Swas - Ceta Research (Page 21)

Growth of $10,000 invested in Dividend Sustainability Germany vs DAX from 2000 to 2025.

dividend investing

Dividend Sustainability on German Stocks: 11.53% CAGR Over 25 Years

The dividend sustainability screen on XETRA stocks returned 11.53% CAGR with a 0.613 Sharpe ratio and 6.49% annual excess over the DAX. Down capture of just -6.7% vs the local benchmark.

Growth of $10,000 invested in Dividend Sustainability Hong Kong vs Hang Seng from 2000 to 2025.

dividend investing

Dividend Sustainability on Hong Kong Stocks: 6.50% CAGR, +4.86% Over Hang Seng

A 5-factor dividend sustainability score backtested on HKSE from 2000-2025. 6.50% CAGR, +4.86% annual excess over the Hang Seng Index, 60% win rate. The screen consistently beat Hong Kong's own market over 25 years.

Growth of $10,000 invested in Dividend Sustainability India (NSE) vs Sensex from 2000 to 2025, reaching roughly $390K.

dividend investing

Dividend Sustainability on Indian Stocks (NSE): 15.81% CAGR Over 25 Years

The dividend sustainability screen on NSE stocks returned 15.81% CAGR over 25 years with 3.75% annual excess over the Sensex. Down capture of -13.3% means the strategy gained on average during market declines.

Growth of $10,000 invested in Dividend Sustainability Japan vs Nikkei 225 from 2000 to 2025.

dividend investing

Dividend Sustainability on Japanese Stocks: 6.70% CAGR, +3.39% Over the Nikkei

A 5-factor dividend sustainability score backtested on JPX from 2000-2025. 6.70% CAGR, +3.39% annual excess over the Nikkei 225, 64% win rate vs local benchmark. Six cash years limited the absolute number, but the screen consistently beat Japan's own market.

Growth of $10,000 invested in Dividend Sustainability Sweden vs OMX Stockholm 30 from 2000 to 2025.

dividend investing

Dividend Sustainability on Swedish Stocks: 10.15% CAGR Over 25 Years

The dividend sustainability screen on Stockholm stocks returned 10.15% CAGR over 25 years with 7.59% annual excess over the OMX Stockholm 30. Explosive upside (+52.6% in 2006, +49.0% in 2020) with 80% win rate vs local benchmark.

Growth of $10,000 invested in Dividend Sustainability Switzerland vs SMI from 2000 to 2025.

dividend investing

Dividend Sustainability on Swiss Stocks: 8.59% CAGR Over 25 Years

The dividend sustainability screen on SIX stocks returned 8.59% CAGR over 25 years with 6.85% annual excess over the SMI. 80% win rate vs local benchmark from Switzerland's world-class quality companies.

Growth of $10,000 invested in Dividend Sustainability Taiwan vs TAIEX from 2000 to 2025.

dividend investing

Dividend Sustainability on Taiwanese Stocks: 4.41% CAGR, Marginally Beats TAIEX

A 5-factor dividend sustainability score backtested on TWSE from 2000-2025. 4.41% CAGR, +0.32% annual excess over TAIEX, 56% win rate. Seven cash years and a tech-heavy market structure made Taiwan the hardest exchange for this approach.

Growth of $10,000 invested in Dividend Sustainability UK vs FTSE 100 from 2000 to 2025.

dividend investing

Dividend Sustainability on UK Stocks: 8.52% CAGR With the Shallowest Drawdown Globally

The dividend sustainability screen on LSE stocks returned 8.52% CAGR with a max drawdown of just -15.93%, the shallowest across all 13 exchanges tested. 7.29% annual excess over FTSE 100, 9.1/10 average sustainability score (highest globally).

Growth of $10,000 invested in Dividend Sustainability US vs S&P 500 from 2000 to 2025. Sustainability grew to $171K, S&P 500 to $66K.

dividend investing

Dividend Sustainability Score: A 5-Factor Screen on 25 Years of US Stock Data

We built a 5-component sustainability score combining payout ratio, debt/equity, FCF coverage, ROE, and Piotroski F-Score. 12.03% CAGR over 25 years vs 7.85% for the S&P 500. Down capture of 12.9%.

Growth of $10,000 invested in Price-to-Book strategy on TSX vs S&P 500, 2000-2025

value-investing

Price-to-Book in Canada: 9.33% CAGR, 41% Down Capture, 25 Years on TSX

Canada's TSX returned 9.33% CAGR on a low P/B screen over 25 years, +4.90% annual excess vs the TSX Composite. In 2022, the portfolio gained +29% while the TSX fell -8% — the largest annual spread across all 18 exchanges we tested.

Growth of $10,000 invested in Price-to-Book strategy on B3/Bovespa vs S&P 500, 2000-2025

value-investing

Price-to-Book on Brazilian Stocks: 16.05% CAGR, Highest Alpha in 18 Markets

Brazil's B3 returned 16.05% CAGR on a low P/B screen over 25 years. 7.61% annual alpha over the Bovespa, the highest vs a local benchmark across 18 exchanges tested. Down capture: 15.36% vs Bovespa. Returns in BRL; currency adjustment reduces but doesn't eliminate the alpha.

Growth of $10,000 invested in Rising Dividend Yield on TSX vs TSX Composite from 2000 to 2025. Returns in CAD.

dividend investing

Rising Dividend Yield on Canadian Stocks: 8.86% CAGR With Zero Cash Periods

We applied the rising dividend yield screen to 25 years of TSX data. 8.86% CAGR, +4.91% annual alpha vs TSX Composite, zero cash periods, and lower volatility than the US version. Canada''s resource and financial sectors are natural dividend growers.