Der Dividendenkalender
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Der Dividendenkalender
Der Dividendenkalender 2017 R A T I N G Filter: kein Filter *** steigende stabile Dividende seit über 25 Jahren ** steigende stabile Dividende seit 10-24 Jahren * steigende stabile Dividende seit 5-9 Jahren Deutsche Aktien ohne Rating. Dafür mit DAX-Zugehörigkeit. Datum Unternehmen ges.Div. ges.Div.Rendite MOD-INV. HV / Earning Aktiengesellschaft (in € / $) (in %) Rating je Quartal Corrections Corp of America 2,16 14,9% * je Quartal Seaspan Corp. 1,50 12,1% * je Quartal Stage Stores Inc. 0,60 11,8% * je Quartal Waddell & Reed Financial Inc. 1,84 11,7% * je Quartal Sunoco LP 3,30 11,6% * je Quartal Golar LNG Partners LP 2,31 11,2% * je Quartal GEO Group Inc. 2,60 10,9% * je Quartal Blueknight Energy Partners LP 0,58 9,9% * je Quartal Enbridge Energy Partners LP 2,33 9,5% * je Quartal EnLink Midstream Partners LP 1,56 9,4% * je Quartal Gladstone Investment Corp. 0,75 8,8% * je Quartal Arbor Realty Trust Inc. 0,64 8,7% * 21.06.2017 ZEAL Network SE 2,80 8,5% sDAX je Quartal Colony Capital Inc. 1,60 8,4% * je Quartal Targa Resources Corp. 3,64 8,3% * 10.05.2017 E,ON SE 0,50 8,3% DAX30 je Quartal Select Income REIT 2,04 8,2% * je Quartal Genesis Energy LP 2,80 8,0% ** je Quartal Sunoco Logistics Partners LP 2,04 8,0% ** je Quartal AmeriGas Partners LP 3,76 7,9% ** je Quartal Holly Energy Partners LP 2,38 7,8% ** je Quartal Sotherly Hotels Inc. -
Sunshine and Stock Returns: Weather Effects in Frankfurt
Sunshine and Stock returns: Weather effects in Frankfurt V. Bouten1 Supervised by dr. J.J. Bosma Master thesis University of Groningen June 2018 Abstract This paper examines the presence of both rational and behavioral weather effects on stock market returns. The existence of weather effects has been tested by adding sunshine as a variable in the Fama-French three-factor model. It was hypothesized that government policy on renewable energy generation would engender rational weather effects. Behavioral weather effects resulting from changes in investor optimism were expected to be absent. This study utilizes panel data on 399 equities listed on the Frankfurt stock exchange from 1995-2017. The findings did not support the presence of either type of weather effects. Keywords: Stock prices, weather, government policy JEL codes: G12, G41, Q48 1 Corresponding author: Valentijn Bouten, student MSc. Finance and Msc. Economics at the University of Groningen. Postal address: University of Groningen, Faculty of Economics and Business, Nettelbosje 2, P.O. Box 800, 9700 AV Groningen, The Netherlands. Email: [email protected]. Introduction In traditional finance theory, the efficient market hypothesis (EMH) claims that market participants are rational and that the securities markets only reflect relevant economic information. These assumptions imply that all assets are correctly priced and that future stock prices follow a random walk pattern. Therefore, it is not possible to earn abnormal returns from mispricing according to the EMH. Yet, multiple researchers have documented patterns in the market that appear to violate the assumptions of the EMH (e.g., French, 1980; Jones and Litzenberger; 1970, Thaler, 1987). -
Document De Travail Working Paper 2021-13
Green Energy Indexes & Financial Markets: An In-Depth Look Document de Travail Capucine Nobletz Working Paper 2021-13 EconomiX - UMR7235 Université Paris Nanterre Bâtiment G - Maurice Allais, 200, Avenue de la République 92001 Nanterre cedex Email : [email protected] Green Energy Indexes & Financial Markets: An In-Depth Look Capucine NOBLETZ∗ May 13, 2021 Abstract This paper aims to provide better transparency around green energy indexes. After selecting green energy indexes that meet the established criteria, we build a database listing the companies in these indexes and compare them with a financial benchmark. Our study allows investors to adjust their hedging horizons with green concerns, to pave the way for further academic analyses, or issue a new call to public authorities on the need to redirect financial flows towards greener activities. Key words: Financial markets, Green energy indexes. JEL classification: G15, Q42. Acknowledgements: The author would like to thank Valérie Mignon and her colleagues at the EconomiX laboratory for their availability and precious advice. ∗EconomiX-CNRS, UPL, Univ Paris Nanterre, CNRS, 92000 Nanterre France. Emails: [email protected] / [email protected] Introduction Scientific researchers are unanimous: it is urgent to limit global warming to less than two degrees relative to the pre-industrial level to curb its effects on the ecosystem and humankind. The rise in temperatures, precipitations, melting ice, or the increase in ocean acidification have drastically changed the environment and, therefore, the life cycle of land and marine species. Human is impacted, global warming threatens food security, risks aggravating health problems and generating migratory movements. The poorest countries and populations are the most at risk, thus increasing existing inequalities (IPCC, 2014). -
Historical Index Compositions of the Equity- and Strategy Indices
Historical Index Compositions of the Equity- and Strategy Indices Version 10.11 September 2021 Internal STOXX Ltd. Version 10.11 September 2021 Historical Index Compositions of the Equity- and Strategy Indices Page 2 Contents DAX® Index Composition .................................................................................................................. 3 TecDAX® Index Composition ............................................................................................................. 6 MDAX® Index Composition ............................................................................................................... 8 SDAX® Index Composition .............................................................................................................. 15 HDAX® Index Composition ............................................................................................................. 27 DAX® 50 ESG Index Composition .................................................................................................... 29 DAX® ESG Target Index Composition ............................................................................................... 30 DivDAX® Index Composition .......................................................................................................... 30 Scale Index Composition ................................................................................................................ 33 DAXplus® Export Strategy Index Composition ...................................................................................