Alpha Library  /  Point-in-time Fundamentals  /  fund_dividend_yield

fund_dividend_yield

Dividend yield TTM - dv_ttm (daily market data)

Themes & universe

valueequity_cn1d

Formula

\mathrm{zscore}_{x}(\mathrm{DY_{TTM}})

Definition

id

fund_dividend_yield

zoo

fundamental

module_path

src.factors.zoo.fundamental.dividend_yield

decay_horizon

252

min_warmup_bars

1

requires_sector

False

columns_required

val:dv_ttm

Notes

Trailing dividend yield from the val: namespace (tushare daily_basic dv_ttm, CN A-share only), reported in percent units — cross-sectional z-scoring is scale-invariant, so no unit conversion is applied. High dividend yield scores high. Keyed by trade_date, so PIT-safe by construction with no filing lag. Missing dates or non-CN symbols stay NaN and are excluded from that date's cross-section. Lineage: JoinQuant style-pro divyild; akshare/Eastmoney dv_ttm convention.

Run it

pip install vibe-trading-ai
vibe-trading alpha show fund_dividend_yield
vibe-trading alpha bench --zoo fundamental --universe csi300 --period 2020-2025