Subject: Re: Dividend Champs
Standard gtr1 only does about 3 years of retrospective, and so can't duplicate P123's 5 years of daily returns.
Of course, there are many ETFs available:
NOBL ProShares S&P 500 Dividend Aristocrats
RDVY First Trust Rising Dividend Achievers ETF
SPHD Invesco S&P 500 High Dividend Low Volatility ETF
SDOG ALPS Sector Dividend Dogs ETF
{Old_VeryLowVolatility} screen's CAGR is close to the general market.
Screen CAGR GSD MDD Sharpe Beta AT From To Depth
SP500MktCapWeight 8.7 22 -34 0.46 1.0 0.1 20180309 20230310 500
LowVolatility_LowPayout2023a 7.9 16 -24 0.49 0.6 1.2 20180309 20230310 8
VeryLowVolatility_LowPayout2023b 6.7 19 -30 0.38 0.6 1.4 20180309 20230310 3
Old_VeryLowVolatility 9.3 17 -34 0.57 0.6 0.7 20180309 20230310 20
VeryLowVolatility 4.3 23 -44 0.26 0.7 0.7 20180309 20230310 20
SP500MktCapWeight 12.4 17 -34 0.80 1.0 0.2 20120702 20230310 500
LowVolatility_LowPayout2023a 12.0 13 -24 0.90 0.6 1.2 20120702 20230310 8
VeryLowVolatility_LowPayout2023b 8.0 15 -30 0.57 0.6 1.1 20120702 20230310 2
Old_VeryLowVolatility 11.3 14 -34 0.86 0.6 0.6 20120702 20230310 20
VeryLowVolatility 9.1 17 -44 0.63 0.7 0.7 20120702 20230310 20
SP500MktCapWeight 10.3 17 -54 0.44 1.0 0.2 19570301 20230310 499
Old_VeryLowVolatility 11.1 13 -41 0.58 0.5 0.6 19570301 20230310 20
VeryLowVolatility 11.7 13 -44 0.63 0.5 0.7 19570301 20230310 20
The 20 Russell 1000 stocks older than 25 years with the lowest daily price change volatility:
Ticker styp.a [MktCap] fincd49.a dspo:1 vol:1,799,1 Company Name
VZ 11 154,052 32 9845 0.21 VERIZON COMMUNICATIONS INC
JNJ 11 394,836 13 19749 0.22 JOHNSON & JOHNSON
BMY 11 137,911 13 22541 0.23 BRISTOL MYERS SQUIBB COMPANY
CL 11 59,214 9 23424 0.23 COLGATE PALMOLIVE COMPANY
KMB 11 41,291 9 23636 0.24 KIMBERLY CLARK CORP
PG 11 323,651 9 23571 0.24 PROCTER & GAMBLE COMPANY THE
HRL 11 21,409 2 15276 0.24 HORMEL FOODS CORP
BRK-A 11 670,433 46 11700 0.24 BERKSHIRE HATHAWAY INC CL A
KO 11 256,183 3 24482 0.24 COCA COLA COMPANY THE
GIS 11 46,296 2 23745 0.25 GENERAL MILLS INC
K 11 21,840 2 16067 0.25 KELLOGG COMPANY
PEP 11 236,929 3 24482 0.25 PEPSICO INC
SLGN 11 5,673 17 6559 0.25 SILGAN HOLDINGS INC
BRK-B 11 670,216 46 6754 0.25 BERKSHIRE HATHAWAY INC CL B
WM 11 60,949 49 8760 0.25 WASTE MANAGEMENT INC
WMT 11 369,381 43 12684 0.25 WALMART INC
MRK 11 273,381 13 19340 0.25 MERCK & COMPANY INC
CHD 11 20,470 9 11648 0.25 CHURCH & DWIGHT COMPANY INC
SJM 11 15,769 2 14444 0.26 J M SMUCKER COMPANY THE
HSY 11 34,929 3 23997 0.26 THE HERSHEY COMPANY
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