Determines the yearly dividends and annual yield (dividends/average closing price) for the past 3 years for all the stocks in the Russell 2000 index that did not split during that period. Uses unadjusted prices, since there were no splits to adjust for.
The first 25 rows returned by this query are:
TRADING_SYMBOL YEAR DIVIDEND AXZ 2005 1.581407226 AYB 2006 1.381549972 AYG 2006 0.367898983 AYI 2006 5.216678323 AYN 2006 4.028782552 AYQ 2006 3450.287281 AYS 2006 3.694855018 AYU 2006 1.271758802 AYW 2006 2.619291171 AZA 2006 2.28069406 AZG 2006 0.990853336 AZH 2006 27.14814009 AZI 2006 1.061584765 AZJ 2005 0.604295833 AZK 2005 22.93923892 AZL 2005 0.902766204 AZN 2006 1.088005743 AZO 2006 1.789226001 AZV 2006 2.247136542 AZZ 2005 0.568150577 BAK 2006 1.266999535 BAL 2005 0.68438775 BAM 2005 0.499661767 BAN 2005 5.72367411 BAR 2006 1.146197323 ...
--Determine the yearly dividends and annual yield (dividends/average closing --price) for the past 3 years for all the stocks in the Russell 2000 index that --did not split during that period. Use unadjusted prices since there were no --stock_split to adjust for. commit ; SELECT sh.TRADING_SYMBOL, DATEPART(yy,TRADE_DATE) AS YEAR, SUM(dividend_value)/AVG(CLOSE_PRICE) as DIVIDEND FROM MARKET_INDEX mi inner join INDEX_CMPSTN AS ic on mi.MARKET_INDEX_ID = ic.MARKET_INDEX_ID inner join STOCK_HISTORY AS sh on ic.INSTRUMENT_ID = sh.INSTRUMENT_ID AND sh.TRADE_DATE BETWEEN '2005-04-04' and '2008-04-03' inner join DIVIDEND_EVENT de on de.INSTRUMENT_ID= sh.INSTRUMENT_ID AND DATEPART(yy,TRADE_DATE)=DATEPART(yy,ANNOUNCED_DATE) AND de.INSTRUMENT_ID NOT IN (SELECT se.INSTRUMENT_ID FROM SPLIT_EVENT se WHERE sh.INSTRUMENT_ID=se.INSTRUMENT_ID AND DATEPART(yy,TRADE_DATE)= DATEPART(yy,EFFECTIVE_DATE)) WHERE mi.INDEX_NAME ='Russell 2000' GROUP BY sh.TRADING_SYMBOL, DATEPART(yy,TRADE_DATE) order by sh.TRADING_SYMBOL, DATEPART(yy,TRADE_DATE) ;