dividend investing - Ceta Research

Growth of ₹10,000 invested in Dividend Sustainability India (NSE) vs Sensex from 2000 to 2025, reaching roughly ₹3.97 lakh.

dividend investing

Dividend Sustainability on Indian Stocks (NSE): 15.86% CAGR Over 25 Years

The dividend sustainability screen on NSE stocks returned 15.86% CAGR over 25 years with 3.80% annual excess over the Sensex. Down capture of -19.3% means the strategy gained on average during market declines.

Growth of $10,000 invested in Dividend Sustainability Australia vs ASX 200 from 2000 to 2025.

dividend investing

Dividend Sustainability on Australian Stocks: 6.12% CAGR, +2.23% Over ASX 200

A 5-factor dividend sustainability score backtested on ASX from 2000-2025. 6.12% CAGR, +2.23% annual excess over ASX 200, 64% win rate. Lowest volatility in our global comparison at 14.85%.

Growth of $10,000 invested in Dividend Sustainability US vs S&P 500 from 2000 to 2025. Sustainability grew to $128K, 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. 10.73% CAGR over 25 years vs 7.85% for the S&P 500. Jensen's alpha of 3.89%.

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

dividend investing

Dividend Sustainability on Taiwanese Stocks: 4.53% CAGR, Marginally Beats TAIEX

A 5-factor dividend sustainability score backtested on TWSE from 2000-2025. 4.53% CAGR, +0.44% annual excess over TAIEX, 52% 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 China vs SSE Composite from 2000 to 2025.

dividend investing

Dividend Sustainability on Chinese Stocks: 6.90% CAGR, +4.47% Over SSE Composite

A 5-factor dividend sustainability score backtested on Shanghai and Shenzhen from 2000-2025. 6.90% CAGR, +4.47% annual excess over SSE Composite, 76% win rate vs local benchmark. High volatility (32.31%) is the main cost.

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: 6.64% CAGR, +5.00% Over Hang Seng

A 5-factor dividend sustainability score backtested on HKSE from 2000-2025. 6.64% CAGR, +5.00% annual excess over the Hang Seng Index, 56% win rate. The screen consistently beat Hong Kong's own market over 25 years.

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

dividend investing

Dividend Sustainability on Japanese Stocks: 5.55% CAGR, +2.24% Over the Nikkei

A 5-factor dividend sustainability score backtested on JPX from 2000-2025. 5.55% CAGR, +2.24% annual excess over the Nikkei 225, 60% win rate vs local benchmark. Seven cash years limited the absolute number, but the screen consistently beat Japan's own market.

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

dividend investing

Dividend Sustainability on UK Stocks: 9.38% CAGR, Largest Local-Benchmark Excess

The dividend sustainability screen on LSE stocks returned 9.38% CAGR with 8.16% annual excess over the FTSE 100, the largest local-benchmark excess in the series. 8.07% Jensen alpha, 80% win rate, 9.2/10 average sustainability score (highest globally).

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

dividend investing

Dividend Sustainability on Swiss Stocks: 8.72% CAGR Over 25 Years

The dividend sustainability screen on SIX stocks returned 8.72% CAGR over 25 years with 6.98% annual excess over the SMI. 84% win rate vs local benchmark from Switzerland's world-class quality companies.

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

dividend investing

Dividend Sustainability on Swedish Stocks: 10.21% CAGR Over 25 Years

The dividend sustainability screen on Stockholm stocks returned 10.21% CAGR over 25 years with 7.65% annual excess over the OMX Stockholm 30. Explosive upside (+55.6% in 2006, +45.5% in 2020) with 72% win rate vs local benchmark.

Growth of $10,000 invested in Dividend Sustainability Canada vs TSX Composite from 2000 to 2025.

dividend investing

Dividend Sustainability on Canadian Stocks: 9.96% CAGR Over 25 Years

The dividend sustainability screen on TSX stocks returned 9.96% CAGR over 25 years with 6.00% annual excess over the TSX Composite. 68% win rate vs local benchmark, 10.75% down capture.

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

dividend investing

Dividend Sustainability on German Stocks: 12.27% CAGR Over 25 Years

The dividend sustainability screen on XETRA stocks returned 12.27% CAGR with a 0.652 Sharpe ratio and 7.23% annual excess over the DAX. Down capture of just -2.5% vs the local benchmark.