Dividend growth investing has been around for ages and has always been a widely appreciated way of receiving passive income. As with any other investment, an elaborated decision needs to be made which stocks to pick. Also as with any other investment: the higher the risk, the higher the potential reward. This dataset should support the decision for a portfolio selection driven by data.
The notebook will download all relevant data from robinhood.com and dividend.com for dividend investors.
The idea is to calculate a most realistic risk/reward score.
The dataset is stored in both, instruments.p and instruments.json. The pickle file is a pandas DataFrame object. The benefit of the pickle file is, that the data is already classified properly. Load it with pandas.read_pickle('instruments.p')
It can be merged with any other financial data set based on the symbol.
The approach is to download everything from robinhood.com, filter for only tradable stocks that pay dividend, then add their fundamental data, add ratings that robinhood.com offer (including the text for a rating itself), add popularity (basically how often this stock is in portfolios of robinhood users and add news that are displayed on robinhood.com. Lastly go through each stock symbol and look for a corresponding page on dividend.com. It turns out that only 7% of the robinhood dividend paying stocks can be found on dividend.com.
If you load a pandas DataFrame with pandas.read_pickle('instruments.p'), you get the following columns:
| Column Name | dtype | Description | Example |
|---|---|---|---|
| symbol | object | Unique symbol name as received from robinhood | STM |
| name | object | Long name | STMicroelectronics N.V. |
| simple_name | object | Short Name | Stmicroelectronics |
| ceo | object | CEO | Carlo Bozotti |
| description | object | Description | STMicroelectronics NV designs, develops, manufactures and markets products, which offers discrete and standard commodity components, application-specific integrated circuits, full custom devices and semi-custom devices for analog... |
| id | object | Unique identifier on robinhood | 67d7bb04-8c2e-4338-b72a-18857809ec8d |
| instrument | object | API URL to robinhood for this instrument | https://api.robinhood.com/instruments/67d7bb04-8c2e-4338-b72a-18857809ec8d/ |
| instrument_id | object | Unique identifier on robinhood | 67d7bb04-8c2e-4338-b72a-18857809ec8d |
| bloomberg_unique | object | Unique identifier on bloomberg | EQ0015391600001003 |
| fundamentals | object | API URL to robinhood to fundamentals of this instrument | https://api.robinhood.com/fundamentals/STM/ |
| splits | object | API URL to robinhood to splits of this instrument | https://api.robinhood.com/instruments/67d7bb04-8c2e-4338-b72a-18857809ec8d/splits/ |
| quote | object | API URL to robinhood to quotes of this instrument | https://api.robinhood.com/quotes/STM/ |
| url | object | API URL to robinhood for this instrument | https://api.robinhood.com/instruments/67d7bb04-8c2e-4338-b72a-18857809ec8d/ |
| country | category | Listed country for instrument | CH |
| state | category | Active or passive on robinhood | active |
| headquarters_state | category | State of Headquarters | Geneve (Geneva) |
| headquarters_city | category | City of Headquarters | Plan-Les-Ouates |
| market | category | API URL to robinhood to market of this instrument | https://api.robinhood.com/markets/XNYS/ |
| exchange | category | Exchange on which this instrument is listed on | NYSE |
| sector | category | Sector | Electronic Technology |
| industry | category | Industry | Semiconductor - Broad Line |
| type | category | Type of instrument | nyrs |
| tradability | category | Tradability on robinhood (should always be tradable) | tradable |
| tradeable | category | Tradability on robinhood (should always be true) | True |
| price | float64 | Price at time of download | 20.96 |
| open | float64 | Open price at time of download | 21.65 |
| high | float64 | Highest price of day at time of download | 21.74 |
| low | float64 | Lowest price of day at time of download | 20.89 |
| high_52_weeks | float64 | Highest price within last 52 weeks | 25.3 |
| low_52_weeks | float64 | Lowest price within last 52 weeks | 14.07 |
| percent_off_52_week_high | float64 | Percentual difference to 52 weeks high | -17.15 |
| volume | float64 | Trade volume at time of download | 1827183.0 |
| average_volume | float64 | Average volume at time of download | 3869267.0797 |
| average_volume_2_weeks | float64 | Average volume for last two weeks at time of download | 2478449.0 |
| dividend_yield | float64 | Percentual dividend yield from robinhood.com | 0.9341 |
| div_yield | float64 | Percentual dividend yield from dividend.com | 0.97 |
| div_growth | float64 | Amount of years in which dividends grew | 1.0 |
| annual_payout | float64 | Absolute dividend payouts withing last year | 0.2 |
| payout_ratio | float64 | Payout ratio | 15.2 |
| num_employees | float64 | Number of employees | 45468.0 |
| year_founded | float64 | Year in which the fund was founded | 1987.0 |
| shares_outstanding | float64 | Number of outstanding shares | 896590286.0 |
| market_cap | float64 | Market capitalization | 19276691100.0 |
| num_buy_ratings | float64 | Absolute numnber of buy ratings on robinhood.com | 12.0 |
| num_hold_ratings | float64 | Absolute number of hold ratings on robinhood.com | 10.0 |
| num_sell_ratings | float64 | Absolute number of sell ratings on robinhood.com | 4.0 |
| percent_buy_ratings | float64 | Percentage of all buy ratings (num_buy_ratings/(num_hold_ratings+num_sell_ratings)) |
0.46153846153846156 |
| percent_sell_ratings | float64 | Percentage of all sell ratings (num_sell_ratings/(num_hold_ratings+num_buy_ratings)) |
0.15384615384615385 |
| num_open_positions | int64 | Amount of accounts on robinhood.com that hold this position | 5562 |
| day_trade_ratio | float64 | Day trade ratio | 0.25 |
| maintenance_ratio | float64 | Mainenance ratio | 0.25 |
| margin_initial_ratio | float64 | Margin initial ratio | 0.5 |
| pe_ratio | float64 | PE ratio | 22.349 |
| min_tick_size | float64 | Minimum tick size | nan |
| list_date | datetime64[ns] | List Date | 1994-12-07 00:00:00 |
| recent_pay_date | datetime64[ns] | Date of recent or closest dividend pay date | 2018-03-27 00:00:00 |
| news | object | Struct: This is a list object. It contains a list of all news that were found on robinhood.com | [{'api_source': 'yahoo_finance', 'author': '', 'instrument': 'https://api.robinhood.com/instruments/67d7bb04-8c2e-4338-b72a-18857809ec8d/', 'num_clicks': 8, 'preview_image_url': 'https://robinhood-prism-storage.s3.amazonaws.com/feed-images/28c95f29-1528-4b82-90a9-c89551709712', 'preview_image_width': 635, 'preview_image_height': 423, 'published_at': '2018-04-23T20:14:00Z', 'relay_url': 'https://news.robinhood.com/a26ec160-c0d9-3c34-bb0b-3934505561e7/', 'source': 'Yahoo Finance', 'summary': 'Taiwan Semiconductor Manufacturing Co Ltd TSM hit the entire technology industry hard after the company reported Q1 results on Apr 19 before market open.', 'title': '4 ETF Areas Under Watch on Waning Smartphone Demand', 'updated_at': '2018-04-23T21:34:59.894886Z', 'url': 'https://finance.yahoo.com/news/4-etf-areas-under-watch-184506323.html', 'uuid': 'a26ec160-c0d9-3c34-bb0b-3934505561e7', 'currency_id': 'None'}, {'api_source': 'seeking_alpha', 'author': '', 'instrument': 'https://api.robinhood.com/instruments/67d7bb04-8c2e-4338-b72a-18857809ec8d/', 'num_clicks': 41, 'preview_image_url': '', 'preview_image_width': None, 'preview_image_height': None, 'published_at': '2018-04-23T18:59:00Z', 'relay_url': 'https://news.robinhood.com/4d2f466e-131d-3c6b-af13-4b14e689c65b/', 'source': 'Seeking Alpha', 'summary': 'A system such as this one can be a valuable tool to make smart investing decisions by focusing on hard quantified data as opposed to subjective opinions.', 'title': 'By The Numbers: Value And Quality Stocks In Technology', 'updated_at': '2018-04-23T19:34:55.156456Z', 'url': 'https://seekingalpha.com/article/4164921-numbers-value-quality-stocks-technology', 'uuid': '4d2f466e-131d-3c6b-af13-4b14e689c65b', 'currency_id': 'None'}, {'api_source': 'marketwatch', 'author': '', 'instrument': 'https://api.robinhood.com/instruments/67d7bb04-8c2e-4338-b72a-18857809ec8d/', 'num_clicks': 279, 'preview_image_url': 'https://robinhood-prism-storage.s3.amazonaws.com/feed-images/a99fe583-cedd-4bf0-8466-5cb31b7128f1', 'preview_image_width': 1320, 'preview_image_height': 742, 'published_at': '2018-04-03T09:44:00Z', 'relay_url': 'https://news.robinhood.com/e475fea2-767e-3a33-b3dc-d6a7883c4c98/', 'source': 'MarketWatch', 'summary': 'Worries about global trade war, tech weakness persist into second quarter\n\nEuropean stocks were losing ground Tuesday, beginning the second quarter of 2018 dogged by the same technology-sector and trade-war worries that hurt equity markets during the first quarter.\n\nThe moves were tracking a selloff ......', 'title': 'European stocks slump, as techs follow U.S. lead lower', 'updated_at': '2018-04-03T13:34:22.470578Z', 'url': 'https://www.marketwatch.com/story/european-stocks-slump-as-techs-follow-us-lead-lower-2018-04-03', 'uuid': 'e475fea2-767e-3a33-b3dc-d6a7883c4c98', 'currency_id': 'None'}, {'api_source': 'seeking_alpha', 'author': '', 'instrument': 'https://api.robinhood.com/instruments/67d7bb04-8c2e-4338-b72a-18857809ec8d/', 'num_clicks': 106, 'preview_image_url': '', 'preview_image_width': None, 'preview_image_height': None, 'published_at': '2018-04-02T19:17:00Z', 'relay_url': 'https://news.robinhood.com/320cc6aa-eefd-3860-8670-6d7e28437180/', 'source': 'Seeking Alpha', 'summary': 'Thus, new shares are not a commitment to success; they are a commitment by Microvision against current shareholders.\n\nThis article discusses whether there is a reason or need for Microvision (MVIS) shareholders to approve the proposal for the authorization of 50 million new shares at the upcoming ......', 'title': "Microvision's Annual Shareholder Meeting: Authorization For 50 Million New Shares Is Not In Shareholders' Interest", 'updated_at': '2018-04-05T00:36:19.396795Z', 'url': 'https://seekingalpha.com/article/4160601-microvisions-annual-shareholder-meeting-authorization-50-million-new-shares-shareholders', 'uuid': '320cc6aa-eefd-3860-8670-6d7e28437180', 'currency_id': 'None'}, {'api_source': 'marketwatch', 'author': '', 'instrument': 'https://api.robinhood.com/instruments/67d7bb04-8c2e-4338-b72a-18857809ec8d/', 'num_clicks': 287, 'preview_image_url': 'https://robinhood-prism-storage.s3.amazonaws.com/feed-images/b78da218-8799-4d0a-a3ae-05b10426c39a', 'preview_image_width': 1320, 'preview_image_height': 742, 'published_at': '2018-03-28T09:35:00Z', 'relay_url': 'https://news.robinhood.com/3092d15f-03b6-3811-ae3d-a003dbed9474/', 'source': 'MarketWatch', 'summary': 'European tech stocks index down the most since early February\n\nEuropean equities took a sharp hit on Wednesday, with chip stocks losing the most in a tech-driven selloff that also left U.S. stocks in the red in the previous session.\n\nHow markets are moving\n\nThe Stoxx Europe 600 index SXXP, -1.15% ......', 'title': 'European stocks slide more than 1% as tech stocks are hit hard ', 'updated_at': '2018-03-28T13:34:52.297330Z', 'url': 'https://www.marketwatch.com/story/european-stocks-slide-more-than-1-as-tech-stocks-are-hit-hard-2018-03-28', 'uuid': '3092d15f-03b6-3811-ae3d-a003dbed9474', 'currency_id': 'None'}] |
| recent_payment | timedelta64[ns] | Difference in days from recent_pay_date to data of download (positive days means pay date is in the future, negative means it is in the past) | -28 days +00:00:00 |
| ratings | object | Struct: This is a list object. It contains a list of all ratings that were found on robinhood.com | [{'type': 'buy', 'text': 'Chipmakers with heavy automotive exposure, like ST, should profit from the secular trend toward more advanced electronics content in cars over the next few years.'}, {'type': 'sell', 'text': 'Despite being one of the largest chipmakers (by revenue) in the world, ST has not developed a massive scale advantage, as its gross margins and operating profits are below those of other successful pure-play analog chipmakers.'}, {'type': 'buy', 'text': 'ST has made some tough decisions, such as discontinuing the future development of certain digital chip products, but we think these moves will lead to improved profitability for all of ST.'}, {'type': 'sell', 'text': 'ST does not have a strong record of generating excess returns on capital, although it is on pace to significantly improve on this metric.'}, {'type': 'sell', 'text': 'We are concerned about ST’s ownership by the French and Italian governments, which raises doubts as to whether it is truly focused on operating efficiency.'}, {'type': 'buy', 'text': 'ST made some good moves to shed lower-margin businesses, like the ST-Ericsson wireless joint venture and stakes in two low-margin memory chipmakers, in recent years.'}] |
| payout_history | object | Struct: This is a DataFrame object. It contains a DataFrame of all payouts that were found on dividend.com | Payout Amount Declared Date Ex-Dividend Date Record Date Pay Date ▼ 0 0.0510 NaT 2018-03-19 2018-03-20 2018-03-27 |