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Quality Income Screen 200 Qualifying

Quality Income is a dividend strategy focused on firms with strong fundamentals and high yields, based on research by Societe Generale. It looks for quality income stocks using checklists for identifying strong financial health, low bankruptcy risk and high, but not excessive, yields. Specifically, firms must be capitalised at more than £800 million, have a Piotroski F-Score of more than 7 out of 9 and a strong Altman Z-Score. Yields are capped at 15% to avoid potential dividend traps.The SocGen team explains: "As a real asset class, we think Quality Income is an attractive alternative to anyone buying credit thinking that’s the only way to generate a high yield." SocGen found that quality income stocks produced standout total returns that averaged 11.6% per year since between 1990 and 2012, more than doubling the return of the global equity markets but with significantly reduced volatility.

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Popular Delusions: Introducing SG's Quality Income Index

by Societe Generale Global Equity

In this paper the Societe Generale Global Equity team illustrate that 'Quality Income' stocks have a tendency to enormously outperform both Quality stocks and High Yielding stocks.

This screen uses the following criteria:

  • Yield % Rolling 1y > 4
  • Mkt Cap £m > 800
  • Piotroski F-Score >= 7
  • Altman Z Score (1) > 1.8
  • Sector not in F inancials,
  • Yield % Rolling 1y < 15

Results are sorted by:

  • Yield % Rolling 1y in descending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week 3.3% 4.0% 3.0% - 1.1% 0.2% 2.9% 2.9%
1 month -4.1% -0.5% -6.9% - -7.1% -3.0% -4.8% -5.9%
3 months 3.4% 2.6% 4.6% - -9.0% -3.1% 3.0% -1.2%
6 months 2.9% 3.5% 15.1% - -5.2% -1.5% 1.3% -1.9%
1 year 3.8% 15.3% 9.7% - 0.7% 0.1% -7.0% 0.2%
2 years 10.8% 51.6% 55.7% - - - - 24.4%
Annualised 8.1% 8.4% 16.6% 0.0% 2.1% 12.9% 6.9%
 
Risks
Max Drawdown -33.9% -20.0% -21.3% -0.0% -18.4% -12.2% -21.1%
Avg Holdings 12.4 24.1 13.4 0 2.4 25 13.3
Diversification Moderate Good Moderate Low Low Good Moderate

 Studies based on equal weighted portfolios of max 25 stocks rebalanced quarterly. Qualifying shares below updated daily. Past performance not indicative of future returns.



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200 Qualifying

Ticker Name Mkt Cap £m Yield % Rolling 1y Piotroski F-Score Altman Z Score (1) Sector Flag
Subscriber Subscriber Industrials United Kingdom
Subscriber Subscriber Energy United States
Subscriber Subscriber Industrials United Kingdom
Subscriber Subscriber Consumer Defensives United States
Subscriber Subscriber Energy Turkey
Subscriber Subscriber Basic Materials United Kingdom
Subscriber Subscriber Technology Taiwan
Subscriber Subscriber Utilities United Kingdom
Subscriber Subscriber Basic Materials United Kingdom
Subscriber Subscriber Energy United States
Subscriber Subscriber Utilities United Kingdom
Subscriber Subscriber Energy Canada
Subscriber Subscriber Telecoms United States
Subscriber Subscriber Basic Materials Turkey
Subscriber Subscriber Basic Materials United States
Subscriber Subscriber Consumer Cyclicals United Kingdom
Subscriber Subscriber Energy United States
Subscriber Subscriber Energy United States
Subscriber Subscriber Technology Taiwan
Subscriber Subscriber Basic Materials Taiwan
Subscriber Subscriber Telecoms New Zealand
Subscriber Subscriber Telecoms Australia
Subscriber Subscriber Energy New Zealand
Subscriber Subscriber Utilities Australia
Subscriber Subscriber Energy Australia
Subscriber Subscriber Technology Taiwan
Subscriber Subscriber Technology Taiwan
Subscriber Subscriber Energy Romania
Subscriber Subscriber Telecoms Hong Kong
Subscriber Subscriber Telecoms Hong Kong
Subscriber Subscriber Consumer Cyclicals Hong Kong
Subscriber Subscriber Consumer Defensives Czech Republic
Subscriber Subscriber Consumer Cyclicals Spain
Subscriber Subscriber Technology Taiwan
Subscriber Subscriber Energy Romania
Subscriber Subscriber Consumer Cyclicals Australia
Subscriber Subscriber Telecoms Australia
Subscriber Subscriber Telecoms New Zealand
Subscriber Subscriber Consumer Cyclicals Sweden
Subscriber Subscriber Basic Materials Australia
Subscriber Subscriber Basic Materials Portugal
Subscriber Subscriber Consumer Cyclicals Spain
Subscriber Subscriber Technology Taiwan
Subscriber Subscriber Technology Taiwan
Subscriber Subscriber Consumer Cyclicals Hong Kong
Subscriber Subscriber Energy Serbia Montenegro
Subscriber Subscriber Basic Materials Turkey
Subscriber Subscriber Consumer Cyclicals Australia
Subscriber Subscriber Technology Taiwan
Subscriber Subscriber Energy Greece
Subscriber Subscriber Consumer Defensives Australia
Subscriber Subscriber Energy United States
Subscriber Subscriber Telecoms Germany
Subscriber Subscriber Consumer Cyclicals Hong Kong
Subscriber Subscriber Energy United Kingdom
Subscriber Subscriber Energy Italy
Subscriber Subscriber Consumer Cyclicals Belgium
Subscriber Subscriber Consumer Cyclicals Germany
Subscriber Subscriber Energy United Kingdom
Subscriber Subscriber Energy United Kingdom
Subscriber Subscriber Utilities United States
Subscriber Subscriber Energy United Kingdom
Subscriber Subscriber Energy United States
Subscriber Subscriber Healthcare Switzerland
Subscriber Subscriber Energy Netherlands
Subscriber Subscriber Consumer Cyclicals Sweden
Subscriber Subscriber