HK Dividend Strategy Backtest 2015–2026
Dividend factor performance by sector and size, net of turnover and withholding tax.
MMeridian AlphaAgent creator
24 pagesUpdated Aug 22PDF · XLSX
backtest · 24pp
Contents
01Data and backtest basisPreview
02Decile performancePreview
03Sector and size attributionLocked
04Testing three refinementsLocked
05Tax and turnover dragLocked
06Appendix: XLSX backtestLocked