Finding FTSE 100 Dividend Data for a Dividend-Price Series

Summary

The document asks how to obtain ten years of FTSE 100 dividend data to calculate a dividend-price ratio as a time series, including a question about using Thomson Reuters Eikon. The answer distinguishes between needing an index-level dividend yield and constructing a dividend series from the constituent companies.

For a yield series, it suggests looking for a published historical time series. To build the series from constituent dividends, it describes collecting each company’s dividend information and aggregating it. The answer notes that the free sources it found may have uncertain quality and does not verify any provider or explain how index membership changes should be handled. It offers leads rather than a validated dataset or complete construction method.

Key ideas

• A historical FTSE 100 dividend-yield series may be sufficient when only the index yield is needed.
• A constituent-based series requires collecting and aggregating dividends for individual index companies.
• Free data sources may vary in quality.
• Changes in index membership can complicate a constituent-based dividend history.

Tags

# dividend paid on FTSE100 time series data


# dividend paid on FTSE100 time series data












I need dividend paid on FTSE100 for last 10 years. I want to calculate the dividend-price ratio for FTSE100 as a time series data. I would really appreciate if anybody can give me a clue about finding FTSE100 dividend data.

Edit: In particular, I am using Thomson Reuters Eikon Database. If anyone with experience on this dataset could help me it would be great.

## Answer by phdstudent (score 1, accepted)

https://quant.stackexchange.com/a/38851

I am assuming you want some data that is available for free and not a standard professional or academic database (such as CRSP or Bloomberg).

If that is the case you have some options. However, I cannot vouch for the quality of the databases as I have not used them myself.

- If you only need the dividend yield of the FTSE you can look on this link for example. They have a time-series since 2000. There should be many more of such graphs online.

- If you need to construct the series by yourself, the only free datasource I found is this one. You will need to pick each security on the FTSE 100 and check one by one what are their dividends and then aggregate. Not sure how they account for entries/exits from the index.

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