Split-Adjusting Your Dividend History
Apple trailing dividend yield, as-paid sum against split-aware sumseries ·
2026-10-09 · 15×3
Dividend records restated by splits, six widely held payersranking ·
2026-10-09 · 6×4
Apple daily closes around the 2020 split, each against the prior sessionseries ·
2026-10-09 · 15×3
Every Apple split on record through 2020, with its cumulative factorseries ·
2026-10-09 · 3×4
Apple dividends as paid, and restated onto today's share countseries ·
2026-10-09 · 6×5
Market data quality checks that catch real bugs
Declared split ratio against the close ratio across the effective dateranking ·
2026-10-07 · 10×3
One symbol's quote messages against the sequence numbers they spanseries ·
2026-10-07 · 60×3
Condition codes on one hour of prints, named from the exchange reference listranking ·
2026-10-07 · 9×3
Venue stamp to consolidated stamp, minute by minuteseries ·
2026-10-07 · 60×3
Locked, crossed and one sided quote rates across six household namesranking ·
2026-10-07 · 6×4
Why Ticker Symbols Break Your Dataset
When each symbol last printed a daily barranking ·
2026-10-04 · 6×3
New listings landing on a symbol that already had historyranking ·
2026-10-04 · 11×3
Which share-class spellings actually carry historyranking ·
2026-10-04 · 4×4
Trading sessions per year under FB and METAranking ·
2026-10-04 · 15×3
Why Short Interest Data Is Always Two Weeks Old
The pipeline lag in one row: plus the bulk backfill these figures deliberately excludescalar ·
2026-10-04 · 1×613
Every incrementally-delivered settlement: measured on one date, on file days laterseries ·
2026-10-04 · 13×3
GME, winter 2020-21: each short interest print and the price move before it went public (as-traded prices)table ·
2026-10-04 · 6×5
GME days to cover: as reported in the file, and recomputed on the volume that traded while the print was pendingscalar ·
2026-10-04 · 1×839.1
The current state of the cycle: the newest print on file, and the one still in the pipelinescalar ·
2026-10-04 · 1×622,593
The blind window: what five stocks did between the settlement date and the day its short interest was publishedtable ·
2026-10-04 · 5×6
Survivorship Bias in Stock Data, Explained
Survivors-only average vs whole-cohort average, by starting yeartable ·
2026-10-04 · 7×6
Symbols relisted under a new issuer after a long silenceranking ·
2026-10-04 · 5×4
Symbols that printed a final daily bar, by yearranking ·
2026-10-04 · 10×3
The January 2019 universe, grouped by what happened to each nameranking ·
2026-10-04 · 9×4
When Historical Market Data Gets Revised
Symbols carried by more than one issuer, by the year of the later listingranking ·
2026-10-02 · 9×3
Stock splits taking effect each month, with reverse splits separatedseries ·
2026-10-02 · 24×4
Where the trading day's volume sits, hour by hour (AAPL, January 2026)ranking ·
2026-10-02 · 16×3
First bar of each session in UTC and Eastern time, across the November 2025 clock change (AAPL)series ·
2026-10-02 · 10×5
Share of AAPL volume and minute bars outside the regular session, by monthseries ·
2026-10-02 · 24×4
How split-adjusted price history works
Split multiples for large US stock splits since 2020ranking ·
2026-09-26 · 10×3
Dollar volume and daily range across a large forward split (NVDA, 2024)series ·
2026-09-26 · 19×4
Dividend adjustment factors on every KO ex-date since 2019series ·
2026-09-26 · 31×4
Is the price file already adjusted? The pre and post close quotientranking ·
2026-09-26 · 10×3
Market Data Timestamps: SIP vs Exchange Clocks
Off exchange AAPL prints by reporting delay, 10 June 2026ranking ·
2026-08-14 · 5×3
The same twelve prints, ranked by venue clock and by tape clocktable ·
2026-08-14 · 12×7
SIP receive lag by venue, AAPL, 10 June 2026 (microseconds)ranking ·
2026-08-14 · 11×4
Prints that change bar when you switch clocks, by bar lengthranking ·
2026-08-14 · 4×3
How Annual Dividend Per Share Is Calculated
Declared amount against split-restated amount, per quarterseries ·
2026-08-14 · 56×4
Eight quarterly declarations, ex-date and pay dateseries ·
2026-08-14 · 8×4
Trailing four payments against the indicated rate, by quarterseries ·
2026-08-14 · 16×4
One set of payments, four annual dividend totalsranking ·
2026-08-14 · 4×3
Ex-date to pay date across US cash dividends, by yearranking ·
2026-08-14 · 7×4
How Fractional Shares Hit the Tape
Small AAPL print sizes: five sessions in January 2026 against five in July 2026table ·
2026-08-12 · 26×3
Average shares per print by month, September 2025 through July 2026series ·
2026-08-12 · 11×5
Odd lots, round lots and sub-one-share prints across six names, July 8 to 10, 2026ranking ·
2026-08-12 · 6×4
AAPL average print size across the February 2026 boundaryseries ·
2026-08-12 · 19×4
How Continuous Futures Contracts Are Built
Options volume by time left to expiry, AAPL, April to June 2026ranking ·
2026-08-10 · 5×2
KO quarterly dividend in cents and as a percent of the share price, 2016 to 2026series ·
2026-08-10 · 42×4
How OHLCV Bars Are Built From Ticks
Odd lot share of prints and of volume, minute by minuteseries ·
2026-08-08 · 15×4
How many of the 390 session minutes each US symbol traded inranking ·
2026-08-08 · 10×2
Trade condition codes that restrict high, low, and lastranking ·
2026-08-08 · 7×3
SPY volume by minute into the close, June 10 2026series ·
2026-08-08 · 25×3
One-minute AAPL bars rebuilt from individual trades, June 10 2026series ·
2026-08-08 · 15×6
SEC EDGAR Index Gap: the Missing Month-Ends
Every weekday month-end since 2020: filings indexed on the month's last calendar daytable ·
2026-07-26 · 55×2
Every weekday month-end since 2020 with fewer than 1,000 filings: count, companies touched, and the neighbouring days' averagetable ·
2026-07-26 · 6×6
Filing counts on the last weekday of each 2026 month, with prior-year weekday month-ends as controlsranking ·
2026-07-26 · 8×3
Status receipt: the March and April boundary days, their arrival times, and their counts as of this runscalar ·
2026-07-26 · 1×655
When each day's rows actually landed in the warehouse, June 26 to the front edgeranking ·
2026-07-26 · 10×3
Form types on the gap day (June 30, 2026) against the trading day before itranking ·
2026-07-26 · 14×3
Is June 30, 2026 missing anywhere else? The same day across five date-keyed datasetsranking ·
2026-07-26 · 5×3
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
More from this analysisSplit-Adjusting Your Dividend History
Apple daily closes around the 2020 split, each against the prior session
series 15×3
→
Apple dividends as paid, and restated onto today's share count
series 6×5
→
Every Apple split on record through 2020, with its cumulative factor
series 3×4
→
Dividend records restated by splits, six widely held payers
ranking 6×4
→
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