Defensive Dividend Aristocrats screener

Defensive Dividend Aristocrats Screener

About

The Defensive Dividend Aristocrats objective is to outperform the Dividend Aristocrats over any five-year rolling time horizon, especially in bear markets. The maximum draw-down (mdd) should be lower, so less volatility than the broader market. The main is to show that next to dividend growth, price-return and risk ratios are also important.

The idea of the Defensive Dividend Aristocrats is to invest in 10 Dividend Aristocrats that are selected based on price-return and risk-ratios at year-end. Combined with the dividend growth characteristics of all Aristocrats, this should result in a comfortable set of companies for a long-term dividend portfolio.

The Defensive Aristocrats are selected on performance-based criteria:

Geometric Annual performance of the last 10 years (GeoAP10)
Win-ratio, the chance of a positive monthly performance
Loss-ratio, the chance of a monthly loss multiplied by the weighted average loss

More details can be found in the article on the defensive aristocrats.

Below are all dividend aristocrats sorted on their current loss ratio.

Dividend Aristocrats by loss-ratio

Ticker:

Beta:

Dividend Yield (%):

GeoAP10(%):

Loss Ratio:

P/E Ratio:

5 year Dividend Growth (%):

10 year Dividend Growth (%):

Name	Ticker	Sector	Beta	Valuation	Dividend Yield (%)	GeoAP10(%)	Loss Ratio	P/E Ratio	3 year Dividend Growth (%)	5 year Dividend Growth (%)	10 year Dividend Growth (%)	Dividend increased years
Roper Technologies	ROP	Industrials	0.79 Low	Looks reasonably valued Current dividend yield is 8% above its 5-year average	0.56	15.32	1.19	43.28	10.89	13.40	17.73	26
Chubb Limited	CB	Financial Services	0.61 Low	Looks overvalued Current dividend yield is -26% below its 5-year average	1.44	9.96	1.41	10.98	3.12	3.02	2.07	26
Johnson & Johnson	JNJ	Healthcare	0.31 Very low	Looks reasonably valued Current dividend yield is 0% above its 5-year average	2.54	9.05	1.51	22.39	5.78	5.87	6.42	57
PepsiCo Inc.	PEP	Consumer Defensive	0.49 Very low	Looks reasonably valued Current dividend yield is -7% below its 5-year average	2.56	8.73	1.55	29.65	5.78	7.48	7.69	46
Atmos Energy Corporation	ATO	Utilities	0.54 Low	Looks reasonably valued Current dividend yield is 9% above its 5-year average	2.41	12.11	1.55	21.29	8.87	8.36	6.47	25
Procter & Gamble	PG	Consumer Defensive	0.48 Very low	Looks reasonably valued Current dividend yield is -7% below its 5-year average	2.37	8.50	1.58	26.56	6.17	4.93	5.15	62
Consolidated Edison	ED	Utilities	0.43 Very low	Looks overvalued Current dividend yield is -11% below its 5-year average	3.23	3.69	1.58	23.04	2.72	2.95	2.59	45
Kimberly-Clark	KMB	Consumer Defensive	0.35 Very low	Looks reasonably valued Current dividend yield is 4% above its 5-year average	3.35	4.78	1.59	22.59	4.46	4.38	5.44	47
McCormick & Co.	MKC	Consumer Defensive	0.47 Very low	May be undervalued Current dividend yield is 84% above its 5-year average	1.84	4.68	1.63	34.37	9.28	9.57	9.23	33
Coca-Cola Company (The)	KO	Consumer Defensive	0.50 Very low	Looks reasonably valued Current dividend yield is -7% below its 5-year average	2.83	5.04	1.66	26.71	2.50	3.71	5.98	57
Colgate-Palmolive	CL	Consumer Defensive	0.40 Very low	Looks reasonably valued Current dividend yield is 3% above its 5-year average	2.37	3.78	1.69	28.31	2.55	2.92	4.66	56
Exxon Mobil Corp.	XOM	Energy	0.54 Low	Looks overvalued Current dividend yield is -44% below its 5-year average	3.10	-0.98	1.69	14.60	2.61	3.21	6.55	36
Ecolab Inc.	ECL	Basic Materials	1.14 High	May be undervalued Current dividend yield is 34% above its 5-year average	1.33	9.66	1.72	43.77	4.89	6.55	10.40	27
Hormel Foods Corp.	HRL	Consumer Defensive	0.25 Very low	May be undervalued Current dividend yield is 14% above its 5-year average	2.27	12.43	1.73	29.15	1.47	11.06	14.38	53
The Clorox Company	CLX	Consumer Defensive	0.45 Very low	May be undervalued Current dividend yield is 32% above its 5-year average	3.16	7.02	1.77	67.83	6.87	7.65	7.04	41
Wal-Mart Stores	WMT	Consumer Defensive	0.45 Very low	Looks overvalued Current dividend yield is -16% below its 5-year average	1.53	6.96	1.78	29.86	1.89	1.92	4.19	46
People's United Financial	PBCT	Financial Services	0.00 n.a.	Looks overvalued Current dividend yield is -100% below its 5-year average	0.00	4.79	1.79	15.17	1.41	1.43	1.49	26
McDonald's Corp.	MCD	Consumer Cyclical	0.50 Very low	Looks reasonably valued Current dividend yield is -7% below its 5-year average	2.09	10.11	1.84	23.80	7.81	7.78	7.57	44
Genuine Parts	GPC	Consumer Cyclical	0.72 Low	Looks overvalued Current dividend yield is -26% below its 5-year average	2.09	6.49	1.87	20.71	4.22	4.37	6.12	63
Linde plc	LIN	Basic Materials	0.93 Average	May be undervalued Current dividend yield is 22% above its 5-year average	1.39	5.56	1.92	42.52	0.00	0.00	0.00	25
Abbott Laboratories	ABT	Healthcare	0.83 Average	May be undervalued Current dividend yield is 12% above its 5-year average	1.68	14.15	1.93	31.08	17.13	11.60	7.15	25
Chevron Corp.	CVX	Energy	0.55 Low	Looks overvalued Current dividend yield is -29% below its 5-year average	3.16	3.19	1.98	19.87	5.83	4.36	5.56	34
Air Products & Chemicals Inc	APD	Basic Materials	0.83 Average	Looks reasonably valued Current dividend yield is -6% below its 5-year average	2.06	11.57	2.00	23.66	10.89	12.62	10.83	37
Becton Dickinson	BDX	Healthcare	0.54 Low	Looks reasonably valued Current dividend yield is 5% above its 5-year average	1.36	13.27	2.02	45.51	3.62	4.39	7.18	47
Sherwin-Williams	SHW	Basic Materials	0.88 Average	May be undervalued Current dividend yield is 27% above its 5-year average	0.97	6.14	2.03	36.04	-13.84	-8.12	4.19	41
Brown-Forman Corp.	BFB	Consumer Defensive	0.65 Low	Looks overvalued Current dividend yield is -11% below its 5-year average	1.14	7.43	2.07	38.55	39.15	25.49	17.33	35
Realty Income Corp.	O	Real Estate	0.56 Low	Looks reasonably valued Current dividend yield is 6% above its 5-year average	4.40	4.85	2.09	77.14	2.44	3.38	5.02	25
AbbVie Inc.	ABBV	Healthcare	0.35 Very low	Looks reasonably valued Current dividend yield is -7% below its 5-year average	3.66	12.89	2.13	24.68	13.15	17.93	0.00	25
V.F. Corp.	VFC	Consumer Cyclical	1.16 High	May be undervalued Current dividend yield is 166% above its 5-year average	6.32	3.94	2.22	16.18	1.39	5.19	12.08	47
3M Company	MMM	Industrials	0.71 Low	May be undervalued Current dividend yield is 53% above its 5-year average	4.53	4.63	2.23	14.66	2.86	5.92	10.41	61
Sysco Corp.	SYY	Consumer Defensive	0.82 Average	Looks reasonably valued Current dividend yield is 8% above its 5-year average	2.39	10.95	2.24	53.45	8.51	24.30	5.87	51
NextEra Energy, Inc	NEE	Utilities	0.75 Low	May be undervalued Current dividend yield is 90% above its 5-year average	1.99	1.26	2.25	45.51	11.53	12.10	10.84	25
General Dynamics	GD	Industrials	0.59 Low	Looks overvalued Current dividend yield is -31% below its 5-year average	1.56	13.29	2.25	19.93	8.76	9.47	9.82	28
Cincinnati Financial	CINF	Financial Services	0.76 Low	Looks reasonably valued Current dividend yield is 0% above its 5-year average	2.51	11.96	2.25	7.07	6.89	6.16	4.89	59
Grainger (W.W.) Inc.	GWW	Industrials	0.75 Low	Looks overvalued Current dividend yield is -27% below its 5-year average	1.17	8.53	2.31	25.30	0.00	-100.00	-100.00	47
Automatic Data Processing	ADP	Industrials	0.94 Average	Looks reasonably valued Current dividend yield is -9% below its 5-year average	1.77	14.99	2.31	33.23	11.01	12.14	11.45	44
A.O. Smith	AOS	Industrials	0.94 Average	May be undervalued Current dividend yield is 20% above its 5-year average	1.82	16.80	2.31	22.53	11.73	17.17	21.60	25
Illinois Tool Works	ITW	Industrials	0.86 Average	Looks reasonably valued Current dividend yield is -1% below its 5-year average	2.15	13.64	2.34	24.95	9.86	14.48	12.92	44
Federal Realty Investment Trust	FRT	Real Estate	0.86 Average	Looks reasonably valued Current dividend yield is 10% above its 5-year average	3.89	1.12	2.36	36.01	1.78	2.10	4.59	52
Amcor plc	AMCR	Consumer Cyclical	0.82 Average	Looks overvalued Current dividend yield is -10% below its 5-year average	3.92	1.24	2.39	18.91	2.33	2.73	0.00	25
International Business Machines Corporation	IBM	Technology	0.55 Low	Looks reasonably valued Current dividend yield is -8% below its 5-year average	4.44	-4.80	2.42	20.28	1.79	3.56	8.49	25
Medtronic plc	MDT	Healthcare	0.65 Low	May be undervalued Current dividend yield is 54% above its 5-year average	3.27	9.71	2.52	30.36	8.01	8.14	10.20	41
PPG Industries	PPG	Basic Materials	1.11 High	May be undervalued Current dividend yield is 21% above its 5-year average	1.81	8.09	2.54	21.79	6.71	7.70	7.18	50
Emerson Electric Company	EMR	Industrials	0.88 Average	Looks overvalued Current dividend yield is -22% below its 5-year average	2.08	5.81	2.54	21.19	1.44	1.28	3.53	62
Essex Property Trust, Inc	ESS	Real Estate	0.72 Low	May be undervalued Current dividend yield is 38% above its 5-year average	3.97	7.66	2.58	45.49	3.96	5.49	7.23	25
Stanley Black & Decker	SWK	Industrials	1.12 High	May be undervalued Current dividend yield is 110% above its 5-year average	3.53	8.22	2.61	14.88	4.92	5.69	6.15	52
Walgreens Boots Alliance	WBA	Consumer Defensive	0.79 Low	May be undervalued Current dividend yield is 61% above its 5-year average	5.12	2.44	2.69	6.55	4.00	5.15	8.98	43
Target Corp.	TGT	Consumer Defensive	1.16 High	Looks reasonably valued Current dividend yield is -5% below its 5-year average	2.37	13.69	2.78	16.03	7.84	6.38	11.13	52
Franklin Resources	BEN	Financial Services	1.27 High	May be undervalued Current dividend yield is 13% above its 5-year average	3.82	-3.79	2.79	7.38	5.95	8.84	17.78	39
Pentair Ltd.	PNR	Industrials	1.09 Average	Looks reasonably valued Current dividend yield is -7% below its 5-year average	1.65	2.13	2.79	17.33	-8.67	-9.80	0.00	43
Caterpillar Inc.	CAT	Industrials	0.81 Average	Looks overvalued Current dividend yield is -23% below its 5-year average	1.77	7.27	2.81	18.67	9.28	2.14	9.05	25
S&P Global, Inc.	SPGI	Financial Services	0.96 Average	Looks reasonably valued Current dividend yield is 2% above its 5-year average	0.90	22.70	2.83	32.30	15.48	16.42	11.91	46
AFLAC Inc	AFL	Financial Services	0.69 Low	Looks reasonably valued Current dividend yield is -2% below its 5-year average	2.18	9.42	2.88	9.85	8.27	9.72	7.94	37
T. Rowe Price Group	TROW	Financial Services	1.46 High	May be undervalued Current dividend yield is 44% above its 5-year average	3.99	8.06	2.88	11.19	37.76	27.65	19.43	33
Dover Corp.	DOV	Industrials	0.95 Average	Looks overvalued Current dividend yield is -22% below its 5-year average	1.38	11.51	2.94	20.58	1.55	2.96	7.35	64
Lowe's Cos.	LOW	Consumer Cyclical	0.97 Average	May be undervalued Current dividend yield is 11% above its 5-year average	1.73	21.39	2.95	19.57	16.30	17.32	18.80	57
Cintas Corporation	CTAS	Industrials	0.94 Average	Looks reasonably valued Current dividend yield is -6% below its 5-year average	0.93	24.84	3.00	37.41	18.37	20.65	20.20	36
West Pharmaceutical Services, Inc	WST	Healthcare	1.16 High	Looks overvalued Current dividend yield is -23% below its 5-year average	0.29	22.17	3.06	47.83	6.58	7.09	7.18	25
Archer-Daniels-Midland Co	ADM	Consumer Defensive	0.57 Low	Looks overvalued Current dividend yield is -38% below its 5-year average	1.80	10.49	3.07	17.53	3.37	4.28	8.49	44
Cardinal Health Inc.	CAH	Healthcare	0.50 Very low	Looks overvalued Current dividend yield is -35% below its 5-year average	2.55	2.34	3.25	29.78	-5.95	2.46	8.83	25
Leggett & Platt	LEG	Consumer Cyclical	0.88 Average	May be undervalued Current dividend yield is 35% above its 5-year average	4.83	3.83	3.32	12.58	3.44	4.38	4.20	49
Expeditors International of Washington, Inc	EXPD	Industrials	0.88 Average	Looks reasonably valued Current dividend yield is 5% above its 5-year average	1.23	10.05	3.48	12.91	8.83	7.71	8.78	25
Albemarle Corporation	ALB	Basic Materials	1.37 High	Looks overvalued Current dividend yield is -50% below its 5-year average	0.65	12.03	3.48	187.02	5.20	5.04	8.82	25
Nucor Corp.	NUE	Basic Materials	1.21 High	Looks overvalued Current dividend yield is -50% below its 5-year average	1.27	12.45	3.69	5.88	3.65	2.67	1.66	46

Defensive Dividend Aristocrats screener

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