Reverse Stock Split Dataset for IDX Stocks (2019–2025)

This dataset contains daily historical stock data for ten companies listed on the Indonesia Stock Exchange (IDX) that conducted Reverse Stock Split (RSS) events between 2019 and 2025. Data was retrieved using the yfinance Python library and includes standard financial indicators such as Open, High, Low, Close, and Volume. A binary RSS_Flag column is added to indicate whether the record is before (0) or after (1) the effective RSS date. The dataset supports financial analysis and machine learning research focused on stock price behavior and corporate restructuring impacts. Columns Description Column Description Date Trading date (from January 1, 2019 to around 2025) Close The closing price of the stock on that trading day High The highest price of the stock on that day Low The lowest price of the stock on that day Open The opening price of the stock on that day Volume The total trading volume of the stock RSS_Flag A binary indicator: 0 = before RSS, 1 = after RSS Note: The actual RSS date is marked using the RSS_Flag, which helps track before-and-after changes.