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150 day dividend growth model

The algo below provides some fun data for anybody into dividends...

"Dividend_Paid" stands for nominal dividend growth

More notes on the data to follow.

1 response

I think the most interesting thing about the chart above is massive one day decrease (around 9/17/2008) in dividend growth stocks contained in my little synthetic S&P500. Then the huge increase that corresponded with the bottoming of the market in Feb 2009. It is almost as if the index went from value to growth overnight.

  • more to follow (cyclical adjustment, inflation adjustment, after-tax assessment...etc)