OverviewA 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.BackgroundValue investing is a framework of investing that selects stocks that have low prices compared to their intrinsic value [1].…
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OverviewA 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. BackgroundValue 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.…