rendement_net_cto

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
versements AS
(
    SELECT
        ticker,
        ex_dividend_date,
        max(toFloat64(cash_amount)) AS montant
    FROM global_markets.stocks_dividends
    WHERE ticker IN ('T', 'VZ', 'MO', 'XOM', 'CVX', 'KO', 'PFE', 'IBM')
      AND ticker NOT IN ('SPCX')
      AND currency = 'USD'
      AND ex_dividend_date <= today()
    GROUP BY ticker, ex_dividend_date
    ORDER BY ticker, ex_dividend_date DESC
    LIMIT 4 BY ticker
),
douze_mois AS
(
    SELECT
        ticker,
        sum(montant) AS dividende_12m,
        count()      AS nb_versements
    FROM versements
    GROUP BY ticker
    HAVING nb_versements = 4
),
cours AS
(
    SELECT
        ticker,
        argMax(toFloat64(close), date) AS dernier_cours
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('T', 'VZ', 'MO', 'XOM', 'CVX', 'KO', 'PFE', 'IBM')
      AND date >= today() - 30
    GROUP BY ticker
)
SELECT
    d.ticker                                                  AS ticker,
    round(100 * d.dividende_12m / c.dernier_cours, 2)         AS rendement_brut_pct,
    round(100 * d.dividende_12m * 0.85 / c.dernier_cours, 2)  AS apres_retenue_us_pct,
    round(100 * d.dividende_12m * 0.678 / c.dernier_cours, 2) AS net_pfu_pct
FROM douze_mois AS d
INNER JOIN cours AS c ON c.ticker = d.ticker
ORDER BY rendement_brut_pct DESC