Equity Returns#
# Output from previous execution
| record_date | declared_date | payable_date | dividend_amount | dividend_frequency | dividend_type | |
|---|---|---|---|---|---|---|
| ex_date | ||||||
| 2025-05-12 | 2025-05-12 | 2025-05-01 | 2025-05-15 | 0.260000 | Quarter | Regular Cash |
| 2025-02-10 | 2025-02-10 | 2025-01-30 | 2025-02-13 | 0.250000 | Quarter | Regular Cash |
| 2024-11-08 | 2024-11-11 | 2024-10-31 | 2024-11-14 | 0.250000 | Quarter | Regular Cash |
| 2024-08-12 | 2024-08-12 | 2024-08-01 | 2024-08-15 | 0.250000 | Quarter | Regular Cash |
| 2024-05-10 | 2024-05-13 | 2024-05-02 | 2024-05-16 | 0.250000 | Quarter | Regular Cash |
| ... | ... | ... | ... | ... | ... | ... |
| 1988-02-12 | 1988-02-19 | 1988-01-28 | 1988-03-15 | 0.000714 | Quarter | Regular Cash |
| 1987-11-17 | 1987-11-23 | 1987-11-12 | 1987-12-15 | 0.000714 | Quarter | Regular Cash |
| 1987-08-10 | 1987-08-14 | 1987-07-31 | 1987-09-15 | 0.000536 | Quarter | Regular Cash |
| 1987-06-16 | 1987-05-15 | 1987-04-22 | 1987-06-15 | 2.000000 | NaN | Stock Split |
| 1987-05-11 | 1987-05-15 | 1987-04-22 | 1987-06-15 | 0.000536 | Quarter | Regular Cash |
93 rows × 6 columns
# Output from previous execution
| Adjusted Price | Unadjusted Price | Unadjusted Price Modified | |
|---|---|---|---|
| ex_date | |||
| 2025-05-12 00:00:00 | 6.3147% | 6.1754% | 6.3064% |
| 2025-02-10 00:00:00 | 0.1187% | 0.0088% | 0.1186% |
| 2024-11-08 00:00:00 | -0.1188% | -0.2286% | -0.1187% |
| 2024-08-12 00:00:00 | 0.7130% | 0.5966% | 0.7122% |
# Output from previous execution
| 2020-08-31 00:00:00 | |
|---|---|
| Adjusted Price | 3.3912% |
| Unadjusted Price | -74.1522% |
| Unadjusted Price Modified | 3.3912% |
# Output from previous execution
| Adjusted Price | Unadjusted Price | Unadjusted Price Modified | |
|---|---|---|---|
| Adjusted Price | 100.0% | 76.1% | 100.0% |
| Unadjusted Price | 76.1% | 100.0% | 76.2% |
| Unadjusted Price Modified | 100.0% | 76.2% | 100.0% |
# Output from previous execution
| Mean | Vol | Sharpe | Min | Max | |
|---|---|---|---|---|---|
| Adjusted Price | 35.6% | 32.9% | 108.2% | -17.9% | 15.3% |
| Unadjusted Price | 24.7% | 42.4% | 58.2% | -85.5% | 15.3% |
| Unadjusted Price Modified | 35.0% | 32.9% | 106.5% | -17.9% | 15.3% |
# Output from previous execution
| SPY | UPRO | EEM | VGK | EWJ | IYR | DBC | HYG | TIP | BITO | |
|---|---|---|---|---|---|---|---|---|---|---|
| SPY | 100.0% | 99.8% | 81.3% | 85.8% | 64.6% | 71.1% | 41.0% | 68.2% | -10.2% | 42.6% |
| UPRO | 99.8% | 100.0% | 78.5% | 83.2% | 72.6% | 76.0% | 41.4% | 76.0% | -6.4% | 42.8% |
| EEM | 81.3% | 78.5% | 100.0% | 83.3% | 73.6% | 65.9% | 44.9% | 59.9% | -8.8% | 36.2% |
| VGK | 85.8% | 83.2% | 83.3% | 100.0% | 76.1% | 68.3% | 46.1% | 64.7% | -6.7% | 36.2% |
| EWJ | 64.6% | 72.6% | 73.6% | 76.1% | 100.0% | 51.6% | 35.3% | 55.4% | -4.0% | 29.8% |
| IYR | 71.1% | 76.0% | 65.9% | 68.3% | 51.6% | 100.0% | 28.2% | 54.0% | -2.6% | 30.9% |
| DBC | 41.0% | 41.4% | 44.9% | 46.1% | 35.3% | 28.2% | 100.0% | 36.6% | 6.4% | 12.2% |
| HYG | 68.2% | 76.0% | 59.9% | 64.7% | 55.4% | 54.0% | 36.6% | 100.0% | 8.1% | 35.7% |
| TIP | -10.2% | -6.4% | -8.8% | -6.7% | -4.0% | -2.6% | 6.4% | 8.1% | 100.0% | 8.7% |
| BITO | 42.6% | 42.8% | 36.2% | 36.2% | 29.8% | 30.9% | 12.2% | 35.7% | 8.7% | 100.0% |
# Output from previous execution
| SPY | UPRO | EEM | VGK | EWJ | IYR | DBC | HYG | TIP | BITO | |
|---|---|---|---|---|---|---|---|---|---|---|
| SPY beta | 1.00 | 2.99 | 0.98 | 1.01 | 0.74 | 0.91 | 0.42 | 0.38 | -0.02 | 1.32 |