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Apple trailing dividend yield, as-paid sum against split-aware sum
Apple trailing dividend yield, as-paid sum against split-aware sum
| month | as_paid_yield_pct | adjusted_yield_pct |
|---|---|---|
| 2020-09-01 | 2.75 | 0.69 |
| 2020-10-01 | 2.92 | 0.73 |
| 2020-11-01 | 2.2 | 0.68 |
| 2020-12-01 | 1.97 | 0.61 |
| 2021-01-01 | 1.98 | 0.61 |
| 2021-02-01 | 1.69 | 0.68 |
| 2021-03-01 | 1.68 | 0.67 |
| 2021-04-01 | 1.56 | 0.62 |
| 2021-05-01 | 1.16 | 0.67 |
| 2021-06-01 | 1.06 | 0.61 |
| 2021-07-01 | 0.99 | 0.57 |
| 2021-08-01 | 0.56 | 0.56 |
| 2021-09-01 | 0.6 | 0.6 |
| 2021-10-01 | 0.57 | 0.57 |
| 2021-11-01 | 0.52 | 0.52 |
the exact SQL behind every number
WITH
monthly_price AS
(
SELECT
toStartOfMonth(date) AS month_start,
argMax(toFloat64(close), date) AS month_end_close
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'AAPL'
AND date >= '2020-09-01'
AND date < '2021-12-01'
GROUP BY month_start
),
payments AS
(
SELECT
ex_dividend_date AS ex_date,
any(toFloat64(cash_amount)) AS as_paid,
any(toFloat64(split_adjusted_cash_amount)) AS restated
FROM global_markets.stocks_dividends
WHERE ticker = 'AAPL'
AND ex_dividend_date >= '2019-10-01'
AND ex_dividend_date < '2021-12-01'
GROUP BY ex_dividend_date
)
SELECT
toString(p.month_start) AS month,
round(100 * sum(d.as_paid) / any(p.month_end_close), 2) AS as_paid_yield_pct,
round(100 * sum(d.restated) / any(p.month_end_close), 2) AS adjusted_yield_pct
FROM monthly_price AS p
CROSS JOIN payments AS d
WHERE d.ex_date >= addMonths(p.month_start, -11)
AND d.ex_date < addMonths(p.month_start, 1)
GROUP BY p.month_start
HAVING count() = 4
ORDER BY p.month_start
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