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A comparison of yields from various data sources

Posted: March 9th, 2021, 12:54 pm
by kiloran
The HYP Top-Up SpreadSheet (HYPTUSS) gets yield information (latest and forecast) from Sharecast. Over the past few months, the reliability of this source has been going downhill, so I thought I'd look at various other potential sources and compare the data.

I used the FTSE350, and also added in a couple of ETFs (IUKD and VWRL)

The data sources I compared were:
ADVFN.... https://uk.advfn.com/p.php?pid=financia ... ol=L%5EVOD
Dividend Data..... https://www.dividenddata.co.uk/dividend ... et=ftse100
AJ Bell YouInvest.... https://www.youinvest.co.uk/market-research/LSE%3AVOD
London SouthEast.... https://www.lse.co.uk/SharePrice.asp?sh ... e=Vodafone
Shares Magazine.... https://www.sharesmagazine.co.uk/shares/share/VOD
Yahoo.... https://query1.finance.yahoo.com/v7/fin ... bols=VOD.L
Sharecast.... https://www.sharecast.com/equity/Vodafone_Group
Morningstar.... https://tinyurl.com/sdx5yjdf

Data is from mid-morning 09Mar21

I have not yet done any significant analysis, except to note that there are significant differences and omissions. I may look at some other potential sources when my brain has cooled down.

Excel and LibreOffice spreadsheets are available at the bottom of: http://lemonfoolfinancialsoftware.weebl ... op-up.html

All comments are welcome

--kiloran

Re: A comparison of yields from various data sources

Posted: March 9th, 2021, 1:01 pm
by Darka
I've been using Dividend Data most recently, but who knows if they are any more accurate than anyone else.
They did add today's SLA dividend cut very quickly though, so I'm hopeful that it's mostly accurate.

The only problem is that they block IP addresses if you try to get too many quotes, too quickly.

Re: A comparison of yields from various data sources

Posted: March 9th, 2021, 1:09 pm
by kiloran
Darka wrote:I've been using Dividend Data most recently, but who knows if they are any more accurate than anyone else.
They did add today's SLA dividend cut very quickly though, so I'm hopeful that it's mostly accurate.

The only problem is that they block IP addresses if you try to get too many quotes, too quickly.

I believe Dividend Data hand-craft the data so it tends to pass the commonsense test. I think they also change historic data to allow for share splits, etc. I suspect it is the most reliable source, though for a limited range of shares. And, as you say, they don't take kindly to too many data requests :(

--kiloran

Re: A comparison of yields from various data sources

Posted: March 9th, 2021, 2:12 pm
by seagles
I have used Yahoo for a while and found the Equity forecast yields pretty accurate (for the shares I am interested in that is) but I have always had a problem getting current yields, but then again I maybe looking in the wrong place.
Sharecast has annoyed me with their "rounding" of yields to 1 decimal place and there inconsistant "accuracy and availablility" of yields.
Like Darka I have also been drawn to dividend data. I have found their IT yields (latest obviously) very accurate, or as accurate as I can make out.

Edited. 14:15

Re: A comparison of yields from various data sources

Posted: March 9th, 2021, 5:15 pm
by genou
kiloran wrote:I believe Dividend Data hand-craft the data so it tends to pass the commonsense test. I think they also change historic data to allow for share splits, etc. I suspect it is the most reliable source, though for a limited range of shares. And, as you say, they don't take kindly to too many data requests :(

--kiloran


I don't want to create a rod for anyone's back. But if DD were queried once a week to populate a buffer that HYPTUSS was configured to query would that leave DD happy ? Clearly there's a deal of latency for any instance of HYPTUSS, but these are long term investments.

Re: A comparison of yields from various data sources

Posted: March 9th, 2021, 7:36 pm
by kiloran
genou wrote:
kiloran wrote:I believe Dividend Data hand-craft the data so it tends to pass the commonsense test. I think they also change historic data to allow for share splits, etc. I suspect it is the most reliable source, though for a limited range of shares. And, as you say, they don't take kindly to too many data requests :(

--kiloran


I don't want to create a rod for anyone's back. But if DD were queried once a week to populate a buffer that HYPTUSS was configured to query would that leave DD happy ? Clearly there's a deal of latency for any instance of HYPTUSS, but these are long term investments.

I think that might be pushing it a bit in terms of copyright or whatever. HYPTUSS allows a user a simple way to display data from a website, an automated process which the user would otherwise have to do manually. To store the data and republish it would be questionable, in my view.
Plus it would be a potential breaking point, a weak link in the process which would affect all users.

--kiloran

Re: A comparison of yields from various data sources

Posted: March 9th, 2021, 9:59 pm
by mike
Could you not get the dividend from a source and just calculate the yield based on the current share price.

This may open up other sources of information, and the idea of using a buffer for the dividend could then be an idea that may be worth investigating.

Note multiple uses of could and may here !

Re: A comparison of yields from various data sources

Posted: March 9th, 2021, 11:26 pm
by kiloran
mike wrote:Could you not get the dividend from a source and just calculate the yield based on the current share price.

This may open up other sources of information, and the idea of using a buffer for the dividend could then be an idea that may be worth investigating.

Note multiple uses of could and may here !

I've seen discrepancies in dividends from some sources, which may explain the differences in reported yields. So it may not be an improvement :(

--kiloran

Re: A comparison of yields from various data sources

Posted: March 30th, 2021, 5:43 pm
by Breelander
kiloran wrote:...I have not yet done any significant analysis, except to note that there are significant differences and omissions. I may look at some other potential sources when my brain has cooled down....


At the risk of inducing brain-meltdown, I have just found another potential source - MarketScreener

For example, De La Rue forecasts: https://www.marketscreener.com/quote/st ... inancials/