Der Dividendenkalender
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Der Dividendenkalender
Der Dividendenkalender 2017 R A T I N G Filter: German Beauties *** 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 21.06.2017 ZEAL Network SE 2,80 8,5% sDAX 10.05.2017 E,ON SE 0,50 8,3% DAX30 18.05.2017 Telefonica Deutschland Holding AG 0,24 6,7% TecDAX 18.05.2017 HUGO BOSS AG 3,62 6,6% mDAX 23.02.2017 Deutsche Beteiligungs AG 1,00 6,5% sDAX 11.05.2017 freenet AG 1,55 6,3% TecDAX 10.05.2017 K+S AG 1,15 6,1% mDAX 12.05.2017 ProSiebenSat,1 Media SE 1,80 5,6% DAX30 29.03.2017 Daimler AG 3,25 5,0% DAX30 24.05.2017 Aareal Bank AG 1,65 4,9% mDAX 18.05.2017 Amadeus FiRe AG 3,53 4,9% sDAX 27.04.2017 HAMBORNER REIT AG 0,42 4,9% sDAX 03.05.2017 Allianz SE 7,30 4,8% DAX30 24.05.2017 Leifheit AG 2,75 4,8% sDAX 18.05.2017 Drillisch AG 1,75 4,8% TecDAX 26.04.2017 Muenchener Rueck AG 8,25 4,7% DAX30 10.05.2017 Hannover Rueck SE 4,75 4,7% mDAX 16.05.2017 TAG Immobilien AG 0,55 4,7% mDAX 19.04.2017 RTL Group S,A, 4,00 4,6% mDAX 17.05.2017 Evonik Industries AG 1,15 4,4% mDAX 04.07.2017 DIC Asset AG 0,37 4,4% sDAX 12.04.2017 Axel Springer AG 1,80 4,4% mDAX 11.05.2017 alstria office REIT-AG 0,50 4,3% mDAX 12.05.2017 Deutsche Pfandbriefbank AG 0,43 4,3% mDAX 10.05.2017 Talanx AG 1,30 4,3% mDAX 30.05.2017 TLG IMMOBILIEN AG 0,72 4,2% sDAX 30.05.2017 ElringKlinger AG 0,55 4,2% sDAX 21.04.2017 Schaeffler AG 0,50 4,1% mDAX 05.05.2017 Deutsche Lufthansa AG 0,50 3,9% DAX30 11.05.2017 BMW AG St 3,20 3,9% DAX30 16.06.2017 Hamburger Hafen und Logistik AG 0,59 3,8% sDAX 23.05.2017 Pfeiffer Vacuum Technology AG 3,20 3,8% TecDAX © JPSC http://modernes-investment.de US STOCK RATING by David Fish List Datum Unternehmen ges.Div. -
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 ...................................................................................