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Value Investing By Time In this short article we are going to go over what exactly is calculated in the new Value Across Time Score. The first thing that you need to know is that each part of the score is based on the rank of a variable within the last year.…
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Supposedly Boring Dividend Screener The goal of this screener is to find low volatility companies that are paying exceptionally high dividends, and are able to afford paying these dividends to their shareholders. The company must give dividends The company must have been able to afford every dividend they’ve given. The dollar amount of the dividend must have increased by at least 5% over the past year The dividend yield must be ranked in the top 80% of yields within each SIC sector The market cap of the company must be over $2 billion The company must have had fewer 10%
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Oil has been an incredibly volatile investment over the past twenty years, resulting in around 13% annual growth as an industry with a standard deviation of well over 7%. As a value investor the idea of investing in companies that can be seen as necessities to our current way of life is incredibly attractive, however, I need to figure out how to negate a certain amount of risk that can be see with this industry.…
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A few sell in may articles… Have you read any “sell in May and Go Away” articles? These articles suggest that returns from May to October are terrible. So bad, in fact, that you’d be better off just avoiding the whole mess altogether. I’ve included some of the better-written posts for your reading pleasure Forbes: Sell in May and Go away?…
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Standard deviation across all stocks — Chart that raw and you get a bunch of spikes.  Turns out if you inverse it (1/stddev) and plot the max of that over a time period, you get something interesting. Looks to me that if this weird blue line goes down, be careful until it goes up.…
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Airlines are some of the biggest consumers of oil around, and as I write this article I just imagine the Executives of companies like Delta or Southwest giddy that Bloomberg Investigators are now calling for $20/barrel oil. But has the lowered oil prices really had any affect on the net income of companies within the airline industry?…
   January 12, 2016    2   
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Happy new years! Today we’re going to find bad stocks. That may not seem hard in today’s market: everything is going down, seemingly.The little numbers are how each slice of each pie did over the last month, from Dec 1 through the end of the year. Notice that energy took a 14% bath.  …
   March 11, 2016    0   
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Price momentum is widely cited as a factor in stock selection, though I am not a natural born believer. Purchasing something because it has become more expensive does not put me at ease. A blog post at alphaarchitect.com was recently published that cited how price momentum with small changes offers favourable returns.…
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Overview A very simple stocker is presented that very effectively produces value-based stock returns. The screener, with realistic assumptions, produces 25% annualized returns with a standard deviation of 26% from 1995 to 2015, as backtested in Equities Lab. Background Value investing is a framework of investing that selects stocks that have low prices compared to their intrinsic value .…
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Overview A very simple stocker is presented that very effectively produces value-based stock returns. The screener, with realistic assumptions, produces 25% annualized returns with a standard deviation of 26% from 1995 to 2015, as backtested in Equities Lab. Background Value investing is a framework of investing that selects stocks that have low prices compared to their intrinsic value .…
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Summary points Ranked an average rating of BUY by multiple analysts http://www.marketwatch.com/investing/stock/incy/analystestimates Has increased over 500% in the past three years. Volume has more than doubled over the past twenty days Incyte(NASDAQ:INCY), in the words of yahoo finance, “ focuses on the discovery, development, and commercialization of proprietary therapeutics primarily for oncology.…
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Summary Church and Dwight has multiple “green flags” that suggests a strong company Church and Dwight provides goods that are necessary within the household Church and Dwight has increased over 2600% over the past twenty years. In the words of Yahoo Finance, CHD “develops, manufactures, and markets household, personal care, and specialty products in the United States.”…
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This page describes why I want Equities Lab to be able to ignore data.  So, in a Trading model, I have a perfectly normal, correct looking graph:  GE.  I’ve plotted the EPS_1Q.  This graph is actually correct — GE Finance was split off and a large write down was taken.However, when I do log scale, to see how the stock price and earnings are growing together, or not, I get: Which is correct, given that I haven’t put a percent on eps.  …
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I thought I would share something a seasoned analyst taught me. It’s a simple concept, but it was not overtly obvious, to me at least, when I first encountered it. It’s the third option below. I go through the first two options for reference. When screening equities, using metrics (or ratios), you’ve got three main options (or some combination of the three options below): 1).…
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We all know penny stocks are dangerous to buy. People pump penny stocks, forcing them to rise without reason. This creates a highly unstable environment, and the ONLY thing that is certain is the fall of the stock. So my thought has always been, why participate, and most likely lose, in the pump, when I can far more easily get into the almost guaranteed dump?…
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PLEASE NOTE: This article was written based on obsolete data and is currently under review–2019-01-10 Since the release of his book “Predicting the Markets of Tomorrow: A Contrarian Investment Strategy for the Next Twenty Years” O’Shaughnessy has become one of the most trusted names in stock screening. His most powerful, and undoubtedly best performing screener, is known as Tiny Titans.…
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What's so scary about 2011, you may ask? The S&P index fund (with dividends included) went up a whole 2.39%. I bet you didn't do nearly as well then. Why?
   December 23, 2014    0   
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Will it go up over the next 5 years? Is my money safe there?
   March 13, 2014    1   
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I'm happy to say that we're encouraging university classrooms to use Equities Lab in their classwork.  Here's an example of some of the work that has resulted.  Notice how well the long/short strategy does…  It's been reprinted, unedited, other than some (partial) attempts to format what used to be a Word Document for WordPress.…