dividend investing - Ceta Research (Page 4)

Growth of $1 invested in high dividend yield quality screen on Canadian stocks from 2000 to 2025.

dividend investing

High Dividend Yield Screen on Canadian Stocks: 6.78% CAGR (TSX Backtest)

We backtested a high dividend yield screen with quality filters on Canadian stocks (TSX) from 2000-2025. 6.78% CAGR with +2.83% annual alpha over the TSX Composite and strong crisis resilience.

dividend investing

High Dividend Yield Quality Screen Across Global Exchanges

We backtested a high dividend yield quality screen across 14 global exchanges from 2000-2025. 10 of 14 exchanges beat their local benchmark. India (NSE-only) is the exception -- 60% cash, underperforms Sensex. Germany, HK, UK, US, Canada all show strong alpha.

Growth of $1 invested in high dividend yield quality screen on German stocks from 2000 to 2025.

dividend investing

High Dividend Yield Screen on German Stocks: 10.00% CAGR (XETRA Backtest)

We backtested a high dividend yield screen with quality filters on German stocks (XETRA) from 2000-2025. 10.00% CAGR with +4.96% annual alpha over the DAX and a 0.494 Sharpe ratio.

Growth of $1 invested in high dividend yield quality screen on Hong Kong stocks from 2000 to 2025.

dividend investing

High Dividend Yield Screen on Hong Kong Stocks: 7.93% CAGR (HKSE Backtest)

We backtested a high dividend yield screen with quality filters on Hong Kong stocks (HKSE) from 2000-2025. 7.93% CAGR with +6.29% annual alpha over the Hang Seng, the strongest outperformance of any exchange tested.

Growth of $1 invested in high dividend yield quality screen on NSE Indian stocks vs Sensex from 2000 to 2025.

dividend investing

High Dividend Yield Screen on Indian Stocks (NSE): 5.92% CAGR, Underperforms Sensex

We backtested a high dividend yield quality screen on NSE stocks from 2000-2025. 5.92% CAGR vs 12.06% Sensex, with 60% cash periods. The signal is too strict for India's early market structure, but produced +81.9% in 2023 when invested.

Growth of $1 invested in high dividend yield quality screen on UK stocks from 2000 to 2025.

dividend investing

High Dividend Yield Screen on UK Stocks: 5.67% CAGR (LSE Backtest)

We backtested a high dividend yield screen with quality filters on UK stocks (LSE) from 2000-2025. 5.67% CAGR with +4.45% annual alpha over the FTSE 100. The quality filters nearly quintupled the index return.

Growth of $1 invested in high dividend yield quality screen vs S&P 500 from 2000 to 2025 on US exchanges.

dividend investing

High Dividend Yield Screen: 12.25% CAGR With Quality Filters (25-Year Backtest)

We backtested a high dividend yield screen with quality filters (ROE, FCF, debt) across 25 years of US stock data. 12.25% CAGR vs 7.85% for the S&P 500, with near-zero down capture.

Growth of $10,000 invested in High Yield Blue Chips Sweden (STO) vs OMX Stockholm 30 from 2000 to 2025.

dividend investing

High Yield Blue Chips in Sweden: 9.7% CAGR Over 25 Years of Stockholm Exchange Data

The Dogs of the Dow adapted for Sweden. Take the 30 largest STO stocks, buy the 10 highest-yielding. 9.7% CAGR over 25 years, +6.8% excess over the OMX Stockholm 30, 68% win rate against the local benchmark.

Growth of $10,000 invested in Dogs of the Dow vs S&P 500 from 2000 to 2025. Dogs grew to $114K, S&P 500 to $63K.

dividend investing

Dogs of the Dow: 25 Years of Data on the Simplest Stock Strategy

Buy the 10 highest-yielding Dow stocks every January. Hold for a year. Repeat. We tested 25 years of data. Dogs returned 10.2% vs 7.6% for the S&P 500. The real story is risk: Sharpe of 0.693 vs 0.322, max drawdown of -19.7% vs -34.9%.

CAGR comparison of High Yield Blue Chips strategy across 13 global exchanges from 2000 to 2025.

dividend investing

Dogs of the Dow Across 13 Global Markets: Where High-Yield Blue Chips Work (and Where They Don't)

We tested the Dogs of the Dow strategy on 13 global exchanges from 2000 to 2025. The strategy beat the S&P 500 in 6 of 13 markets. India and Sweden stood out. Japan beat the Nikkei but trailed SPY.

Growth of $10,000 invested in High Yield Blue Chips India (BSE) vs Sensex from 2000 to 2025.

dividend investing

High Yield Blue Chips in India: 14.6% CAGR Over 25 Years of BSE Data

The Dogs of the Dow adapted for India. Take the 30 largest BSE stocks by market cap, buy the 10 highest-yielding. Over 25 years, this returned 14.6% annually, beating the Sensex by 3.2% with a 60% win rate.