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View Full Version : I am incompetent and need help looking up financial data



Bobmuhthol
05-03-2010, 09:33 AM
I need the monthly dividend dollar amounts for the S&P 500. Finding the index price isn't an issue but I couldn't find the dividends on google/yahoo/anywhere else I've looked. I need the data from April 2005 to April 2010. I would use a real database but I'm at work and would like to make progress on this project.

Warriorbird
05-03-2010, 09:48 AM
Proxy out a real database's web based entry?

Soulpieced
05-03-2010, 10:50 AM
Current annual rate on the Vanguard S&P 500 Index fund is 1.6%. I don't see any way to look up historical yields.

Bobmuhthol
05-03-2010, 11:19 AM
http://www.standardandpoors.com/indices/market-attributes/en/us

I found quarterly data but I need monthly :'(

Cephalopod
05-03-2010, 11:25 AM
Was just in the process of posting the same quarterly info you've apparently already found... no monthly that I've seen.

Cephalopod
05-03-2010, 11:31 AM
They do have monthly data...

http://www2.standardandpoors.com/spf/xls/index/MONTHLY.xls

Bobmuhthol
05-03-2010, 11:34 AM
Those monthly returns don't show dividends :(:(:(

Sean of the Thread
05-03-2010, 12:22 PM
Better clear your schedule.

http://www.dansmc.com/microfiche_reader.jpg

Bobmuhthol
05-03-2010, 02:53 PM
I have been trying to find this data for fucking hours. I don't get it.

Clove
05-03-2010, 09:08 PM
I'm incompetent too. All I could find was this subscription service (which initially looked promising).

http://www.standardandpoors.com/products-services/dividend-record/en/us

Bobmuhthol
05-03-2010, 09:38 PM
I will be using a Bloomberg terminal tomorrow if anyone knows the command to pull up S&P 500 dividends. I made an attempt earlier today but Bloomberg pretty much told me I'm retarded because they don't exist.

I couldn't do it in FactSet either.

Bobmuhthol
05-05-2010, 06:27 AM
For what it's worth, I went about this in a relatively indirect way. I ended up pulling the daily values for the S&P 500 Annualized Dividend Index from Bloomberg and using the difference of the index value at different times to represent dividends for that period. Every year there was a special circumstance -- the index resets to 0 in December, so I ended up finding the accrual up to that point and then adding it to the accrual for the rest of December.

Just in case someone else is as fucked as I was in the future.

Cephalopod
05-05-2010, 09:52 AM
For what it's worth, I went about this in a relatively indirect way. I ended up pulling the daily values for the S&P 500 Annualized Dividend Index from Bloomberg and using the difference of the index value at different times to represent dividends for that period. Every year there was a special circumstance -- the index resets to 0 in December, so I ended up finding the accrual up to that point and then adding it to the accrual for the rest of December.

Just in case someone else is as fucked as I was in the future.

I really didn't have much time to look into this (and it's nothing I'd ever have a need for), but can't you calculate the month-end dividend values from the monthly data spreadsheet they have, using the 1-month total return field?

Bobmuhthol
05-05-2010, 12:29 PM
Huh. Probably. I tried to do it just now briefly and failed miserably but I guess it should work. I haven't slept and it's 12:30 fuck yeah.