IvyDB Implied Dividend
Anticipated Dividends Implied by the Options Market
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Greater Predictive Power
IvyDB Implied Dividend uses a superior methodology and more accurate model to predict dividend yields with the options market valuation of future dividends over time, versus historical, backward-looking data, used by other providers. IvyDB Implied Dividend’s numerical approach, incorporating binomial tree models to price risk-neutral dividend yields, offers greater accuracy in determining dividends for US options, over put-call parity, which can be prone to systematic bias as a result of the American-style exercise feature.
Benefits of IvyDB Implied Dividend
- Gain important insights on dividend forecasts with forward-looking dividend projections for US optionable single-name securities
- Assess dividend risk premium trades and pricing dividends into the future
- Proxy for dividend uncertainty in the market against analyst and other dividend forecast expectations
- Gauge signals in portfolio selection, such as in identifying stocks with a positive implied dividend yield
- Assess cross-sectional comparisons across groups (sectors, market cap, etc.)
- Backtest investment strategies
- Intuitive and easy to use; no options expertise required
The Latest News & Events
OptionMetrics Releases IvyDB US 7.0 and IvyDB ETF 5.0
OptionMetrics is pleased to announce the release of IvyDB US 7.0 and IvyDB ETF 5.0, introducing a more advanced framework for options data analysis with expanded flexibility in valuation methodologies and materially improved data precision. The datasets incorporate borrow rate–aware ...
Read moreOptionMetrics Featured in Reuters on Shifting U.S. Dollar Positioning
OptionMetrics was featured in a recent Reuters article on the U.S. dollar outlook, with Garrett DeSimone, Head of Quantitative Research at OptionMetrics, noting that hedging activity has eased following Kevin Warsh’s Fed nomination. OptionMetrics data also showed rising interest in ...
Read moreGarrett DeSimone Featured in MarketWatch on S&P 500 “Crash Insurance”
In a recent MarketWatch article, OptionMetrics’ Head of Quantitative Research, Garrett DeSimone, offered insight into current market sentiment. He noted that “crash insurance” for the S&P 500 remains “somewhat expensive,” even after last week’s rebound - underscoring continued caution among ...
Read moreContact Us for More Information
Discover how you can use IvyDB Implied Dividend for dividend forecasting and investment strategies, today.