Earnings Yield & Dividend Yield (vs SP500, treasury, IG)

10 ก.ค. 2023

# What's this script?
I created this because I wanted to compare the Earnings/Dividend yield of SP500 and the symbol with the time period of the chart.
Plot the following yields.

• Earnings Yield of S&P500.
  Calculated using S&P 500 Earnings by Month provided by Nasdaq date link.
  (data.nasdaq.com/data/MULTPL/SP500_EARNINGS_MONTH-sp-500-earnings-by-month)
• Dividend Yield of S&P500.
  Calculated using S&P 500 Dividend by Month provided by Nasdaq date link.
  (data.nasdaq.com/data/MULTPL/SP500_DIV_MONTH-sp-500-dividend-by-month)
• Earnings Yield of the displayed symbol.
  
• Dividend Yield of the displayed symbol.
  
• Treasury constant maturity rate. default is 10Y(FRED:DGS10).
  
• Investment grade corporate bond yields by Moody's.
  Grades from Aaa to Baa are represented by color bands.
  
• Investment grade bond yields by BofA.
  Grades from AAA to BBB are represented by color bands.
  

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◇これなに？
request.quandl()を用いてSP500の益回りと配当利回りが得られますが
月間データなのでチャートの時間間隔でみたかったのと、
SP500とシンボルの益回りや配当利回りを比較したかったのでつくりました。
下記を表示します
- SP500の益回りと配当利回り
- 表示シンボルの益回りや配当利回り
- 設定画面で指定した財務省債券（デフォルトは10年）
- 投資適格社債（MoodysとBofAでかなり違ったので両方）をカラーバンドで表示
かんたんなものですけど、おやくにたてればさいわいです

26 ก.พ. 2024

เอกสารเผยแพร่

1. Changes to access accurate long-term SP500 data.
Note:
- data updates are monthly (beginning and end of the month)
- If you are concerned about spikes in end of the month, please view weekly.
2. Minor code corrections.