yield_haircut

Name: yield_haircut
Creator: Strasmore
Published: 2026-10-04
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 2026-10-04, from us-dividend-tax-for-nigerian-investors.

as of 2026-10-04 ranking 6×3read in context →

yield_haircut — 6 rows by 3 columns, computed 2026-10-04 from US exchange, SIP and OPRA data.
ticker	gross_yield_pct	net_yield_pct
VZ	6.09	4.26
PEP	4.61	3.23
CVX	3.41	2.39
MCD	3.21	2.25
KO	2.45	1.72
JNJ	2.06	1.44

Rows × columns: 6 × 3
Computed: 2026-10-04
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_haircut, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	6 distinct values (CVX, JNJ, KO…)
`gross_yield_pct`	number	2.06 to 6.09	percent
`net_yield_pct`	number	1.44 to 4.26	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 2026-10-04, 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 last_year_divs AS
(
    SELECT
        ticker,
        sum(per_share) AS dividends_12m
    FROM
    (
        SELECT
            ticker,
            ex_dividend_date,
            any(toFloat64(cash_amount)) AS per_share
        FROM global_markets.stocks_dividends
        WHERE ticker IN ('KO', 'JNJ', 'PEP', 'MCD', 'CVX', 'VZ')
          AND ticker NOT IN ('SPCX')
          AND currency = 'USD'
          AND cash_amount > 0
          AND ex_dividend_date >= today() - 365
          AND ex_dividend_date <= today()
        GROUP BY ticker, ex_dividend_date
    )
    GROUP BY ticker
),
last_close AS
(
    SELECT
        ticker,
        argMax(toFloat64(close), date) AS close_usd
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('KO', 'JNJ', 'PEP', 'MCD', 'CVX', 'VZ')
      AND date >= today() - 45
    GROUP BY ticker
)
SELECT
    d.ticker                                               AS ticker,
    round(100 * d.dividends_12m / c.close_usd, 2)          AS gross_yield_pct,
    round(100 * d.dividends_12m * 0.70 / c.close_usd, 2)   AS net_yield_pct
FROM last_year_divs AS d
INNER JOIN last_close AS c ON c.ticker = d.ticker
ORDER BY gross_yield_pct DESC

SQL to run

WITH last_year_divs AS
(
    SELECT
        ticker,
        sum(per_share) AS dividends_12m
    FROM
    (
        SELECT
            ticker,
            ex_dividend_date,
            any(toFloat64(cash_amount)) AS per_share
        FROM global_markets.stocks_dividends
        WHERE ticker IN ('KO', 'JNJ', 'PEP', 'MCD', 'CVX', 'VZ')
          AND ticker NOT IN ('SPCX')
          AND currency = 'USD'
          AND cash_amount > 0
          AND ex_dividend_date >= today() - 365
          AND ex_dividend_date <= today()
        GROUP BY ticker, ex_dividend_date
    )
    GROUP BY ticker
),
last_close AS
(
    SELECT
        ticker,
        argMax(toFloat64(close), date) AS close_usd
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('KO', 'JNJ', 'PEP', 'MCD', 'CVX', 'VZ')
      AND date >= today() - 45
    GROUP BY ticker
)
SELECT
    d.ticker                                               AS ticker,
    round(100 * d.dividends_12m / c.close_usd, 2)          AS gross_yield_pct,
    round(100 * d.dividends_12m * 0.70 / c.close_usd, 2)   AS net_yield_pct
FROM last_year_divs AS d
INNER JOIN last_close AS c ON c.ticker = d.ticker
ORDER BY gross_yield_pct DESC

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