21, 2026, reads as a one-screen brief on the company: Rayonier Inc. at 21.57 on the NYSE, market cap 6.523B, PE ratio TTM 46.89 (EPS TTM 0.46), forward dividend and yield 1.04 (4.82%) with a $0.26/share distribution set for the September 16, 2026 ex-date, five-year monthly beta 0.90, a 19.49–27.34 52-week band, and a 1-year target estimate of 24.83. The history side runs roughly 252 daily bars per year back to the 1997 spinoff era, each bar carrying open, high, low, as-traded close, adjusted close and shares traded.

Why a separate page when the Weyerhaeuser record looks identical? Because the identical schema is the point, and the payload is not. Rayonier is structured as a timberland REIT holding taxable REIT subsidiaries and carries a large special-dividend history, so its adjusted-close column diverges from raw close in ways a non-payer's never does. On the Weyerhaeuser record that column is housekeeping; on this one it is the product. Get a sample of this dataset and judge the columns against your own models.

Two shapes arrive together - the snapshot that fixes who the row is about and where it trades, then the bar table keyed one row per session:

# quote snapshot -- one flat object per ticker
symbol             : RYN
longName           : Rayonier Inc.
exchange           : NYSE
regularMarketPrice : 21.23
fiftyTwoWeekBand   : 19.49 - 27.34

# daily bars -- one row per trading session (latest observed)
date     : 2026-08-21
open     : 21.42      high  : 21.405
low      : 21.145     close : 21.23
adjclose : 21.23
volume   : 323184

# ... repeats per session, ~252 bars a year, back to the 1997
#     spinoff era; intraday intervals available down to 1m

Read the snapshot top to bottom and you have the entity, its exchange and its year-long trading envelope in five lines. Read the bar left to right and you have the session: where it opened (21.42), the envelope it roamed (21.145–21.405), where it closed (21.23) and how much volume backed the move (323,184 shares). The adjclose line sits on the same timeline at 21.23 because no distribution fell between the session and the capture - the moment one does, that column detaches from close and starts doing its job. Because the shape never varies, Weyerhaeuser, Rayonier, PCH and RYAM bars concatenate into a single timberland panel with one line of code.

Thirteen typed fields carry the record, verified against the live page during the August 21, 2026 research pass - nothing inferred from column headers alone. The layout is deliberate: identity fields (symbol, longName, exchange) pin every figure to one listed entity; the bar spine (timestamp, open, high, low, close, volume) moves session by session; and two income fields sit in the core where most feeds bury them in a statistics panel.

forwardDividendAndYield arrives pre-computed as 1.04 (4.82%) and exDividendDate as a typed date (2026-09-16), so payout timing joins the pipeline as data rather than a figure someone copies off a screen each quarter. And adjclose is documented honestly as the column that differs from close for this issuer - the definition says so outright, because treating the two as interchangeable is the classic Rayonier mistake.

Everything else the statistics panel shows - valuation multiples, beta, volume versus average, the analyst target - folds under additional fields on request rather than bloating every row. Name them when you request the sample and they arrive documented with their observed values.

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Geography - global exchange listings, with RYN trading on the NYSE. The same packaged schema extends across the US timberland complex - Weyerhaeuser on the NYSE, PotlatchDeltic on the Nasdaq, Rayonier Advanced Materials on the NYSE - so one integration covers the listed universe rather than one name in it.

Temporal - intraday intervals through full listing history. A year of daily bars runs roughly 252 sessions, and the series reaches back to the 1997 spinoff era for Rayonier, giving factor work and regime studies nearly three decades of continuous pricing. Cadence accrues on your schedule: hourly captures build an intraday archive, weekly builds the trend line.

Granularity - per-bar OHLCV at a selected interval from one minute up to monthly, plus one live quote snapshot per ticker so session-level context survives the aggregation.

Set against the wider catalog - average quality score 7.81 across all 1,744 datasets - this record scores 8/10: fully verified field definitions, shipped sample rows, and the rare distinction of an income layer promoted into the core dictionary.

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

Hourly suits the event windows - the sessions bracketing an ex-dividend date like September 16, 2026, when a 4.82%-yield equity reprices on schedule rather than on news. Daily is the backtest standard: one bar per session with adjusted close attached, ready for factor libraries without preprocessing. Weekly suits board reporting and the long timber-cycle view, where the 1997-forward arc matters more than any single close. Whichever channel and cadence you pick, the thirteen field names hold steady, so switching frequency is a configuration change, not a migration.

• Total-return series construction - adjusted close beside as-traded close keeps Rayonier's special-dividend mechanics out of the signal; the REIT total return definition is the measure this column approximates session by session.
• Income strategy modeling - forward dividend and yield 1.04 (4.82%) with dated ex-dates lets desks schedule cash flows and quantify reinvestment drag; the REIT dividend yield metric anchors the screen.
• Cross-ticker timberland screens - the identical schema across WY, RYN, PCH and RYAM turns relative-value ranking into one grouped query, scored field by field in the RYN vs WY comparison.
• Quant backtesting - roughly 252 bars a year back to the 1997 spinoff era feeds factor and signal libraries; mapped end to end in the quant backtesting use case.
• Risk and volatility modeling - five-year monthly beta 0.90 and the 19.49–27.34 52-week band feed covariance estimates and scenario bands for timber-sector exposure.
• Event studies - dated ex-dividend events give clean pre/post windows, at intraday granularity where the study needs it.

Investors and quants hold this record at relevance 3 in our scoring - the maximum - because it prices the sector daily and carries the income layer as data. Data scientists and ML engineers pull the full-depth adjusted-close series straight into REIT factor panels without schema surgery, and developers building data products reuse one documented bar pattern across intervals from one minute to monthly and across four tickers. Competitive intelligence and product teams watch RYN price and yield moves around peer earnings windows as a fast read on timberland sentiment, while journalists, academics and students get citable, dated observations - a yield, a band, a session close - for anything written about America's second-largest timberland REIT. Industry context lives on the timber REITs data hub.

Three things worth knowing upfront.

First, the adjusted-close caveat: Rayonier's special-dividend history means adjustment points cluster unevenly across the series - the 2017 special distribution being the famous case - so any total-return work should sanity-check the adjustment series before trusting a computed curve. Our deliveries flag adjustment events explicitly rather than handing over a black-box column.

Second, the dictionary boundary: thirteen fields ship in the core; the statistics panel holds more (market cap 6.523B, PE TTM 46.89, beta 0.90, the 1-year target estimate of 24.83, among others). Those fold into your sample on request, documented with their observed values, so the extract you approve is the extract you integrate.

Third, the depth check: history reaches back to the 1997 spinoff era, and the sample ships with the first-trade anchor visible so your pipeline verifies exactly where the series begins before joining it to anything else. Name the tickers and date ranges you care about and the sample comes back shaped to them.