By Kelley Wright
A well timed follow-up to the bestselling vintage Dividends Don't Lie
In 1988 Geraldine Weiss wrote the vintage Dividends Don't Lie, which occupied with the Dividend-Yield idea as a mode of manufacturing constant profits within the inventory marketplace. this present day, the process of utilizing the dividend yield to spot values in blue chip shares nonetheless outperforms so much funding tools on a risk-adjusted basis.
Written through Kelley Wright, coping with Editor of Investment caliber Trends, with a brand new Foreword via Geraldine Weiss, this publication teaches a value-based technique to making an investment, person who makes use of a stock's dividend yield because the basic degree of worth. instead of emphasize the associated fee cycles of a inventory, the company's items, marketplace process or different elements, this consultant stresses dividend-yield patterns.* info an easy process of making an investment in stick-to-quality blue-chip shares with trustworthy dividend histories
* Discusses the way to purchase and promote while dividend yields train you to do so
* traders trying to find safeguard and transparency will fast notice how dividends provide the yields they desire
With Dividends nonetheless Don't Lie, you'll achieve the boldness to make subtle inventory marketplace judgements and procure reliable worth to your funding cash.
Read Online or Download Dividends Still Don't Lie: The Truth About Investing in Blue Chip Stocks and Winning in the Stock Market PDF
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Extra info for Dividends Still Don't Lie: The Truth About Investing in Blue Chip Stocks and Winning in the Stock Market
2) where SDp is the standard deviation (risk) of the portfolio, SDi is the standard deviation of asset i, and Corr12 is the correlation between assets 1 and 2 (BoA and IBM, in our case). 2) written as 2x1x2Cov12. 28. QXD 38 17/7/05 11:28 am Page 38 FINANCE IN A NUTSHELL In short, calculating the risk and return of a two-asset portfolio is simple, even using a handheld calculator. However, as we will see below, the computational burden increases exponentially with the number of assets, which means that for portfolios larger than three or four assets, spreadsheets become essential.
Otherwise, keep reading for a bit of extra insight on this measure of risk. 1) where R represents returns, AM represents the (arithmetic) mean return of the series of returns, t indexes time, and T is the number of observations. (Note that sometimes the standard deviation is calculated by dividing the sum of quadratic deviations by T – 1 instead of by T. ) Let’s take a quick look at the calculation of the standard deviation of returns of Intel. 1 shows the returns in the second column, the deviations from the mean return in the third, and the square of those numbers in the fourth.
1, we can think of risk in terms of returns. 2 depicts the annual returns of Exxon and Intel during the 1994–2003 period. 2. 2 Intel v. Exxon, returns 160 140 120 Intel 100 Return (%) 28 80 60 40 20 Exxon 0 –20 –40 –60 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 Year Again, without getting into definitions or formulas, your eyes won’t fool you. At the same time that Exxon consistently delivered returns between, roughly, –10% and 40% (no small range, to be sure), Intel delivered far more volatile returns, with annual gains in excess of 130% and annual losses in excess of 50%.