SPDV5UT S&P 500 Dividend & Free Cash Flow Yield Total Return Index

This is the total return version of SPDV5UP. At each semi-annual rebalancing, the Index starts with stocks in the S&P 500 Index that have a positive dividend yield and a positive free cash flow yield. For all stocks in the selection universe, a stock’s dividend yield and traing 12-month free cash flow yield scores are calculated. The product of the dividend yield score and free cash flow yield score is a stock’s Final Score. Constituents are ranked in descending order based on their final score. The top five stocks are selected from each Global Industry Classification Standard (GICS) sector. If a sector does not have five eligible stocks, all eligible stocks from that sector are selected. The selected stocks are equal weighted.

As of 05/05/2020

Index Information
Provider:     S&P Dow Jones
Category1:  US Equity
Category2:  Broad market
Category3:  Large cap
Currency:    USD
Inception date:  11/30/2017
Backtesting data exists:   Yes
Weighting methodology:   Equal weighted
Number of holdings:  52  (as of 10/31/2017)
Total return version:  SPDV5UP

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