gross_net_yield

Name: gross_net_yield
Creator: Strasmore
Published: 2026-09-30
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 2026-09-30, from us-dividend-yield-for-chinese-investors.

as of 2026-09-30 table 5×5read in context →

gross_net_yield — 5 rows by 5 columns, computed 2026-09-30 from US exchange, SIP and OPRA data.
ticker	dps_ttm_usd	gross_yield_pct	net_yield_10_pct	net_yield_30_pct
PEP	5.805	4.51	4.06	3.15
CVX	7.05	3.44	3.09	2.41
IBM	6.74	3.06	2.75	2.14
KO	2.1	2.41	2.17	1.69
JNJ	5.28	1.97	1.77	1.38

Rows × columns: 5 × 5
Computed: 2026-09-30
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_net_yield, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	5 distinct values (CVX, IBM, JNJ…)
`dps_ttm_usd`	number	2.1 to 7.05	US dollars
`gross_yield_pct`	number	1.97 to 4.51	percent
`net_yield_10_pct`	number	1.77 to 4.06	percent
`net_yield_30_pct`	number	1.38 to 3.15	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 2026-09-30, 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,
            round(toFloat64(sum(amount)), 4) AS dps_ttm_usd
        FROM
        (
            SELECT
                ticker,
                id,
                any(cash_amount) AS amount
            FROM global_markets.stocks_dividends
            WHERE ticker IN ('KO', 'JNJ', 'IBM', 'CVX', 'PEP')
              AND ex_dividend_date >  today() - 365
              AND ex_dividend_date <= today()
            GROUP BY ticker, id
        )
        GROUP BY ticker
    ),
    px AS
    (
        SELECT
            ticker,
            toFloat64(argMax(close, date)) AS last_close
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('KO', 'JNJ', 'IBM', 'CVX', 'PEP')
          AND date > today() - 30
        GROUP BY ticker
    )
SELECT
    t.ticker                                                   AS ticker,
    t.dps_ttm_usd                                              AS dps_ttm_usd,
    round(100 * t.dps_ttm_usd / p.last_close, 2)               AS gross_yield_pct,
    round(100 * t.dps_ttm_usd * 0.90 / p.last_close, 2)        AS net_yield_10_pct,
    round(100 * t.dps_ttm_usd * 0.70 / p.last_close, 2)        AS net_yield_30_pct
FROM ttm AS t
INNER JOIN px AS p ON p.ticker = t.ticker
ORDER BY gross_yield_pct DESC

SQL to run

WITH
    ttm AS
    (
        SELECT
            ticker,
            round(toFloat64(sum(amount)), 4) AS dps_ttm_usd
        FROM
        (
            SELECT
                ticker,
                id,
                any(cash_amount) AS amount
            FROM global_markets.stocks_dividends
            WHERE ticker IN ('KO', 'JNJ', 'IBM', 'CVX', 'PEP')
              AND ex_dividend_date >  today() - 365
              AND ex_dividend_date <= today()
            GROUP BY ticker, id
        )
        GROUP BY ticker
    ),
    px AS
    (
        SELECT
            ticker,
            toFloat64(argMax(close, date)) AS last_close
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('KO', 'JNJ', 'IBM', 'CVX', 'PEP')
          AND date > today() - 30
        GROUP BY ticker
    )
SELECT
    t.ticker                                                   AS ticker,
    t.dps_ttm_usd                                              AS dps_ttm_usd,
    round(100 * t.dps_ttm_usd / p.last_close, 2)               AS gross_yield_pct,
    round(100 * t.dps_ttm_usd * 0.90 / p.last_close, 2)        AS net_yield_10_pct,
    round(100 * t.dps_ttm_usd * 0.70 / p.last_close, 2)        AS net_yield_30_pct
FROM ttm AS t
INNER JOIN px AS p ON p.ticker = t.ticker
ORDER BY gross_yield_pct DESC

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