Regional Europe Midcap 50 Dividend Yield Index

29 Mar Regional Europe Midcap 50 Dividend Yield Index

Posted at 19:47h in Analytics, Lapis Dividend Yield Indices, Regional by Lapis_am

Lapis Europe Midcap 50 Dividend Yield

The Lapis Europe MidCap 50 Dividend Yield Index is composed of 50 european equally weighted stocks with a market capitalization between EUR 2 billion and EUR 10 billion and with uninterrupted and continuously increasing dividend payments over the last 5 years. The Index is rebalanced on a quarterly basis (end of January, April, July, and October).

index facts

Weighting Method	Rebalancing Frequency	Calculation Frequency	Calculation Currency	Launch Date	Initial Price	Nav	Last Update	cancel
Equal weighted	Quarterly: end of January, April, July, October	Daily	EUR	01.01.2012	EUR 100.-	275.42	31.07.2023

index facts

Weighting Method	Equal weighted	empty
Rebalancing Frequency	Quarterly: end of January, April, July, October
Calculation Frequency	Daily
Calculation Currency	EUR
Launch Date	01.01.2012
Initial Price	EUR 100.-
Nav 31.07.2023	275.42

PERFORMANCE

empty	2013	2014	2015	2016	2017
Index	26.93%	11.25%	20.35%	3.73%	15.97%
Benchmark	22.73%	5.00%	7.35%	4.24%	10.05%
	2018	2019	2020	2021	2022
Index	-10.27%	30.87%	-17.10%	21.52%	-16.11%
Benchmark	-11.24%	29.36%	-2.59%	24.10%	-8.55%
	YTD	1 Yr	3 Yr avg	since inception avg
Index	9.95%	1.02%	5.41%	9.14%
Benchmark	21.29%	24.94%	14.13%	9.56%

PERFORMANCE

empty	Index	Benchmark
2013	26.93%	22.73%
2014	11.25%	5.00%
2015	20.35%	7.35%
2016	3.73%	4.24%
2017	15.97%	10.05%
2018	-10.27%	-11.24%
2019	30.87%	29.36%
2020	-17.10%	-2.59%
2021	21.52%	24.10%
2022	-16.11%	-8.55%
YTD	9.95%	21.29%
1 Yr	1.02%	24.94%
3 Yr avg	5.41%	14.13%
since inception avg	9.14%	9.56%

Constituents

Sector Breakdown

Country Breakdown

RATIOS

Void	empty	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022
P/E	Lapis Europe MidCap 50 DY Index	16.27	19.40	18.86	17.95	16.76	12.25	15.48	17.80	17.16	8.95
	Benchmark	22.92	18.95	21.37	20.90	18.44	14.93	20.15	52.30	19.01	13.58
P/S	Lapis Europe MidCap 50 DY Index	1.15	1.33	1.28	1.19	1.38	0.77	0.82	0.96	1.05	0.89
	Benchmark	0.91	0.94	1.04	1.15	1.18	1.08	1.30	1.50	1.63	1.21
Jensen Alpha	Lapis Europe MidCap 50 DY Index	15.80%	9.80%	16.00%	3.40%	11.60%	0.20%	9.10%	-14.20%	9.30%	-8.90%
Volatility	Lapis Europe MidCap 50 DY Index	9.84%	12.06%	16.66%	19.98%	7.82%	11.49%	12.80%	29.70%	9.55%	17.88%
	Benchmark	16.48%	17.19%	23.42%	22.14%	10.32%	13.73%	13.22%	32.65%	15.10%	23.60%
Dividend Yield	Lapis Europe MidCap 50 DY Index	4.09%	4.56%	4.12%	4.45%	4.52%	5.79%	5.48%	4.27%	4.31%	5.61%
	Benchmark	3.48%	3.70%	3.59%	3.60%	3.34%	3.96%	3.26%	2.18%	2.38%	3.53%

RATIOS

empty	P/E	Void
Void	Lapis Europe MidCap 50 DY Index	Benchmark
2013	16.27	22.92
2014	19.4	18.95
2015	18.86	21.37
2016	17.95	20.9
2017	16.76	18.44
2018	12.25	14.93
2019	15.48	20.15
2020	17.8	52.3
2021	17.16	19.01
2022	8.95	13.58
empty	empty	empty
empty	P/S	empty
Void	Lapis Europe MidCap 50 DY Index	Benchmark
2013	1.15	0.91
2014	1.33	0.94
2015	1.28	1.04
2016	1.19	1.15
2017	1.38	1.18
2018	0.77	1.08
2019	0.82	1.3
2020	0.96	1.5
2021	1.05	1.63
2022	0.89	1.21
empty	empty	empty
empty	Jensen Alpha	empty
Void	Lapis Europe MidCap 50 DY Index	empty
2013	15.80%	empty
2014	9.80%	empty
2015	16.00%	empty
2016	3.40%	empty
2017	11.60%	empty
2018	0.20%	empty
2019	9.10%	empty
2020	-14.20%	empty
2021	9.30%	empty
2022	-8.90%	empty
empty	empty	empty
empty	Volatility	empty
Void	Lapis Europe MidCap 50 DY Index	Benchmark
2013	9.84%	16.48%
2014	12.06%	17.19%
2015	16.66%	23.42%
2016	19.98%	22.14%
2017	7.82%	10.32%
2018	11.49%	13.73%
2019	12.80%	13.22%
2020	29.70%	32.65%
2021	9.55%	15.10%
2022	17.88%	23.60%
empty	empty	empty
empty	Dividend Yield	empty
Void	Lapis Europe MidCap 50 DY Index	Benchmark
2013	4.09%	3.48%
2014	4.56%	3.70%
2015	4.12%	3.59%
2016	4.45%	3.60%
2017	4.52%	3.34%
2018	5.79%	3.96%
2019	5.48%	3.26%
2020	4.27%	2.18%
2021	4.31%	2.38%
2022	5.61%	3.53%