IDOGX Index Insights - S-Network Sector Dividend Dogs Indexes

INDEX INSIGHTS
Contact Information
Joseph LaCorte, CFA
S-Network Global Indexes Inc.
(646) 467-7927
[email protected]
International Sector Dividend Dogs Total Return Index
Index Performance. The S-Network International Sector Dividend Dogs Total Return Index (TICKER: IDOGXTR) increased +3.50% from
3117.43 to 3226.65 in the quarter ended March 2015. This compares to an increase in the MSCI EAFE Total Return Index
(TICKER: GDDUEAFE) of +5.00%.
As of March 31, 2015, the dividend yield for the S-Network International Sector Dividend Dogs Index was +5.69%, compared with +6.04% at
the end of the previous quarter. The MSCI EAFE Index had a +2.98% dividend yield as of March 31, 2015, compared with +3.36% at the end
of the previous quarter.
The best performing stocks were Eisai Co (TICKER: 4523 JT), which rose +81.94%; Takeda Pharmaceutical Co Ltd (TICKER: 4502 JT), which
rose +19.57%; and UPM-Kymmene Oyj (TICKER: UPM1V FH), which rose +17.40%. The worst performing stocks were Fortescue Metals
Group Ltd (TICKER: FMG AU), which declined -33.26%; SJM Holdings Ltd (TICKER: 880 HK), which declined -17.95%; and GDF Suez (TICKER:
GSZ FP), which declined -16.02%.
The S-Network International Sector Dividend Dogs Total Return Index decreased -5.91% in the past 12 months. This compares to a -0.48%
decrease in the MSCI EAFE TR Index.
Licensed ETF
ALPS International Sector Dividend
Dogs ETF
TICKER: IDOG
This is not an offer to purchase or sell shares of the above listed
funds. All purchases or sales of shares must be pursuant to a current
private offering memorandum for the relevant fund or funds.
Index Description. IDOGX is a portfolio of fifty stocks derived from the S-Network Developed Markets (ex-Americas) Index (S-Net DMI). The
IDOGX methodology selects the five stocks in each of the ten GICS sectors that make up the S-Net DMI which offer the highest dividend yields
as of the last trading day of November. The stocks selected for inclusion in the portfolio are equally weighted. IDOGX divides into the following
ten GICS sectors: consumer discretionary, consumer staples, energy, financials, health care, industrials, information technology, materials,
telecommunication services and utilities.
Inclusion Criteria. The selection criteria for the S-Net DMI include requirements for sector inclusion, country qualifications, primary exchange
listing, minimum market capitalization, minimum average daily trading volume, share price and other factors. All constituents of IDOGX must
be constituents of the S-NET DMI. Individual securities to be included in IDOGX are selected based on a ranking system within each sector that
selects the five stocks in each sector with the highest dividend yield as of the last trading day of November. Dividend yield is computed based
on the regular cash dividends paid by the company over the previous twelve month period, divided by the share price.
Weighting Methodology. All stocks selected for inclusion in IDOGX are equally weighted. Share weights are based on prices as of the close of
trading on the second Friday of the rebalancing month.
If there are less than 5 eligible securities represented in any GICS sector as of the snapshot date the index will include only those securities
which qualify. All constituents are equally weighted as of the record date.
Rebalancings. IDOGX is rebalanced quarterly, at the close of trading on the third Friday of the last month of each calendar quarter.
Index Data. Index values are disseminated in US dollars via the Chicago Mercantile Exchange on both a price only and total return basis.
Information about the index, including
rule book, company descriptions and
historic data, can be found at:
www.sectordividenddogs.com
TICKERS:
International Sector Dividend Dogs
Index (USD):
IDOGX
International Sector Dividend Dogs
Total Return Index (USD)
IDOGXTR
March 2015
Values for the price only index (IDOGX) are distributed throughout the day at fifteen-second intervals. Values for the total return index
(IDOGXTR) are distributed once daily following the close of trading on US stock markets on each trading day. Daily values are available from
December 31, 1999.
Leading Movers
Company Name
Ticker
Opening
Closing
Change
EISAI CO
4523 JT
39.11
71.15
81.94%
TAKEDA PHARMACEUTICAL CO LTD
4502 JT
41.83
50.01
19.57%
UPM-KYMMENE OYJ
UPM1V FH
16.56
19.44
17.40%
PEARSON
PSON LN
18.54
21.54
16.16%
PSM GY
42.34
49.03
15.80%
PROSIEBENSAT MEDIA AG
Q1 2015 Performance
IDOGXTR Index
1120
1060
Lagging Movers
Company Name
Ticker
Opening
Closing
Change
FORTESCUE METALS GROUP LTD
FMG AU
2.24
1.49
-33.26%
SJM HOLDINGS LTD
880 HK
1.59
1.31
-17.95%
GDF SUEZ
GSZ FP
23.51
19.74
-16.02%
WOODSIDE PETROLEUM LTD
WPL AU
31.04
26.30
-15.27%
CENTRICA
CNA LN
4.35
3.76
-13.61%
1000
940
12/31/14
1/31/15
2/28/15
3/31/15
S-Network International Sector Dividend Dogs Total Return IndexSM vs. Benchmarks (03/31/10 IDOGXTR Index
Inquire about our custom institutional
Benchmarking services
GDDUEAFE Index
SPGTDOUN Index
DJEPCSDT Index
1800
1400
1000
03/31/10
03/31/11
*Note: This chart is a normalized historical graph
Data Source: Bloomberg Data as of March 31, 2015
03/31/12
03/31/13
03/31/14
600
03/31/15
This chart is for illustrative purposes only. Historical information is not indicative of future results;
current data may differ from data quoted. Investors cannot invest directly in index.
Index returns do not reflect any management fees or brokerage expenses.
This material has been prepared and/or issued by S-Network Global Indexes Inc. and/or one of its consultants or affiliates. This document is for information purposes only and it should not be regarded as an offer to sell or as a solicitation
of an offer to buy the securities or other instruments mentioned in it. The information, including any third party information, may not be accurate or complete in its entirety, and it should not be relied upon as such. S-Network Global
Indexes Inc. and/or its affiliates are not acting in a fiduciary capacity. The products mentioned herein may not be eligible for sale in some states or countries and may not be suitable for all investors. The potential yield created by these
products may be adversely affected by exchange rates, interest rates, or other economic and political factors. An investor’s return may be less than the principle invested. S-Network Global Indexes Inc. and/or its affiliates may now, in the
past, or in the future make markets, or deal as principle in the securities or derivatives thereof, mentioned in the document. In addition, S-Network Global Indexes Inc., its shareholders, directors, officers, and/or employees and consultants,
may from time to time hold a long or short position in these securities. This document may not be reproduced in any manner without the prior written authorization of S-Network Global Indexes Inc. Opinions expressed within reflect the
opinions of S-Network Global Indexes Inc. and the author/analyst and are subject to change without notice.
©2015 S-Network Global Indexes Inc., 267 Fifth Avenue, New York, NY 10016. “S-Network International Sector Dividend Dogs Index” is a service mark of S-Network Global Indexes Inc.
INDEX INSIGHTS
Index Statistical Profile
Capitalization Profile
Top Ten Constituents
Number of Constituents
50
TOTAL MARKET CAPITALIZATION
Company
1.99 Trillion USD
LARGEST MARKET CAPITALIZATION
130.12 Billion USD
Ticker
Country
Weight
EISAI CO
4523 JT
JAPAN
2.34%
BANCO SANTANDER SA
SAN SM
SPAIN
2.17%
REPSOL SA
REP SM
SPAIN
2.11%
SMALLEST MARKET CAPITALIZATION
4.65 Billion USD
AVERAGE MARKET CAPITALIZATION
39.73 Billion USD
TELEFONICA SA
TEF SM
SPAIN
2.11%
23.82 Billion USD
MARKS & SPENCER GROUP
MKS LN
UNITED KINGDOM
2.11%
OMV AG
OMV AV
AUSTRIA
2.08%
CANON INC
7751 JT
JAPAN
2.08%
AMADEUS IT HLDG SA
AMS SM
SPAIN
2.07%
RICOH CO
7752 JT
JAPAN
2.07%
FERROVIAL SA
FER SM
SPAIN
2.07%
MEDIAN MARKET CAPITALIZATION
Total Return Appreciation
IDOGXTR
5 Year
41.50%
MSCI EAFE TR
S&P Intl
Div Opp
DJ EPAC Sel
Div TR
4.96%
38.08%
37.94%
3 Year
26.17%
31.36%
2.71%
22.15%
1 Year
-5.91%
-0.48%
-8.64%
-8.03%
Compound Annual Growth Rate (CAGR)
Beta Matrix** (5 Year/Monthly)
IDOGXTR
MSCI EAFE TR
S&P Intl
Div Opp
DJ EPAC Sel
Div TR
IDOGXTR
1.0000
0.9733
1.0912
1.0756
MSCI EAFE TR
0.9785
1.0000
1.0741
1.0670
IDOGXTR
MSCI EAFE TR
S&P Intl
Div Opp
DJ EPAC Sel
Div TR
5 Year
7.19%
6.64%
0.97%
6.67%
S&P Intl Div Opp
0.8604
0.8424
1.0000
0.9406
3 Year
8.06%
9.52%
0.90%
6.90%
DJ EPAC Sel Div TR
0.8891
0.8774
0.9862
1.0000
1 Year
-5.91%
-0.48%
-8.64%
-8.03%
Correlation Matrix** (5 Year/Monthly)
IDOGXTR
Annualized Standard Deviation (Monthly)
5 Year
IDOGXTR
MSCI EAFE TR
S&P Intl
Div Opp
DJ EPAC Sel
Div TR
16.58%
16.53%
18.67%
18.23%
3 Year
14.20%
13.00%
15.54%
15.14%
1 Year
10.28%
9.27%
12.76%
11.51%
MSCI EAFE TR
S&P Intl
Div Opp
IDOGXTR
1.0000
MSCI EAFE TR
0.9759
1.0000
S&P Intl Div Opp
0.9689
0.9512
1.0000
DJ EPAC Sel Div TR
0.9779
0.9675
0.9631
IDOGXTR
MSCI EAFE TR
S&P Intl
Div Opp
DJ EPAC Sel
Div TR
5 Year
0.4835
0.4538
0.1283
0.4283
3 Year
0.6004
0.7481
0.1190
1 Year
-0.5546
-0.0214
-0.6547
IDOGXTR
MSCI EAFE TR
S&P Intl
Div Opp
IDOGXTR
1.0000
MSCI EAFE TR
0.9524
1.0000
0.5003
S&P Intl Div Opp
0.9388
0.9048
1.0000
-0.6814
DJ EPAC Sel Div TR
0.9563
0.9361
0.9276
*All data as of March 31, 2015
**Dependent variable shown in Column Headers, Independent shown in Row Headers
Sector Distribution
Energy
10.21%
Consumer
Discretionary
9.88%
Information
Technology
10.16%
Financials
10.11%
Materials
9.88%
Industrials
9.98%
Health Care
10.10%
Utilities
10.06%
Country Distribution
Index Composition
Telecommunication
Services
10.03%
1.0000
R-Square Matrix** (5 Year/Monthly)
Sharpe Ratio
Consumer Staples
9.59%
DJ EPAC Sel
Div TR
Hong Kong
3.85%
Austria
2.08%
Others
5.98%
United Kingdom
23.71%
Norway
3.94%
Italy
4.09%
Sweden
5.98%
Japan
8.32%
Australia
21.60%
France
9.91%
Spain
10.54%
DJ EPAC Sel
Div TR
1.0000