Is there a website that shows the continuous yield per annum of an index (e.g., SPX) in decimal format? Is it calculated in realtime or just once a day? Is this the same thing as the sum of dividend yield (cash flow / price ?) of the underlyings of the index? Thanks, nitro PS. I know this is a question about the cash and not the futures, so maybe the Index Futures forum is not the right choice to post, but it is the closest forum where people may have the right domain knowledge...
You are right, thanks: http://www.indexarb.com/dividendAnalysis.html I wonder where they get it? Is there a symbol in datafeeds that represents this value? nitro