Global Midcap 50 Dividend Yield Index

29 Mar Global Midcap 50 Dividend Yield Index

Posted at 13:11h in Analytics, Global, Lapis Dividend Yield Indices by Lapis_am

Lapis Global Midcap 50 Dividend Yield

Lapis Global MidCap 50 Dividend Yield Index is composed of 50 worldwide equally weighted stocks with a market capitalization between USD 5 billion and USD 25 billion and with uninterrupted and continuously increasing dividend payments over the last 20 years. The Index is rebalanced on a quarterly basis (end of March, June, September and December).

index facts

Weighting Method	Rebalancing Frequency	Calculation Frequency	Calculation Currency	Launch Date	Initial Price	Nav	Last Update	cancel
Equal weighted	Quarterly: end of March, June, September, December	Daily	USD	01.01.2012	USD 100.-	314.31	31.07.2023

index facts

Weighting Method	Equal weighted	empty
Rebalancing Frequency	Quarterly: end of March, June, September, December
Calculation Frequency	Daily
Calculation Currency	USD
Launch Date	01.01.2012
Initial Price	USD 100.-
Nav 31.07.2023	314.31

PERFORMANCE

empty	2013	2014	2015	2016	2017
Index	31.22%	6.99%	-4.80%	14.51%	20.13%
Benchmark	23.44%	4.71%	-1.84%	8.49%	24.62%
	2018	2019	2020	2021	2022
Index	-10.54%	30.68%	-0.63%	21.88%	-6.85%
Benchmark	-8.93%	27.30%	16.82%	19.04%	-17.96%
	YTD	1 Yr	3 Yr avg	since inception avg
Index	10.62%	5.11%	13.14%	10.39%
Benchmark	18.48%	13.49%	10.68%	10.36%

PERFORMANCE

empty	Index	Benchmark
2013	31.22%	23.44%
2014	6.99%	4.71%
2015	-4.80%	-1.84%
2016	14.51%	8.49%
2017	20.13%	24.62%
2018	-10.54%	-8.93%
2019	30.68%	27.30%
2020	-0.63%	16.82%
2021	21.88%	19.04%
2022	-6.85%	-17.96%
YTD	10.62%	18.48%
1 Yr	5.11%	13.49%
3 Yr avg	13.14%	10.68%
since inception avg	10.39%	10.36%

Constituents

Sector Breakdown

Country Breakdown

RATIOS

Void	empty	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022
P/E	Lapis Global MidCap 50 DY Index	20.51	19.92	16.70	20.88	19.32	12.92	15.34	19.14	15.85	11.77
	Benchmark	16.78	17.22	19.45	20.91	20.48	14.89	19.75	31.97	21.59	15.71
P/S	Lapis Global MidCap 50 DY Index	1.23	1.31	1.24	1.24	1.01	0.85	0.95	1.17	1.05	0.98
	Benchmark	1.31	1.35	1.43	1.49	1.71	1.41	1.72	2.14	2.26	1.72
Jensen Alpha	Lapis Global MidCap 50 DY Index	6.60%	3.20%	-3.30%	4.70%	-3.20%	-4.60%	5.30%	-18.30%	8.10%	4.10%
Volatility	Lapis Global MidCap 50 DY Index	9.51%	7.91%	12.27%	14.09%	7.02%	10.08%	10.09%	33.44%	10.08%	15.20%
	Benchmark	9.49%	8.83%	13.04%	12.78%	5.72%	12.54%	9.98%	28.02%	10.92%	19.70%
Dividend Yield	Lapis Global MidCap 50 DY Index	3.43%	3.38%	3.88%	4.16%	3.58%	4.60%	3.91%	4.12%	3.50%	4.20%
	Benchmark	2.43%	2.52%	2.61%	2.50%	2.32%	2.76%	2.40%	1.83%	1.76%	2.38%

RATIOS

empty	P/E	Void
Void	Lapis Global MidCap 50 DY Index	Benchmark
2013	20.51	16.78
2014	19.92	17.22
2015	16.7	19.45
2016	20.88	20.91
2017	19.32	20.48
2018	12.92	14.89
2019	15.34	19.75
2020	19.14	31.97
2021	15.85	21.59
2022	11.77	15.71
empty	empty	empty
empty	P/S	empty
Void	Lapis Global MidCap 50 DY Index	Benchmark
2013	1.23	1.31
2014	1.31	1.35
2015	1.24	1.43
2016	1.24	1.49
2017	1.01	1.71
2018	0.85	1.41
2019	0.95	1.72
2020	1.17	2.14
2021	1.05	2.26
2022	0.98	1.72
empty	empty	empty
empty	Jensen Alpha	empty
Void	Lapis Global MidCap 50 DY Index	empty
2013	6.60%	empty
2014	3.20%	empty
2015	-3.30%	empty
2016	4.70%	empty
2017	-3.20%	empty
2018	-4.60%	empty
2019	5.30%	empty
2020	-18.30%	empty
2021	8.10%	empty
2022	4.10%	empty
empty	empty	empty
empty	Volatility	empty
Void	Lapis Global MidCap 50 DY Index	Benchmark
2013	9.51%	9.49%
2014	7.91%	8.83%
2015	12.27%	13.04%
2016	14.09%	12.78%
2017	7.02%	5.72%
2018	10.08%	12.54%
2019	10.09%	9.98%
2020	33.44%	28.02%
2021	10.08%	10.92%
2022	15.20%	19.70%
empty	empty	empty
empty	Dividend Yield	empty
Void	Lapis Global MidCap 50 DY Index	Benchmark
2013	3.43%	2.43%
2014	3.38%	2.52%
2015	3.88%	2.61%
2016	4.16%	2.50%
2017	3.58%	2.32%
2018	4.60%	2.76%
2019	3.91%	2.40%
2020	4.12%	1.83%
2021	3.50%	1.76%
2022	4.20%	2.38%