dividend investing
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%.
dividend investing
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.
dividend investing
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.
dividend investing
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.
dividend investing
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.
dividend investing
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).
dividend investing
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.
dividend investing
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.
dividend investing
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.
dividend investing
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.
dividend investing
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%.
dividend investing
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.