okama.AssetList.dividend_yield

property AssetList.dividend_yield

Calculate last twelve months (LTM) dividend yield time series (monthly) for each asset.

LTM dividend yield is the sum trailing twelve months of common dividends per share divided by the current price per share.

All yields are calculated in the asset list base currency after adjusting the dividends and price time series. Forecasted (future) dividends are removed. Zero value time series are created for assets without dividends.

Returns:

DataFrame: Time series of LTM dividend yield for each asset.

See also

dividend_yield_annual: Calendar year dividend yield time series.
dividends_annual: Calendar year dividends time series.
dividend_paying_years: Number of years of consecutive dividend payments.
dividend_growing_years: Number of years when the annual dividend was growing.
get_dividend_mean_yield: Arithmetic mean for annual dividend yield.
get_dividend_mean_growth_rate: Geometric mean of annual dividends growth rate.

Examples

>>> x = ok.AssetList(['T.US', 'XOM.US'], first_date='1984-01', last_date='1994-12')
>>> x.dividend_yield
           T.US    XOM.US
1984-01  0.000000  0.000000
1984-02  0.000000  0.002597
1984-03  0.002038  0.002589
1984-04  0.001961  0.002346
           ...       ...
1994-09  0.018165  0.012522
1994-10  0.018651  0.011451
1994-11  0.018876  0.012050
1994-12  0.019344  0.011975
[132 rows x 2 columns]