API Enterprise

ORTEX index dividend points by futures expiry, per constituent: one row per index, monthly expiry and constituent with a dividend in the window, its dividend per share and what it adds in index points.

The windows are the next four monthly futures expiries of the Hang Seng Index (HSI), the Hang Seng China Enterprises Index (HSCEI) and the Hang Seng TECH Index (HSTECH). An HKEX index future expires on the business day before the last business day of its month; a window counts the dividends going ex after the expiry before, up to and including its own expiry.

Paid and declared dividends count in full in the window of their ex-date. An ORTEX forecast dividend is spread over the business days around its forecast ex-date, from the forecast's own date band (the range that held 80% of the method's past ex-dates) and date confidence (the share it hit exactly), and counts in each window at the probability that it goes ex there. A dividend D on a stock with index weight w and price P adds w x L x D / P points, L being the index level, on the date of the weights (the index's tracker fund holdings, refreshed quarterly).

Available Data Points:

• Index / Contract Month / Expiry: The index and the futures expiry window.
• Ticker / Company Name / Exchange Symbol: The constituent's Hong Kong listing.
• ORTEX Tid / Sid / Cid: The listing's ORTEX trading item, security and company ids.
• Weight Pct: The constituent's index weight, in percent.
• Status: paid, declared or forecast: the constituent's main dividend in the window.
• Ex Date: Its ex-date: the forecast ex-date for a forecast.
• Ex Date Probability: The probability that it goes ex in this window (1 for paid and declared).
• Ex Band Days / Date Confidence: The forecast's ex-date band (+/- business days) and confidence.
• Price Currency: The currency of the listing's price, and of the dividend amounts.
• Dividend P10 / P50 / P90: The dividend per share, in the price currency (converted at the ex-date's rate): the forecast's range, or the amount paid or declared.
• Expected Dividend: Every dividend in the window weighted by its probability, in the price currency.
• Points Per Dividend Unit: Index points per unit of dividend per share (w x L / P).
• Paid / Declared / Forecast Points: The constituent's points in the window, as on the index row.
• Points P10 / P50 / P90: The constituent's points in the window with its forecast's amount range.
• Yield Pct: Points P50 over the index level, in percent.
• Forecasts Visible: False when the forecast figures are withheld (see Publishing).

Levels

Points need the index level. ORTEX holds the HSI's; for the HSCEI and the HSTECH the points are null and the yield (points over the level) is served: multiply it by the level for points.

Publishing

Paid and declared figures are always served. Where the forecasts of a constituent's country are not published, its forecast figures are null and Forecasts Visible is false.

Updates

Rebuilt once a day and again after each forecast run, with the index points table.

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 date range and a set of regions. The table has no date dimension, so a key whose allowed range ends before today is rejected; a region-limited key is rejected with 403 restrictedRegion.

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