- Equities Lab - Learn Investing By Experimenting
- (404) 476-6450
- sales@equitieslab.com
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 [1].…
The problem
The rising income and EPS growth screener used to operate, at least in part, based on the buzz score, and on estimates. Unfortunately, we lost the following data fields:
- All estimates fields
- Insider ownership
- Institutional ownership
- Large block trades
This happened because we had to make tradeoffs when we switched to the new data source.…
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 [1].…
