yield_wedge

Name: yield_wedge
Creator: Strasmore
Published: 2026-10-01
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 2026-10-01, from us-dividend-tax-for-filipino-investors.

as of 2026-10-01 ranking 6×4read in context →

yield_wedge — 6 rows by 4 columns, computed 2026-10-01 from US exchange, SIP and OPRA data.
ticker	gross_yield_pct	net_yield_pct_w8ben	net_yield_pct_no_w8ben
CVX	3.46	2.59	2.42
KO	2.44	1.83	1.71
BLK	2.12	1.59	1.49
JNJ	2	1.5	1.4
MSFT	0.7	0.53	0.49
AAPL	0.32	0.24	0.22

Rows × columns: 6 × 4
Computed: 2026-10-01
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 yield_wedge, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	6 distinct values (AAPL, BLK, CVX…)
`gross_yield_pct`	number	0.32 to 3.46	percent
`net_yield_pct_w8ben`	number	0.24 to 2.59	percent
`net_yield_pct_no_w8ben`	number	0.22 to 2.42	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 2026-10-01, 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 ttm AS
(
    SELECT
        ticker,
        sum(gross_amount) AS ttm_dps
    FROM
    (
        SELECT
            ticker,
            ex_dividend_date,
            toFloat64(any(cash_amount)) AS gross_amount
        FROM global_markets.stocks_dividends
        WHERE ticker IN ('BLK', 'KO', 'CVX', 'JNJ', 'AAPL', 'MSFT')
          AND ex_dividend_date >  today() - 370
          AND ex_dividend_date <= today()
        GROUP BY ticker, ex_dividend_date
    )
    GROUP BY ticker
),
px AS
(
    SELECT
        ticker,
        argMax(toFloat64(close), date) AS last_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('BLK', 'KO', 'CVX', 'JNJ', 'AAPL', 'MSFT')
      AND date > today() - 30
    GROUP BY ticker
)
SELECT
    ttm.ticker                                          AS ticker,
    round(100 * ttm.ttm_dps / px.last_close, 2)         AS gross_yield_pct,
    round(100 * ttm.ttm_dps * 0.75 / px.last_close, 2)  AS net_yield_pct_w8ben,
    round(100 * ttm.ttm_dps * 0.70 / px.last_close, 2)  AS net_yield_pct_no_w8ben
FROM ttm
INNER JOIN px ON px.ticker = ttm.ticker
ORDER BY gross_yield_pct DESC

SQL to run

WITH ttm AS
(
    SELECT
        ticker,
        sum(gross_amount) AS ttm_dps
    FROM
    (
        SELECT
            ticker,
            ex_dividend_date,
            toFloat64(any(cash_amount)) AS gross_amount
        FROM global_markets.stocks_dividends
        WHERE ticker IN ('BLK', 'KO', 'CVX', 'JNJ', 'AAPL', 'MSFT')
          AND ex_dividend_date >  today() - 370
          AND ex_dividend_date <= today()
        GROUP BY ticker, ex_dividend_date
    )
    GROUP BY ticker
),
px AS
(
    SELECT
        ticker,
        argMax(toFloat64(close), date) AS last_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('BLK', 'KO', 'CVX', 'JNJ', 'AAPL', 'MSFT')
      AND date > today() - 30
    GROUP BY ticker
)
SELECT
    ttm.ticker                                          AS ticker,
    round(100 * ttm.ttm_dps / px.last_close, 2)         AS gross_yield_pct,
    round(100 * ttm.ttm_dps * 0.75 / px.last_close, 2)  AS net_yield_pct_w8ben,
    round(100 * ttm.ttm_dps * 0.70 / px.last_close, 2)  AS net_yield_pct_no_w8ben
FROM ttm
INNER JOIN px ON px.ticker = ttm.ticker
ORDER BY gross_yield_pct DESC

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