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Solid Dow Dividends With Least European Exposure
live (public) 0.61% May 03
To further refine the list, we want to get a ranking of European exposure and map that in. I
want to find a blind filter -- something that doesn't rely on
qualitative analysis even of quantitative data. So, I devised a simple
scoring system.
I took the Payout ratio and divided it by the dividend yield and then multiplied it by (1-% of European revenue).
My reasoning was that the higher the payout the better. The lower the
dividend yield the better and the smaller the European revenue the
better. This would enable me to rank the equities in what could be a
blind but, hopefully, meaningful way. As Wal-Mart, Travelers, and
Microsoft didn't offer
detailed enough
information on European exposure in their reports, I arbitrarily
assigned the revenue percentage to 50. I know it is lower than that but I
wanted to be conservative. If data comes to light, this can be changed
or you can arbitrarily decide to put one of these in. It's not as if
there are any really horrible stocks in the mix.
| Company | Payout Ratio | Dividend Yield | % of European Revenue 2010 | Score |
| JPMorgan Chase (NYSE: JPM) | 3.50% | 13% | 28% | 19% |
| Chevron (NYSE: CVX) | 3.50% | 22% | 7% | 15% |
| Intel (Nasdaq: INTC) | 3.70% | 32% | 13% | 10% |
| ExxonMobil (NYSE: XOM) | 2.50% | 22% | 21% | 9% |
| Home Depot (NYSE: HD) | 3.20% | 43% | 0% | 7% |
| Coca-Cola (NYSE: KO) | 2.90% | 34% | 15% | 7% |
| Boeing (NYSE: BA) | 2.70% | 33% | 12% | 7% |
| Microsoft (NYSE: MSFT) | 3.30% | 23% | 50% | 7% |
| General Electric (NYSE: GE) | 4.10% | 48% | 21% | 7% |
| DuPont (NYSE: DD) | 3.70% | 45% | 26% | 6% |
| 3M (NYSE: MMM) | 2.90% | 37% | 23% | 6% |
| United Tech (NYSE: UTX) | 2.70% | 34% | 25% | 6% |
| Pfizer (NYSE: PFE) | 4.30% | 54% | 28% | 6% |
| Johnson & Johnson (NYSE: JNJ) | 3.70% | 54% | 26% | 5% |
| Procter & Gamble (NYSE: PG) | 3.40% | 51% | 34% | 4% |
| Wal-Mart (NYSE: WMT) | 2.60% | 30% | 50% | 4% |
| Kraft (NYSE: KFT) | 3.40% | 64% | 24% | 4% |
| Travelers (NYSE: TRV) | 3.10% | 41% | 50% | 4% |
| McDonald's (NYSE: MCD) | 3% | 48% | 40% | 4% |
Source: Yahoo! Finance.
It's impossible to be completely blind and I was surprised that JPM came
top of the list. To fully explore whether this is of any use, I am
going to split the group into the top half and bottom half. I will take
everything that scored 7% and above and those that scored 6% and less.
We will compare these with our dividend ETF benchmark and the original set of all of them.
| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| Emerging Market Equity | DEM (WisdomTree Emerging Markets High Dividend Fund) | 1.27% | WisdomTree Emerging Markets Equity Inc | 16.59% |
| Real Estate | VNQ (Vanguard Real Estate Index Fund ETF Shares) | 0.67% | Vanguard REIT Index ETF | 14.07% |
| US Equity | USMV (iShares MSCI USA Min Vol Factor ETF) | 0.58% | iShares MSCI USA Min Volatility | 7.81% |
| US Equity | VIG (Vanguard Dividend Appreciation Index Fund ETF Shares) | 0.98% | Vanguard Dividend Appreciation ETF | 8.03% |
| CASH | CASH (CASH) | 0.0% | CASH | 18.70% |
| International Equity | VEA (Vanguard FTSE Developed Markets Index Fund ETF Shares) | 0.92% | Vanguard MSCI EAFE ETF | 14.71% |
| General Bond | BKLN (Invesco Senior Loan ETF) | 0.24% | PowerShares Senior Loan Port | 20.09% |
* Day change on 05/03/2024.
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Since 06/11/2004
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Solid Dow Dividends With Least European Exposure | 1.5% | 9.4% | -13.3% | -5.6% | -1.5% | 4.0% |
| VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.5% | 12.5% | 14.6% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 7.7% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/14/2004 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.0 | 1.5 | 9.4 | -13.3 | -5.6 | -1.5 | 4.0 | 3.1 | -32.2 | -9.3 | 11.0 | 2.8 | 14.2 | -7.9 | 9.0 | 5.5 | -0.6 | -0.5 | 31.9 | 3.1 | 10.3 | 13.7 | 19.0 | -30.8 | 11.2 | 19.3 | 7.5 | 7.2 |
| Sharpe Ratio | NA | 0.04 | 0.72 | -0.54 | -0.29 | -0.14 | NA | 0.1 | -0.75 | -0.97 | 1.46 | 0.13 | 2.38 | -1.07 | 1.87 | 0.6 | -0.07 | -0.06 | 2.83 | 0.2 | 0.45 | 0.69 | 0.66 | -0.74 | 0.49 | 1.41 | 0.45 | 0.59 |
| Draw Down(%) | NA | 3.3 | 7.2 | 45.0 | 45.0 | 45.0 | NA | 51.1 | 42.2 | 16.1 | 3.3 | 24.6 | 3.1 | 12.4 | 1.7 | 5.8 | 9.0 | 9.5 | 6.6 | 11.2 | 18.1 | 18.7 | 28.9 | 41.4 | 9.9 | 9.6 | 7.7 | 6.8 |
| Standard Deviation(%) | NA | 7.2 | 7.8 | 29.0 | 24.4 | 18.1 | NA | 19.9 | 48.6 | 11.1 | 7.5 | 20.5 | 5.4 | 8.6 | 4.5 | 8.8 | 8.8 | 8.6 | 11.3 | 15.3 | 23.1 | 19.7 | 28.7 | 42.8 | 16.7 | 11.4 | 11.9 | 11.0 |
| Treynor Ratio | NA | 0.01 | 0.11 | -0.39 | -0.15 | -0.05 | NA | 0.03 | -1.04 | -0.27 | 0.22 | 0.05 | 0.37 | -0.2 | 0.17 | 0.1 | -0.01 | -0.01 | 0.35 | 0.03 | 0.11 | 0.16 | 0.19 | -0.31 | 0.08 | 0.16 | 0.05 | 0.07 |
| Alpha | NA | -0.03 | -0.02 | -0.06 | -0.04 | -0.02 | NA | -0.01 | -0.16 | -0.01 | -0.01 | -0.03 | 0.01 | -0.02 | 0.0 | 0.0 | 0.0 | -0.03 | 0.02 | -0.04 | 0.04 | 0.01 | -0.01 | 0.05 | 0.03 | 0.02 | 0.02 | 0.0 |
| Beta | NA | 0.45 | 0.53 | 0.4 | 0.48 | 0.48 | NA | 0.77 | 0.35 | 0.4 | 0.5 | 0.55 | 0.35 | 0.46 | 0.49 | 0.56 | 0.5 | 0.64 | 0.92 | 1.03 | 0.96 | 0.82 | 1.02 | 1.02 | 0.99 | 1.01 | 1.06 | 0.97 |
| RSquared | NA | 0.55 | 0.63 | 0.09 | 0.24 | 0.3 | NA | 0.62 | 0.01 | 0.75 | 0.74 | 0.88 | 0.64 | 0.84 | 0.53 | 0.68 | 0.78 | 0.71 | 0.81 | 0.74 | 0.94 | 0.57 | 0.94 | 0.95 | 0.91 | 0.79 | 0.85 | 0.84 |
| Sortino Ratio | NA | 0.05 | 1.06 | -0.55 | -0.31 | -0.15 | NA | 0.13 | -0.75 | -1.31 | 2.1 | 0.16 | 3.55 | -1.34 | 2.8 | 0.83 | -0.1 | -0.08 | 4.33 | 0.27 | 0.6 | 0.99 | 0.94 | -1.02 | 0.66 | 2.11 | 0.64 | 0.85 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.04 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.81 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/11/2004
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