pretty_name: Stocks Daily Dividends
language:
- en
license: other
task_categories:
- time-series-forecasting
- tabular-regression
tags:
- finance
- quantitative-trading
- backtesting
- algorithmic-trading
- stocks
- equities
- daily
- dividends
- corporate-actions
size_categories:
- 100K<n<1M
extra_gated_prompt: >-
This dataset is free to browse and gated for download. Approval is tied to a
Papers With Backtest subscription, which also covers the other datasets in
this organisation and the strategy catalogue at
https://paperswithbacktest.com. Plans and what each one includes:
https://paperswithbacktest.com/pricing
Stocks Daily Dividends
Every cash distribution of a US-listed name since 2003: declaration, ex-dividend, record and pay dates, the amount per share, and the split-adjusted amount.
Shape measured at the next refresh of dataset_cards/facts.json. Refreshed monthly.
Why It Matters
The catalogue priced equities in total return without ever showing the dividend itself. Stocks-Quarterly-CashFlow carries a quarterly payout in dollars, which neither dates the payment nor gives a per-share amount. Dividend capture, the ex-day price drop, announcement effects on initiations, increases and cuts, and the payout-yield sorts all key on the rows here.
date is the ex-dividend date: the day the price drops by the dividend and the last day a holder had to be long to receive it. The declaration date sits beside it for announcement studies.
Load It
pip install --upgrade pwb-toolbox
from pwb_toolbox import datasets as pwb_ds
df = pwb_ds.load_dataset("Stocks-Daily-Dividends", symbols=["KO"])
print(df.iloc[-1, :])
Columns
| Column Name | Description |
|---|---|
| symbol | Stock ticker. |
| date | Ex-dividend date. |
| declaration_date | Day the board announced the distribution. Filled from 2012 (24 % that year, 84-98 % after); empty before. |
| record_date | Day holders of record are determined. |
| pay_date | Day the cash is paid. |
| cash_amount | Amount per share, as declared. |
| split_adjusted_cash_amount | The same amount on the current share basis. |
| currency | Currency of the amount. 83 % USD; the rest are foreign issuers quoted in the US (CAD, JPY, GBP, EUR, ...). |
| distribution_type | recurring, special, supplemental, irregular or unknown. Capital-gain distributions are not told apart. |
| frequency | Payments per year declared by the issuer (0 one-off, 1, 2, 4, 12, 52). |
| historical_adjustment_factor | Cumulative dividend factor from this ex-date to today, with no split component: multiply a price printed before date by it (together with the split factor of Stocks-Daily-Splits) for a total-return series. Filled for USD amounts only. |
Access
Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: what each plan includes. The same subscription covers every dataset in this organisation and the strategy catalogue.
Elsewhere
- The strategy catalogue
pwb-toolbox, the loader used in the snippet above- Every dataset in this organisation