Subject: Re: Dividend Champs
Here is a first draft.
5-yr CAGR was 7.9 and 5-yr MDD -24.
gSPY 5-yr CAGR was 8.7 and MDD -34.
What are the average number of stocks passing each step? Comparing counts will help determine if these screens really are similar.
passing
step0 3945.8
step1 1000.0
step2 475.2
step3 200.0
step4 170.4
step5 156.0
step6 44.8
step7 44.8
step8 41.4
step9 35.4
step10 17.9
step11 17.0
step12 8.0
{LowVolatility_LowPayout2023a}
step0: [Security Type; lag=1 days] == 10,11,18,48
step1: [rMktCap] <= 1000
step2: [Mkt Days Since Security Opened; lag=1 days] >= 6300
step3: [TR1-Volatility over 799 periods; lag=1 days] Bottom 200
step4: [TR1-Beta vs S&P500 over 799 periods; lag=1 days] < 1
step5: [Yield] > 0
step6: [SI Z Score Q1; lag=1 days] > 2.99
step7: [EPS] > 0
step8: [Payout] > 0
step9: [100*[Payout] - 1.25*[payout5yr]] <= 0
step10: [100*[Payout] - 1.25*[payoutInd]] <= 0
step11: [100*[Payout] - 1.25*[SI Payout - 7 Year Avg.; lag=1 days]] <= 0
step12: [Yield] Top 8
https://gtr1.net/2013/?~LowVol...
SIP Altman Z is:
http://www.datahelper.com/mi/s...
P123 had 3 versions: Altman Z Score (three versions)
http://www.datahelper.com/mi/s...