| --- |
| 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. |
|
|
| <!-- MEASURED:START - rewritten by dataset_cards/refresh.py --> |
| |
| Shape measured at the next refresh of `dataset_cards/facts.json`. Refreshed monthly. |
|
|
| <!-- MEASURED:END --> |
|
|
| ## 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 |
|
|
| ```bash |
| pip install --upgrade pwb-toolbox |
| ``` |
|
|
| ```python |
| 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](https://paperswithbacktest.com/pricing). The same subscription covers every dataset in this organisation and the strategy catalogue. |
|
|
| ## Elsewhere |
|
|
| - [The strategy catalogue](https://paperswithbacktest.com/strategies) |
| - [`pwb-toolbox`](https://github.com/paperswithbacktest/pwb-toolbox), the loader used in the snippet above |
| - [Every dataset in this organisation](https://huggingface.co/datasets/paperswithbacktest) |
|
|
