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5 star quant fund manager shares secret to his success [0.14]

Posted on July 31, 2017, 9:36 a.m. by Blog @ [source]

A few years ago my friend and co-author of the research paper Quantitative Value Investing in Europe: What Works for Achieving Alpha helped a small unknown fund in Spain develop an investment process based on all the best ideas we have found through our research and testing.

In the following years I analysed stocks and, with its methodology, beat the market more than 8% p.a.

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Your absolute best investment strategy - so far in 2017 [0.17]

Posted on July 11, 2017, 8:39 a.m. by Blog @ [source]

In spite of the markets nearly everywhere being quite expensive you could have earned up to 20.5% so far in 2017 if you chose the best performing investment strategy.

This gives you a much better idea of why your portfolio out- or under-performed and what strategies worked in the markets you invest in.

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Are you always searching for a better or the absolute best investment strategy?

Don’t worry if you like a high dividend yield strategy there are a lot of better alternatives.

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Use the golden cross to increase your returns [0.08]

Posted on June 22, 2017, 8:17 a.m. by Blog @ [source]

Knowing exactly when to buy or sell a company’s stocks is not easy.

This indicates an increasing stock price and often results in higher trading volumes due to other investors also buying because of the golden cross.

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Ever heard of the price to book magic formula? [0.19]

Posted on May 22, 2017, 11:29 a.m. by Blog @ [source]

Ever heard of the price to book magic formula?

Are you a low price to book value investor?

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Has a friend ever forced you to read a book?

The book describes an interesting trading strategy that uses a different way of calculating share price momentum, to help you find stocks that are moving up (stocks on the move).

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What investment strategy would have given you the highest returns in Europe over the 13 year period from July 2000 to July 2014? This means value (undervalued companies) outperformed the market and glamour stocks (expensive or highly valued companies) Earnings / Price generated the highest return among the single-factor strategies Despite a lower geometric mean return of 10.9% Shareholder Yield had the highest Sortino ratio of 0.77 The annual average value premium compared to the market ranged from 3.8% to 5.9% The annual average value stock premium compared to the glamour stock deciles (value companies did better than glamour companies) ranged from 11% to 17% The value deciles of all the multi-factor strategies outperformed their respective glamour deciles These results confirmed that previous research studies (mainly US studies) that investing in undervalued companies also works in Europe Combining value and momentum (the best strategy) to find undervalued companies that are already recovering (share price moving up), is a successful tool you can use to separate winners from losers Reducing portfolio diversification to 25 companies can increase your returns.

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I am sure you already know that the Piotroski F-Score can improve your investment returns.

For example, in the article Can the Piotroski F-Score also improve your investment strategy?

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Your absolute best strategy in 2016 [0.19]

Posted on Jan. 31, 2017, 4:17 p.m. by Blog @ [source]

I largely missed the best strategies boat as my portfolio was over 60% in cash throughout the year.

We excluded companies with a market value less than $50 million, to make sure that we only look at companies you can buy and sell easily.

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How to implement a Magic Formula investment strategy [0.28]

Posted on Jan. 10, 2017, 3:02 p.m. by Blog @ [source]

If you found this page you most likely already know about the Magic Formula investment strategy developed by Joel Greenblatt and described in his excellent book called The Little Book that Still Beats the Market.

In this article I show you exactly how (step for step) you can implement the Magic Formula investment strategy in your portfolio.

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How to implement the Magic Formula investment strategy [0.28]

Posted on Jan. 10, 2017, 3:02 p.m. by Blog @ [source]

If you found this page you most likely already know about the Magic Formula investment strategy developed by Joel Greenblatt and described in his excellent book called The Little Book that Still Beats the Market.

In this article I show you exactly how (step for step) you can implement the Magic Formula investment strategy in your portfolio.

banks clicks companies excluded formula insurance investment Magic means mouse

 

How to buy and sell small illiquid companies [0.12]

Posted on Dec. 9, 2016, 6:38 p.m. by Blog @ [source]

It is not always simple to implement your suggestions because of the liquidity of some shares (for buying as well as for selling). Can you please give me some advice or suggestions about orders and liquidity?

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I am sure you have heard of the Magic Formula investing, if not here is a quick summary.

It identifies good quality companies that are trading at an attractive price.

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This is how we select ideas for the Quant Value newsletter [0.17]

Posted on Nov. 8, 2016, 6:24 p.m. by Blog @ [source]

After all, you are investing your hard earned money in these ideas.

The spreadsheet helps me make sure the company is not wrongly included in the screener because of data errors or unusual numbers (a large once off profit for example) in its financial statements.

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Your best strategy in 2016… up till Q3 [0.12]

Posted on Nov. 7, 2016, 10:58 a.m. by Blog @ [source]

I wanted to send you this article shortly after the end of the third quarter 2016 but, like a lot of things, it slipped my mind.

We excluded companies with a market value less than $50 million, to make sure that we only look at companies you can buy and sell easily.

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I recently stumbled onto two unknown investment books, by an unknown author, which I am sure you will also find interesting.

Both were written by the unknown (at least to me) author called Fred Piard.

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If I have not yet convinced you that the Piotroski F-Score can improve your investment returns I am not sure what more I can do.

For example, in this article I showed you how the Piotroski F-Score improved the average returns of 13 investment strategies by over 200% over 12 years.

 

In March 2016 Jim O’Shaughnessy (O’Shaughnessy Asset Management) published an interesting research paper called A True Microcap Strategy.

The paper made a really convincing argument for investing in microcap companies (for exact returns continue reading), it is also the strategy they follow in their Micro Cap investment strategy.

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Is your high dividend investment strategy based on buying companies with a high dividend yield and high dividend cover?

In this article I summarise an interesting research paper that found the normal way most investors look at dividend income investing is all wrong.

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7 ratios to find the best companies to sell short [0.09]

Posted on June 21, 2016, 1:48 p.m. by Blog @ [source]

Do you sell individual stocks short?

If you do in this article I have put together a list of ratios and indicators that can help you find companies to short.

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