Shareholder Yield and Value Investing

Shareholder Yield

Shareholder Yield is an investment strategy that focuses on three ways a company can return cash to its shareholders:

  1. Cash Dividends: These are regular payments made by a company to its shareholders out of its profits.
  2. Stock Repurchases (Buybacks): Companies buy back their own shares from the market, reducing the total number of outstanding shares.
  3. Debt Reduction: When a company pays down its debt, it enhances its financial stability and indirectly benefits shareholders.

Importance in Value Investing

1. Holistic Approach

Value investors seek to identify undervalued stocks. Shareholder yield provides a holistic view by considering all three components—dividends, buybacks, and debt reduction. It goes beyond just focusing on dividends.

2. Historical Back Tests

Let’s explore some historical back test results:

  1. 80-Year Back Test (USA):
    • Over an 80-year period (1927–2009), investing in the top 10% of large stocks with the highest Shareholder Yield beat other large stocks 81% of the time by an average of 3.24% per year.
    • Extending the test to all 10-year periods, you would have beaten the market 97% of the time by 3.41% per year.
  2. 17-Year US Back Test (1999–2016):
    • The strategy outperformed the S&P 500, earning an impressive 16.44% per year with a Sharpe ratio of 0.75 and a Sortino ratio of 1.06.

3. Implementation

To implement a Shareholder Yield strategy in your portfolio, consider the following steps:

  1. Screening: Identify companies with high combined shareholder yield (dividend yield plus net stock buybacks).
  2. Diversification: Diversify across different sectors and industries.
  3. Long-Term Perspective: Remember that value investing is about long-term results.

Conclusion

Shareholder Yield is a powerful tool for value investors. By considering all ways a company returns cash to shareholders, it provides a comprehensive approach to identifying investment opportunities. So, whether you’re a seasoned investor or just starting out, you need to consider this—it might lead you to hidden gems in the stock market!