The Best Value Stock Screening Ratios – As Shown By Machine Learning | Value Investing News

The Best Value Stock Screening Ratios – As Shown By Machine Learning

  • A data-driven and value-focused investment fund publishes some fascinating research in its quarterly letters that we can use to find the best value stock screening ratios.
  • All else equal, you would want companies with higher earnings yields.
  • Euclidean examined 10 different weightings of the Good Price (using Earnings Yield) and Good Company (using ROIC) ratios over the timeframe from 1973-2012 — much longer than Greenblatt used in his book.
Rating: 
No votes yet
Article Link: 
Shared Count: 
0
Value Score: 
0
Category: