Post #2081 by JohnIII on the Mechanical Investing board

Investment Strategies / Mechanical Investing ❤

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Where might one get a time series for dividend yield of an index?

I can construct a series from SPY using daily prices, but the dividend is paid out only quarterly. I suppose perfect would be to have the dividends of each S&P 500 component on the day they are paid out, but that's would be a lot of work. It seems Guru Focus has a daily data set (based on monthly div yield?) available for subscribers (which I am not).

Just wondering where people got their data sets, or how they constructed them.

Thanks,
John

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