statistical data
Dividend Change Median 12 month price return before announcement Median 3 month price return after announcement Median Adjusted Dividend Payout Ratio before announcement Median Dividend Yield before announcement Percent with negative EPS before announcement
Big Cut -14% -15% 100% 4% 25%
Small Cut 0% -1% 91% 6% 11%
Stay the Same 10% 2% 44% 2% 10%
Small Raise 12% 4% 45% 2% 4%
Big Raise 20% 5% 23% 1% 9%
Disclosure Title
Figure 5. Source
Disclosure

Schwab Center for Financial Research. Past performance is no guarantee of future results.

 

Note: This table groups dividend paying stocks from the Russell 1000 Index into buckets based on the change in their dividend. Stocks were monitored from 2010 to 2020. Stocks with a dividend cut of 20% or more were grouped into the bucket labeled "Big Cut.” Stocks with a big cut in their dividend had a median stock price decline of 14% before the announcement of the cut and the stock price continued to fall by a median of 15% in the quarter after the announcement. These companies had a median adjusted dividend payout ratio of 100%. When earnings are negative, the dividend payout ratio loses meaning, so it was adjusted to be 100% for those stocks with negative earnings. In contrast, stocks that raised their dividend by 20% or more (grouped into the bucket "Big Raise") had a median price return of 20% in the year before the announcement, continued to appreciate after the announcement, and had a dividend payout ratio of just 23%. Compared to stocks that raised their dividend, stocks that cut their dividend had higher dividend yields and were more likely to have negative earnings.