What is the current dividend yield on the FTSE 100?

[alan.bottomley]

I'm trying to find what the current dividend yield for the FTSE 100 is. I've searched google with no luck.

I don't really want to have to go through every FTSE 100 component and average out at the end.

Any links or even where to look in the FT would be great.

Thanks

 

[A Dashing Blade]

according to my bbg, at 4228.48 it's yielding 6.00 on a p/e of 8.08

 

[alan.bottomley]

Thanks very much!

 

[gc1]

Presumably if trading conditions stay bad, dividends would be cut and that 6% figure would be misleading.

 

[nazia]

Hi,

Could someone tell me where I can find the current dividend yield on the ftse 100? Also, what would I use for the current risk-free interest rate?

Thanks.

 

[wallstreet1928]

Hi,

Could someone tell me where I can find the current dividend yield on the ftse 100? Also, what would I use for the current risk-free interest rate?

Thanks.

have a look at this

http://www.ftse.com/Indices/UK_Indices/Downloads/FTSE_UK_Dividendp_Factsheet.pdf

 

[nazia]

Thanks for you help.
Sorry to sound like such an idiot but Im still not sure where to look! Im doing a small assignment at university on pricing futures and we've been asked to find the dividend yield and an appropriate risk free rate in order to help us price the futures! I dont know where to look or what to look for!

 

[Martinghoul]

First step for you is to read Hull, methinks. As to what 'risk-free' rate to use, it's actually quite an interesting question, to which the best answer I can give is 'it depends'. I would go to the professor, claim that the problem is ill-formed (in the current mkt conditions) and demand that the initial conditions be clarified.

 

[wallstreet1928]

Thanks for you help.
Sorry to sound like such an idiot but Im still not sure where to look! Im doing a small assignment at university on pricing futures and we've been asked to find the dividend yield and an appropriate risk free rate in order to help us price the futures! I dont know where to look or what to look for!

Aaaaah, reminisce the good university days......It was only 3 yrs ago!!

oh well, good look with your assignment.......

 

[nazia]

Professors reply is:
Try to use a market interest rate (Libor or repo rate not base rate or short dated securities).

But nothing on the div yield.

Hull is the textbook we're using!

 

[nazia]

Hi all,
I've actually found the data now. For anyone else who requests this in the future, just email [email protected] and give them the date range that you want and they'll send it over to you.
Thanks for everyones help.
Nazia

 

[nazia]

Sorry just to add, the above email add is just for the ftse 100 div yield.

 

[Archy McNally]

FTSE 100 dividend yield top 50, daily updated.

 

[cocojambo]

Are you trying to calculate the weighted average cost of capital to derive the price of your futures securities? If so, use this formula from

Weighted Average Cost of Capital (WACC) Formula

The corporate finance formula for WACC is: http://www.best-dividend-paying-stocks.com/wacc.html

[By x D/C x (1-t)] + [Re x E/C]

By = Bond's yield to Maturity (I/Y in BAII Plus Calculator)

D = Market Value (Present Value) of Bonds

(1 - t) = 1 - tax rate = Interest tax shield deductibility of interest expense

Re = Shareholder's return requirement

C = Total value of all capital (Debt + Equity)

You would also need to calculate the shareholder return requirement which is

Shareholder Return Requirement = Risk free rate + Beta (Stock Market Rate of Return - Risk free rate)

Go here to find your risk free rate on the FTSE http://answers.google.com/answers/threadview?id=514424

 

[BetfairFTSE]

Cheers Jambo

Very informative and helpfull calculation

 

[nat55]

Hi Guys

I m looking a for a site which provides info regarding dividends payout schedule by Indices such as FTSE100, CAC40, DJIA, S&P500 etc... simply a date and amount payable for the entire index (not individual shares)

I d like to obtain such info a few days in advance or weekly, lets say every Monday for the rest of the week.

Does anyone perhaps know where I can obtain such info on aregualr basis?

many thnaks
nat55

 

[nat55]

is anyone aware of brokers who do not charge/pay dividends on Indices such as FTSE100, CAC40, DJIA, S&P500 etc...

 

[raysor]

What was the answer?
What is the current yield on the FTSE100?????

At a guess I would say it is 3%

 

[new_trader]

What was the answer?
What is the current yield on the FTSE100?????

At a guess I would say it is 3%

Not too far off. I use the ishares FTSE-100 ETF (ISF) because it is a physical ETF that replicates the FTSE100 index (instead of optimization) so it serves as a good proxy. The yield on the ETF is 2.52%

http://uk.ishares.com/en/rc/products/ISF

 

[raysor]

Not too far off. I use the ishares FTSE-100 ETF (ISF) because it is a physical ETF that replicates the FTSE100 index (instead of optimization) so it serves as a good proxy. The yield on the ETF is 2.52%

http://uk.ishares.com/en/rc/products/ISF

Brilliant, I knew it couldn't be difficult!!
Does the ETF pay out the full dividend or a percentage of it? Or am I thinking of CFDs?