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Dividend Amounts for Stocks in the S&P 500

Updated: Thursday, Nov-28-2024
3:15pm 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 Nov-29-2024 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.

 
A note of explanation to our readers.

For many years, this webpage contained the dividend amounts for all stocks in the S&P 500 for all active index futures. Recently, Standard & Poor’s felt that this information infringed on their intellectual property and insisted on some changes.

Accordingly, we have executed a new contract with S&P that limits the number of stocks to ten in the free part of our website but allows the full, complete listing of stocks and their dividend amounts in the subscriber part of our website.

We will continue to show ten stocks on this free webpage, as an abbreviated example of the full listing. We understand that many readers will be unable or unwilling to pay for a subscription to get the full listing and, to them, we extend our regrets for this necessity.

If you would like to begin a subscription, please click on the “To Subscribe” link in the navigation menu. Or, feel free to contact us regarding any questions [800-772-6637 or contacts@indexarb.com].


Dividend Amounts (per share) for ten S&P 500 Stocks by Active Futures.
[Futures expiration date shown in brackets.]

S&P 500 Stocks DEC 2024
[12-20-24]
MAR 2025
[03-21-25]
3M-    0.7000
A.O. Smith-    0.3400
Abbott Labs-    0.6000
AbbVie-    1.6400
Accenture-    1.4800
AES-    0.1790
AFLAC-    0.5500
Agilent Technologies-    0.2480
Air Products & Chemicals-    1.7700
Albemarle0.40500.8100


 
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