Ex-date open vs prior close, against the dividend as a share of price
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-26, from Buy on the Ex-Dividend Date: Do You Get Paid?.
| label | ex_date_count | avg_dividend_pct_of_price | avg_close_to_open_pct |
|---|---|---|---|
| All 20 combined | 184 | 0.71 | -0.55 |
| PFE | 9 | 1.65 | -1.48 |
| VZ | 9 | 1.62 | -1.46 |
| CVX | 9 | 1.04 | -0.85 |
| PEP | 10 | 0.93 | -0.93 |
| ABBV | 9 | 0.83 | -0.72 |
| XOM | 9 | 0.8 | -0.62 |
| MRK | 10 | 0.78 | -0.61 |
| KO | 10 | 0.7 | -0.86 |
| IBM | 9 | 0.69 | -0.58 |
| TXN | 9 | 0.68 | -0.5 |
| JNJ | 9 | 0.68 | -0.61 |
| PG | 9 | 0.66 | 0.46 |
| HD | 9 | 0.64 | -0.17 |
| CSCO | 9 | 0.62 | -1.03 |
| MCD | 10 | 0.61 | -0.67 |
| JPM | 9 | 0.52 | -0.54 |
| WMT | 9 | 0.23 | -0.35 |
| MSFT | 9 | 0.19 | 0.33 |
| LLY | 9 | 0.17 | -0.15 |
| AAPL | 9 | 0.11 | 0.43 |
- Rows × columns
- 21 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
label |
text | 21 distinct values (AAPL, ABBV, All 20 combined…) | |
ex_date_count |
number | 9 to 184 | count |
avg_dividend_pct_of_price |
number | 0.11 to 1.65 | percent |
avg_close_to_open_pct |
number | -1.48 to 0.46 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
arrayJoin([toString(d.sym), 'All 20 combined']) AS label,
count() AS ex_date_count,
round(avg(100 * toFloat64(d.cash) / toFloat64(px.prior_close)), 2) AS avg_dividend_pct_of_price,
round(avg(100 * (toFloat64(px.ex_open) / toFloat64(px.prior_close) - 1)), 2) AS avg_close_to_open_pct
FROM
(
SELECT
any(ticker) AS sym,
any(ex_dividend_date) AS ex_dt,
any(cash_amount) AS cash
FROM global_markets.stocks_dividends
WHERE ticker IN ('AAPL', 'MSFT', 'KO', 'JNJ', 'PG', 'PEP', 'JPM', 'XOM', 'CVX', 'HD',
'MCD', 'WMT', 'IBM', 'CSCO', 'VZ', 'MRK', 'PFE', 'ABBV', 'TXN', 'LLY')
AND ex_dividend_date >= '2024-06-01'
AND ex_dividend_date < today() - 3
GROUP BY id
) AS d
INNER JOIN
(
SELECT
sym,
sess,
ex_open,
lagInFrame(close_px, 1) OVER (PARTITION BY sym ORDER BY sess ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS prior_close
FROM
(
SELECT
ticker AS sym,
date AS sess,
any(open) AS ex_open,
any(close) AS close_px
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'KO', 'JNJ', 'PG', 'PEP', 'JPM', 'XOM', 'CVX', 'HD',
'MCD', 'WMT', 'IBM', 'CSCO', 'VZ', 'MRK', 'PFE', 'ABBV', 'TXN', 'LLY')
AND date >= '2024-05-01'
AND date < today()
GROUP BY sym, sess
)
) AS px ON px.sym = d.sym AND px.sess = d.ex_dt
WHERE px.prior_close > 0
AND px.ex_open > 0
GROUP BY label
ORDER BY (label = 'All 20 combined') DESC, avg_dividend_pct_of_price DESC
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