How do I calculate dividend growth rate for the market?

Hi,

I've trying to calculate the dividend growth rate for the market over the last five and ten years. The problem I'm having is that for companies: 1. just start to pay dividend during the period, 2. stops paying dividend, and 3, stops paying dividend then starts again

What's the mathematical treatment of these events?

Using geometric mean (equivalent annual compound growth rate) doesn't fully capture them and sometimes is mathematically impossible (when 0 is the divisor)

Also, when averaging the growth rates of all companies, shall I be using harmonic mean instead of arithmetical mean?

I'm stuck, help me please!

5 Comments
 
proformaThat depends on how you define your market. You could look at a given industry and take the equal weighted average dividend growth rate across the companies or you could weight individual dividend growth weights by market cap. If you use one of the above methods you dont need to worry about dividend start/stops of individual companies.

Great idea, it worked!! THanks!!!

 

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