gross_vs_net

Name: gross_vs_net
Creator: Strasmore
Published: 2026-11-07
License: https://www.strasmore.com/terms/

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 2026-11-07, from monthly-dividend-stocks-for-russian-investors.

as of 2026-11-07 ranking 12×3read in context →

gross_vs_net — 12 rows by 3 columns, computed 2026-11-07 from US exchange, SIP and OPRA data.
ticker	gross_yield_pct	net_yield_pct
ECAT	24.96	17.47
SSK	24.83	17.38
CRF	24.39	17.07
CLM	24.37	17.06
GOF	24.28	17
SAR	23.15	16.2
BCAT	22.88	16.02
ARR	22.86	16
XPAY	22.22	15.55
DFII	21.19	14.83
NHS	19.46	13.62
DMA	18.98	13.29

Rows × columns: 12 × 3
Computed: 2026-11-07
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for gross_vs_net, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	12 distinct values (ARR, BCAT, CLM…)
`gross_yield_pct`	number	18.98 to 24.96	percent
`net_yield_pct`	number	13.29 to 17.47	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 2026-11-07, 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.

WITH monthly AS (
    SELECT
        ticker,
        ex_dividend_date,
        max(cash_amount) AS amount
    FROM global_markets.stocks_dividends
    WHERE ex_dividend_date >= addMonths(toStartOfMonth(today()), -12)
      AND ex_dividend_date <  toStartOfMonth(today())
      AND currency = 'USD'
      AND cash_amount > 0
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker, ex_dividend_date
),
payers AS (
    SELECT
        ticker,
        round(toFloat64(sum(amount)), 4) AS annual_usd
    FROM monthly
    GROUP BY ticker
    HAVING count() = 12
       AND countDistinct(toStartOfMonth(ex_dividend_date)) = 12
),
last_price AS (
    SELECT
        ticker,
        toFloat64(argMax(close, date)) AS last_close
    FROM global_markets.stocks_daily_aggs
    WHERE date >= today() - 30
      AND ticker IN (SELECT ticker FROM payers)
    GROUP BY ticker
)
SELECT
    p.ticker                                                AS ticker,
    round(100 * p.annual_usd / x.last_close, 2)             AS gross_yield_pct,
    round(100 * p.annual_usd * 0.70 / x.last_close, 2)      AS net_yield_pct
FROM payers AS p
INNER JOIN last_price AS x ON x.ticker = p.ticker
WHERE x.last_close >= 5
  AND 100 * p.annual_usd / x.last_close BETWEEN 2 AND 25
ORDER BY 100 * p.annual_usd / x.last_close DESC
LIMIT 12

SQL to run

WITH monthly AS (
    SELECT
        ticker,
        ex_dividend_date,
        max(cash_amount) AS amount
    FROM global_markets.stocks_dividends
    WHERE ex_dividend_date >= addMonths(toStartOfMonth(today()), -12)
      AND ex_dividend_date <  toStartOfMonth(today())
      AND currency = 'USD'
      AND cash_amount > 0
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker, ex_dividend_date
),
payers AS (
    SELECT
        ticker,
        round(toFloat64(sum(amount)), 4) AS annual_usd
    FROM monthly
    GROUP BY ticker
    HAVING count() = 12
       AND countDistinct(toStartOfMonth(ex_dividend_date)) = 12
),
last_price AS (
    SELECT
        ticker,
        toFloat64(argMax(close, date)) AS last_close
    FROM global_markets.stocks_daily_aggs
    WHERE date >= today() - 30
      AND ticker IN (SELECT ticker FROM payers)
    GROUP BY ticker
)
SELECT
    p.ticker                                                AS ticker,
    round(100 * p.annual_usd / x.last_close, 2)             AS gross_yield_pct,
    round(100 * p.annual_usd * 0.70 / x.last_close, 2)      AS net_yield_pct
FROM payers AS p
INNER JOIN last_price AS x ON x.ticker = p.ticker
WHERE x.last_close >= 5
  AND 100 * p.annual_usd / x.last_close BETWEEN 2 AND 25
ORDER BY 100 * p.annual_usd / x.last_close DESC
LIMIT 12

⌘/Ctrl + Enter

Работайте с этими данными в своём ИИ-ассистенте

Открывается готовым к запросам, с данными этой страницы. Бесплатно, без аккаунта.

Claude ChatGPT Gemini Muse Свой агент