Home Page
Distant Months Contracts
IndexArb Values vs. Time
Stock Performance vs. Indexes
Capitalization Analysis
Index Component Weights
Dividend Analysis
Fair Value Decomposition
Yield Curve
Program Trading Calculator
Terms of Usage/Disclaimer
Contact Us
Demo of Institutional Services
To Subscribe

Institutional Subscribers
Advanced Services
Dividend Amounts for Stocks in the Nasdaq 100

Updated: Friday, Mar-27-2020
10:20pm ET
Notes about the following table of dividend amounts.
  • Knowledge about dividends is important for index arbitrage because the fair value premium and the related buy and sell program levels are a function of the interest that would be earned on an amount equal to the spot index minus the amount of dividends earned. The time period for these interest and dividend earnings is from the current date to the expiration of the associated future. The dividends have to be adjusted by the index's divisor and, if the index is capitalization weighted, the dividends must also be weighted by the appropriate capitalization factor. The table below shows just the per share dividend amount.
  • Specifically, the estimated dividend amount for each stock below is our best estimate of the aggregate per share dividends that will be paid during the period beginning on Mar-30-2020 and ending on the expiration date of the future identified in the column heading.
  • Most companies pay dividends on a quarterly frequency; a few pay annually or semi-annually. The amount, timing, and growth of each dividend is forecasted from several years of dividend history, provided, of course, that the company has an established track record. Otherwise, the most recent (perceived) dividend policy is extended.
  • Internal values have a precision of at least twelve decimal places. Displayed values, however, are rounded to four decimal places.

Dividend Amounts (per share) for Nasdaq 100 Stocks by Active Futures.
[Futures expiration date shown in brackets.]

Nasdaq 100 Stocks JUN 2020
SEP 2020
Activision Blizzard0.41000.4100
American Airlines Group0.10000.2000
Analog Devices0.62001.2400
Applied Materials0.22000.4400
ASML Holding1.35001.3500
Automatic Data Processing0.91001.8200
Cisco Systems0.36000.7200
Citrix Systems0.35000.7000
Cognizant Technology0.22000.4400
Comcast A0.23000.4600
Costco Wholesale0.73001.4600
Expedia Group0.34000.7000
Fox A0.23000.4600
Fox B0.23000.4600
Gilead Sciences0.68001.3600
Kraft Heinz0.40000.8000
Lam Research1.15002.3500
Maxim Integrated Products0.48000.9900
Microchip Technology0.36800.7370
Mondelez International-    0.2850
NXP Semiconductors0.37500.8350
Ross Stores0.28500.5700
Sirius XM Holdings0.01330.0266
Skyworks Solutions0.44000.9400
Texas Instruments0.90001.8000
Verisk Analytics0.27000.5400
Walgreens Boots Alliance0.45750.9325
Western Digital0.50001.0000
Willis Towers Watson-    0.6800
XCEL Energy0.43000.8600

  To the top of this page.
  To S&P 500 stock dividends.
  To Dow Jones stock dividends.


No portion of this page or web site may be copied, retransmitted, or redistributed in any manner for any commercial use. You may use the site and its information to help in formulating your personal investment decisions; doing so signifies that you accept our
Terms of Usage and Disclaimer.
All pages, content, images, and design Copyright 2000-2020 Ergo Inc. All Rights Reserved Worldwide.