Dividend yield strategies in the canadian stock market
Financial Analysts Journal, Vol.
Money A2Z
The "Dogs of the Dow" strategy has become an increasingly popular investment strategy for unit investment trusts, resulting in superior performance for U. To examine its effectiveness for Canadian investors, we applied this high-dividend-yield strategy to the Toronto 35 Index for the first 10 years of the index's existence. The 10 top-performing portfolios' higher compound returns were sufficient to compensate for taxes and transaction costs.
Perhaps more important, both the Sharpe index, which measures excess return to total risk, and the Treynor index, which measures excess return to market risk, indicate that the strategy produced higher risk-adjusted returns than the Toronto The Dogs strategy also performed well against the broader, but similar, Toronto Stock Exchange Index.
Visscher, Sue and Filbeck, Greg, Dividend-Yield Strategies in the Canadian Stock Market. Subscribe to this fee journal for more curated articles on this topic.
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Not Available for Download Share: Using the URL or DOI link below will ensure access to this page indefinitely. Sue Visscher Mayo Clinic Greg Filbeck Penn State Behrend. Abstract The "Dogs of the Dow" strategy has become an increasingly popular investment strategy for unit investment trusts, resulting in superior performance for U. Sue Visscher Contact Author Mayo Clinic email 1st St SW Rochester, MN United States.
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Greg Filbeck Penn State Behrend email Burke Erie, PA United States. Not Available for Download. Paper statistics Abstract Views. Related eJournals Derivatives eJournal Follow. Derivatives eJournal Subscribe to this fee journal for more curated articles on this topic FOLLOWERS. Eastern, Monday - Friday. Submit a Paper Section Text Only Pages.
Financial Analysts Journal : Dividend-Yield Strategies in the Canadian Stock Market | CFA Institute Publications
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