spy_annuel

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
dividendes AS
(
    SELECT
        toYear(ex_dividend_date) AS an,
        sum(montant)             AS dividende_annuel
    FROM
    (
        SELECT
            ex_dividend_date,
            max(toFloat64(cash_amount)) AS montant
        FROM global_markets.stocks_dividends
        WHERE ticker = 'SPY'
          AND currency = 'USD'
          AND ex_dividend_date >= '2018-01-01'
          AND ex_dividend_date <  toStartOfYear(today())
        GROUP BY ex_dividend_date
    )
    GROUP BY an
),
cloture AS
(
    SELECT
        toYear(date)                   AS an,
        argMax(toFloat64(close), date) AS cours_fin_annee
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
      AND date >= '2018-01-01'
      AND date <  toStartOfYear(today())
    GROUP BY an
)
SELECT
    toString(d.an)                                                 AS annee,
    round(100 * d.dividende_annuel / c.cours_fin_annee, 2)         AS rendement_brut_pct,
    round(100 * d.dividende_annuel * 0.678 / c.cours_fin_annee, 2) AS rendement_net_pfu_pct
FROM dividendes AS d
INNER JOIN cloture AS c ON c.an = d.an
ORDER BY annee