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Dividend Amounts for Stocks in the Nasdaq 100

Updated: Friday, Jan-17-2020
9:10pm 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 Jan-21-2020 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 MAR 2020
JUN 2020
Activision Blizzard-    0.4400
American Airlines Group0.10000.2000
Analog Devices0.58001.1600
Applied Materials0.21000.4300
ASML Holding-    1.7000
Automatic Data Processing0.91001.8200
Cisco Systems-    0.3800
Citrix Systems0.35000.7000
Cognizant Technology0.20000.4000
Comcast A-    0.2400
Costco Wholesale0.65001.3800
Expedia Group0.34000.6800
Fox A0.46000.6900
Fox B0.46000.6900
Gilead Sciences0.70001.4000
Intuit-    0.5300
Kraft Heinz0.40000.8000
Lam Research1.20002.4000
Marriott Intl. A0.48001.0300
Maxim Integrated Products0.48000.9600
Microchip Technology0.36700.7350
Mondelez International-    0.2850
NetApp-    0.4800
NXP Semiconductors0.37500.7500
Ross Stores0.29000.5800
Sirius XM Holdings0.01330.0266
Skyworks Solutions0.44000.8800
Texas Instruments0.90001.8000
Verisk Analytics0.25000.5000
Walgreens Boots Alliance0.45750.9150
Western Digital-    0.5000
Willis Towers Watson-    0.7000
XCEL Energy0.43000.8600

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