Tag Archives: S&P 500 High Dividend Index
Battle of Factors: Low Volatility versus High Beta
2020 has surprised us all with a number of firsts. Not only did we witness wild swings in the market from one quarter to the next, we also saw an unusual performance of commonly followed factors. While this blog will not attempt to predict factor performance, it will address recent factor behavior and put this…
Profiling the “Personality” of 2 Dividend Strategies – A Factor Look
How do the personalities of two dividend index portfolios look when reviewed under the “Factor Lens”? Using the Optimal Asset Management’s Factor Allocator tool, let’s review two strategies – S&P 500 Dividend Aristocrats and the S&P 500 High Dividend Index. We can identify the average factor exposures of each strategy since January 1995 by viewing…
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Dividends and Buybacks: S&P 500® Buyback Index Outperforms
In general, it is a positive sign when a company buy back shares. This means the company believes its stock is undervalued and is confident about its future earnings. In recent years, buybacks have become increasingly popular. With a record number of companies buying back shares, how are these companies are faring? A company can…
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Combining the Quality Factor With Dividend Yield: A Study of S&P DJI Dividend Strategies
As of Dec. 31, 2018, the passive implementation of dividend strategies measured approximately USD 141 billion based on assets under management (AUM) of dividend-focused ETFs listed in the U.S. This is a staggering amount considering that only 10 years ago the AUM amounted to just over USD 6 billion.[1] The growth in assets, as well…
When Market Timing Is Unusually Pointless
Among the many themes to have emerged in U.S. markets during the first six months of 2017, low volatility in equities and changes in the global interest rate environment—some realized and some anticipated—were particularly important drivers. In a similar vein to our summary on Europe, here are some thoughts on these trends. The potential rewards…
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