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The ORTEX dividend forecast scorecard: how accurate our dividend forecasts have been, by region, payment frequency and horizon. It is the same table the ORTEX Dividends pages publish.

Every figure is computed from frozen forecasts, each dated before the company declared, compared with what it then declared. Frozen forecasts are never revised, so a published forecast cannot be improved after the fact; replayed forecasts, rebuilt afterwards for the years before the forecast service, are counted too (see Published and replayed forecasts). A forecast is matched to the first regular declaration for the same listing whose ex-date is within 31 days of the forecast ex-date and which was announced after the forecast was made; an event with nothing declared 60 days after its expected declaration date counts as an omission. Special payments are not scored.

Available Data Points:

• Region: US, Canada, UK, Europe, Japan, Australia (with New Zealand), Asia or Other, by listing venue.
• Frequency: The payment cadence: weekly, monthly, quarterly, semi_annual, annual, irregular or unknown.
• Horizon: How long before the expected declaration the forecasts were frozen (see Horizons).
• Events: Resolved events scored in the cell.
• Ex Exact Pct: Share of events whose forecast ex-date was exactly the declared ex-date, in percent.
• Ex Within 3 Pct: Share whose forecast ex-date was within 3 business days of the declared one.
• Amount Exact Pct: Share whose central forecast amount equaled the declared amount.
• Amount Within 5 Pct: Share whose central forecast amount was within 5% of the declared amount.
• Brier: Mean Brier score of the raise, hold, cut and omit probabilities against the outcome: 0 is perfect, lower is better.
• Cut Precision Pct: Of the events we flagged as at risk (a cut or omission probability of 25% or more), the share that were cut or omitted.
• Cut Recall Pct: Of the events that were cut or omitted, the share we had flagged.
• Scored Since: The date of the earliest frozen forecast the cell scores.

Horizons

Forecasts are frozen at fixed horizons before the expected declaration date and never changed afterwards: first (the first forecast of the event), d90, d30, d7 and d1 (90, 30, 7 and 1 calendar days before).

Updates

The scorecard is rebuilt every day after the forecast run. Percentages are null where a cell has nothing to measure (for example no cuts to recall). Cells fill in as events resolve.

Published and replayed forecasts

The table scores published and replayed forecasts alike. Published forecasts were frozen by the daily ORTEX forecast run from the start of the forecast service; replayed forecasts were rebuilt afterwards from the data as it stood on each day, for the years before it. Scored Since can therefore predate the service. The forecast history endpoint labels each frozen forecast with its origin.

Try it out! You can test the API with the trial key TEST. Simply include it in your request headers; either here, or add the header "Ortex-Api-Key": "TEST" to your http request.

Trial key restrictions: Trial keys may be limited to a specific date range and set of regions. Requests outside the allowed regions or entirely outside the allowed date range are rejected; a date window that partially overlaps the allowed range is trimmed to it, reported in meta.restriction.

Get full access! Get a key at app.ortex.com/apis