Quant Analysis

Source: NCB Capital

Investment strategy based on dividend plays in KSA and the GCC

Saudi – Latest picks; overall portfolio analytics

• Our investment strategy has significantly outperformed the benchmark TASI in all four years since 2005
• The portfolio generated cumulative 25.7% total return* in last 16 quarters, compared with -46.0% by TASI
• The portfolio enjoys a low beta (annual average of 0.77); and volatility comparable to that of TASI (SD annual average 37.5% vs. 36.0%)
• Current top stock picks in KSA based on our investment criteria are given in the following table*

Saudi portfolios – performance and composition (May’05-Apr’09)

• Building Materials sector and RE & Construction together accounted for 48% of the stocks in the portfolio
• A majority of the stocks (52%) were in the market cap range of $1,000-5,000mn
• The portfolio outperformed TASI in all the quarters, except during the periods Aug'07-Oct'07 and May'08-Jul'08
• The portfolio generated 5.9% returns, compared with -14.3% returns generated by TASI over the period May’05 – Apr’09


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