Press release

OptionMetrics Makes US Dividend Forecast Data Available to Academic Researchers

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OptionMetrics, the options and futures database and analytics provider for institutional investors and academic researchers worldwide, is announcing Woodseer Dividend Forecast data for U.S. equities, American depositary receipts (ADRs), and ETFs is now available to academia. The dataset can be leveraged by academia to assess expected dividend payouts, investment strategies, security performance, and more in academic research.

Woodseer Dividend Forecast data leverages a proprietary hybrid algorithm+analyst approach to provide greater accuracy in forecasting dividend amounts and dates for 6,500 US listed equities and ADRs and 1,200 US listed ETFs. The real-time dividend forecasting data is now part of OptionMetrics’ suite of financial market database solutions as a result of OptionMetrics’ recent acquisition of Woodseer Global. It is used by dividend and quantitative analysts, portfolio managers, risk managers, traders at financial firms and academics worldwide to:

  • Forecast US and international securities

  • Plan anticipated income for portfolios and funds

  • Perform broad and deep index calculations

  • Analyze ex-dividend dates falling within or outside the option expiry date

  • Provide insights on anticipated dividend payments within a specified time period

  • Backtest stock selection and evaluation strategies, and more

The dataset runs four full fiscal years ahead for all major US indices, and two full fiscal years ahead for less-liquid names. Data runs from January 2017 onward and is automatically updated intraday.

“This represents the first time this type of comprehensive dividend forecast data has been made available to academics for their research,” said David Hait, CEO, OptionMetrics. “Woodseer Dividend Forecast data leverages an experienced analyst approach to provide the greatest accuracy and scale possible. From studying the relationship between dividend payouts and asset prices; to dividend policy and company valuations, and more—the possibilities to leverage the data are endless, and we look forward to seeing the research in which it will be used.”

“Many of the world’s largest banks, funds, and market makers rely on Woodseer Dividend Forecast data for its accuracy, flexibility in coverage, breadth, and scale. We’re excited to make it available to academia as well,” said Ed Dean, Director of Business Development at OptionMetrics, formerly Woodseer.

OptionMetrics also offers Woodseer Dividend Forecast data on a global scale, covering the full European, Asian-Pacific, and Canadian, optionable equity universes, and 32,000+ securities in 100+ countries. OptionMetrics is best known for its flagship IvyDB US options database, covering 10,000+ underlying stocks and indices from 1996 onward. It also provides options data for Europe, Asia, Canada; as well as optionable futures data and data on option trading volume on order flows with its IvyDB Signed Volume.

Contact info@optionmetrics.com for more information.