[R-SIG-Finance] Graphing Dividends, Re-investing dividends, dividend pay date

FJ M chicagobrownblue at hotmail.com
Fri Apr 20 19:40:02 CEST 2012


Hi,

I want to do some work on dividends and thought I would ask here first instead of re-inventing the wheel. 

1) I wanted to do some work charting the current yield of stocks that pay dividends. This I can do, but I was wondering if this is already available.

2) Yahoo provides both daily prices and dividends on the ex-dividend date. Does anyone know of a source of dividend pay date? This impacts re-investing dividends. Some stocks like NLY pay quickly, about a month, after the ex-dividend date. Other stocks like VOD take a long time to pay, like 2 1/2 months. In particular with VOD, you have both a longer time period for price variation and the added risk of currency fluctuations if you are not a UK investor.

3) Is there an object for dividends already defined in a finance package? Something like ex-dividend date, dividend amount, currency, dividend frequency, dividend type? (Type would be 1 for single annual dividend like DIS, 2 for two usually equal dividends, 3 for three dividends, 4 for quarterly, 12 for monthly, prelim for a, typically, a European stock that pays a preliminary and final dividend, final, special for a one time dividend, stock for a stock dividend, ... In the meantime I'll populated pay date with ex-dividend date. 

4) With dividend reinvestment under control, I would want to graph a comparison of an investment of reinvested dividends on a stock to reinvested money market returns, 30- and 10-year US Treasury reinvested returns, gold. I can do the 10- and 30-year with TLH and TLT; gold with GLD. I actually do not have a good source for money market rates. Any suggestions?
 
Experienced C programmer. The basics of R (plotting, linear regression) under control. New to the finance part of R.
 
Thanks,
 
Frank 		 	   		  


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