Data
Structured dividend events.
Every signal is derived from declared cash dividend events with a fixed, documented schema. Calculation conventions are pinned so that results are reproducible across markets.
Event schema
Fields produced per dividend event in the pipeline.
| Field | Type | Description |
|---|---|---|
| code | string | Ticker / instrument code |
| report_date | date | Dividend plan disclosure date |
| bonus_ratio_rmb | float | Cash dividend per 10 shares (CNY) |
| a_xr_date | date | Ex-rights / ex-dividend date |
| plan_progress | string | Plan status; filtered for implemented payouts |
| dy_event | float | Computed per-event dividend yield |
| erp | float | Computed annualized excess return potential |
| erp_rank | int | Rank within trailing 252-day history |
Calculation conventions
Pinned definitions used across all research.
| Convention | Definition |
|---|---|
| Dividend per share | bonus_ratio_rmb / 10 |
| Yield basis | Per event, each at its own registration-date close |
| Registration date | a_xr_date minus 2 trading days |
| Annualization | Trailing 12-month implemented payouts / entry price |
| Lookback window | 252 trading days |
| Selection | Top-decile by ERP rank |
Sources
A-Shares
Exchange dividend disclosures
Declared distribution records with ex-rights dates and plan progress status.
Hong Kong
HKEXnews filings
Ex-date based distributions, published through the exchange filing system.
United States
SEC EDGAR / Finnhub
Dividend declarations and history for growth-oriented screening.