IvyDB Implied Dividend
Anticipated Dividends Implied by the Options Market
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
The European (non?) discount
Large-cap U.S. stocks now trade at a 65% premium to their European counterparts in P/E ratio terms—far beyond historical norms. Opinions are split: some argue for mean reversion, while others point to U.S. growth and innovation as enduring drivers of ...
Read moreOptionMetrics and CRSP Announce Partnership Giving Academic Researchers Increased Integration of U.S. Equities and Options Data in Research
OptionMetrics is thrilled to announce our partnership with CRSP (Center for Research in Security Prices), a global leader in historical equity pricing databases. This collaboration enables academic researchers to seamlessly connect OptionMetrics’ IvyDB US options data with CRSP’s comprehensive stock ...
Read moreOptionMetrics Announces IvyDB Futures 3.0 Database Covering European and US Futures Options
OptionMetrics is thrilled to announce the release of IvyDB Futures 3.0. IvyDB Futures 3.0 offers clean, historical data on 100+ of the most liquid optionable futures from CME, ICE, and Eurex global exchanges across eight sectors for US and European ...
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Discover how you can use IvyDB Implied Dividend for dividend forecasting and investment strategies, today.