Search: yield

Sort by: Relevance Date
1–6 of 6 collapsed search results for yield

RBA Glossary definition for yield

yield – The expected rate of return expressed as a percentage of the net outlay or net proceeds of an investment, not of its face value.

Search Results

A History of Australian Equities

1 Jun 2019 RDP 2019-04
Thomas Mathews
Lamberton calculated a series of market capitalisation-weighted share price indices and a single dividend yield series. ... Dividend yield. 1880. Lamberton (1958a, 1958b), extended with Sydney Stock Exchange Official Gazettes and modern sources.
https://www.rba.gov.au/publications/rdp/2019/2019-04/full.html

Australian Equity Market Facts: 1917–2019

19 Jun 2019 RDP 2019-04
Thomas Mathews
capitalised into share prices, but not immediately into trailing dividends; this results in sharp, temporary declines in dividend yields. ... For example, this probably explains the fall in yields in the 1960s and then subsequent sharp recovery.
https://www.rba.gov.au/publications/rdp/2019/2019-04/australian-equity-market-facts-1917-2019.html

Introduction

19 Jun 2019 RDP 2019-04
Thomas Mathews
Lamberton calculated a series of market capitalisation-weighted share price indices and a single dividend yield series. ... Dividend yield. 1880. Lamberton (1958a, 1958b), extended with Sydney Stock Exchange Official Gazettes and modern sources.
https://www.rba.gov.au/publications/rdp/2019/2019-04/introduction.html

Appendix A: Data Coverage and External Validity

19 Jun 2019 RDP 2019-04
Thomas Mathews
Later on, yields were reported, but not for mining companies, where the value of dividends was reported instead. ... Prior to decimal currency, yields appear to have been reported in per cent, but displayed in pounds (e.g.
https://www.rba.gov.au/publications/rdp/2019/2019-04/appendix-a.html

References

19 Jun 2019 RDP 2019-04
Thomas Mathews
Lamberton DMcL (1958a), Security Prices and Yields 1875–1955, Pamphlet, Sydney Stock Exchange Research and Statistical Bureau, Sydney.
https://www.rba.gov.au/publications/rdp/2019/2019-04/references.html

A History of Australian Equities

1 Jun 2019 RDP 2019-04
Thomas Mathews
This includes bond yields, GDP, and modern equivalents of all the series calculated in the paper from the previous two files (eg price indices, PE ratios).
https://www.rba.gov.au/publications/rdp/2019/2019-04/read-me.html