Dividend Yield

Last observation Sep 2023

Coverage
2 Feb 2001 – 8 Sep 2023
Frequency
Weekly
Files
2

This series has not been updated in 3 years. The last observation is 8 September 2023. Use it for historical work; do not treat it as current.

Weekly dividend yield series for the Brazilian stock market, used as a return predictor in the NEFIN predictability datasets. One observation per week, expressed as a fraction (not percent).

Download

Read it directly

# Python
import pandas as pd
df = pd.read_csv("https://nefin.com.br/resources/Predictability/dividend_yield.csv")

# R
df <- readr::read_csv("https://nefin.com.br/resources/Predictability/dividend_yield.csv")

How to cite

Please cite the dataset when you use it in published work.

NEFIN (2026). Dividend Yield.
Center for Research in Financial Economics, University of São Paulo.
https://nefin.com.br/data/dividend-yield/