Global Shariah 100 Dividend Yield Index

29 Mar Global Shariah 100 Dividend Yield Index

Posted at 14:55h in Analytics, Global, Lapis Dividend Yield Indices by Lapis_am

Lapis Global Shariah 100 Dividend Yield

The Lapis Global Shariah 100 Dividend Yield Index is composed of the top 100 worldwide Shariah-compliant companies which are part of internationally recognised selections. The stocks are equally weighted with a market capitalization greater than USD 10 billion and with uninterrupted and continuously increasing dividend payments over the last 10 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 31.05.2022
Equal weighted	Quarterly: end of January, April, July, October	Daily	USD	01/01/2012	USD 100.-	376,25

index facts

Weighting Method	Equal weighted
Rebalancing Frequency	Quarterly: end of January, April, July, October
Calculation Frequency	Daily
Calculation Currency	USD
Launch Date	01.01.2012
Initial Price	USD 100.-
Nav 31.05.2022	376,25

PERFORMANCE

empty	2012	2013	2014	2015	2016
Index	16,85%	30,13%	10,48%	-1,34%	14,72%
Benchmark	13,61%	21,94%	6,75%	-0,16%	6,07%
	2017	2018	2019	2020	2021
Index	23,91%	-5,45%	28,52%	8,77%	24,58%
Benchmark	27,66%	-6,57%	31,47%	28,71%	20,02%
	YTD	1 Yr	3 Yr avg	since inception avg
Index	-3,21%	4,48%	14,81%	13,57%
Benchmark	-17,95%	-8,40%	14,10%	11,52%

PERFORMANCE

empty	Index	Benchmark
2012	16,85%	13,61%
2013	30,13%	21,94%
2014	10,48%	6,75%
2015	-1,34%	-0,16%
2016	14,72%	6,07%
2017	23,91%	27,66%
2018	-5,45%	-6,57%
2019	28,52%	31,47%
2020	8,77%	28,71%
2021	24,58%	20,02%
YTD	-3,21%	-17,95%
1 Yr	4,48%	-8,40%
3 Yr avg	14,81%	14,10%
since inception avg	13,57%	11,52%

Constituents

Sector Breakdown

Country Breakdown

RATIOS

Void	empty	2012	2013	2014	2015	2016	2017	2018	2019	2020	2021
P/E	Lapis Global Shariah 100 DY Index	15,79	18,58	18,31	19,16	22,05	20,47	13,99	18,01	29,75	20,81
	Benchmark	16,04	17,90	18,83	25,70	29,55	22,91	15,41	22,32	43,95	21,30

P/S	Lapis Global Shariah 100 DY Index	1,19	1,60	1,59	1,59	1,74	1,83	1,39	1,39	1,31	1,55
	Benchmark	1,03	1,25	1,16	1,34	1,41	1,53	1,24	1,55	2,11	2,19

Jensen Alpha	Lapis Global Shariah 100 DY Index	8,90%	8,90%	8,80%	5,00%	8,90%	7,70%	4,70%	7,90%	1,90%	6,60%

Volatility	Lapis Global Shariah 100 DY Index	11,23%	9,53%	8,71%	12,68%	11,89%	5,50%	11,49%	9,78%	27,10%	9,87%
	Benchmark	13,06%	9,80%	9,41%	13,45%	12,95%	5,96%	12,37%	10,23%	27,04%	10,73%

Dividend Yield	Lapis Global Shariah 100 DY Index	2,75%	2,37%	2,45%	2,86%	2,84%	3,05%	3,47%	3,13%	3,04%	2,67%
	Benchmark	2,82%	2,48%	2,71%	2,65%	2,55%	2,54%	2,96%	2,74%	2,29%	2,67%

RATIOS

empty	P/E	Void
Void	Lapis Global Shariah 100 DY Index	Benchmark
2012	15,79	16,04
2013	18,58	17,90
2014	18,31	18,83
2015	19,16	25,7
2016	22,05	29,55
2017	20,47	22,91
2018	13,99	15,41
2019	18,01	22,32
2020	29,75	43,95
2021	20,81	21,3
empty	empty	empty
empty	P/S	empty
Void	Lapis Global Shariah 100 DY Index	Benchmark
2012	1,19	1,03
2013	1,6	1,25
2014	1,59	1,16
2015	1,59	1,34
2016	1,74	1,41
2017	1,83	1,53
2018	1,39	1,24
2019	1,39	1,55
2020	1,31	2,11
2021	1,55	2,19
empty	empty	empty
empty	Jensen Alpha	empty
Void	Lapis Global Shariah 100 DY Index	empty
2012	8,90%	empty
2013	8,90%	empty
2014	8,80%	empty
2015	5,00%	empty
2016	8,90%	empty
2017	7,70%	empty
2018	4,70%	empty
2019	7,90%	empty
2020	1,90%	empty
2021	6,60%	empty
empty	empty	empty
empty	Volatility	empty
Void	Lapis Global Shariah 100 DY Index	Benchmark
2012	11,23%	13,06%
2013	9,53%	9,80%
2014	8,71%	9,41%
2015	12,68%	13,45%
2016	11,89%	12,95%
2017	5,50%	5,96%
2018	11,49%	12,37%
2019	9,78%	10,23%
2020	27,10%	27,04%
2021	9,87%	10,73%
empty	empty	empty
empty	Dividend Yield	empty
Void	Lapis Global Shariah 100 DY Index	Benchmark
2012	2,75%	2,82%
2013	2,37%	2,48%
2014	2,45%	2,71%
2015	2,86%	2,65%
2016	2,84%	2,55%
2017	3,05%	2,54%
2018	3,47%	2,96%
2019	3,13%	2,74%
2020	3,04%	2,29%
2021	2,67%	2,67%