dividend investing - Ceta Research (Page 2)

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.

Growth of $10,000 invested in Dividend Coverage US vs S&P 500 from 2000 to 2025. Coverage grew to $154K, S&P 500 to $66K.

dividend investing

Dividend Coverage: Screening for Cash-Backed Dividends on 25 Years of US Data

We screened US stocks for companies whose free cash flow comfortably covers dividend payments. 11.56% CAGR over 25 years vs 7.85% for the S&P 500. Zero cash periods.

Growth of $10,000 invested in Dividend Coverage Germany (XETRA) vs DAX from 2000 to 2025.

dividend investing

Dividend Coverage on German Stocks: 12.83% CAGR, 7.79% Annual Alpha vs DAX

Dividend coverage on XETRA: 12.83% CAGR over 25 years, 7.79% annual alpha vs the DAX. Best Sharpe ratio (0.519) of any exchange tested. Zero cash periods across 25 rebalances.

Growth of $10,000 invested in Dividend Coverage UK (LSE) vs FTSE 100 from 2000 to 2025.

dividend investing

Dividend Coverage on UK Stocks: 9.38% CAGR, 80% Win Rate, Strong Drawdown Protection

Dividend coverage on LSE: 9.38% CAGR over 25 years, 80% win rate, max drawdown -23.46%. During 2008, coverage stocks fell just 3.8% while the FTSE 100 dropped 22.0%.

Growth of $10,000 invested in Dividend Coverage Sweden vs OMX30 from 2000 to 2025. Coverage grew to $128K.

dividend investing

Dividend Coverage on Swedish Stocks: Best Risk-Adjusted Returns in Our Global Test

We screened Stockholm-listed stocks for FCF-backed dividends. 10.74% CAGR over 25 years with a 0.485 Sharpe ratio, among the highest risk-adjusted returns of any exchange we tested. Just -3.4% in 2008.