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 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:
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].…
