A Quantitative Risk And Dividend Model

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About: ProShares UltraPro Short S&P 500 ETF (SPXU), Includes: ABBV, AVGO, CC, EQC, GILD, HPQ, IBM, IPG, IWB, LB, M, MSM, MXIM, PCAR, PFE, PM, PPL, SIX, SPHD, SPXS, SPY, STAY, VZ, WSO
by: Fred Piard
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Summary

We present a systematic approach of dividend investing: selecting stocks on simple quantitative criteria, and using a risk indicator for hedging.

Our 20-stock Dividend List has a dividend yield in the 4-5% range.

Our risk indicator MTS10 tells when and how the portfolio should be hedged.

This approach conciliates “timing the market” and “time in the market” in a simple, systematic, repeatable process.

Our presentation is structured in 3 parts about the portfolio itself, the risk indicator and the hedging tactics.

Portfolio

The rules of the Dividend List are simple: we take the 200 stocks with the highest