Latest news

Image Description

YTD performance: +22.4%

In July, the STOXX600 was able to gain 220 basis points, finishing with a YTD return of 15

Image Description

ValueSignals 5 is live!

As you will have noticed, we moved a new version of ValueSignals to production

Q1: +12.8%

After many years of underperformance (growth outperformed value by more than 2:1 since 2010), value stocks seem to be catching up

Roaring kitty

The month of January was marked by a new phenomenon

Image Description

9 out of 10!

November was a great month for investors in general, and our members haven't been disappointed either

Image Description

Make ValueSignals outperform again!

while the portfolios of other value investing newsletters continued to struggle, the ValueSignals model portfolio is on track to beat the market again

Performance boost

As you might have noticed, ValueSignals has gotten a lot faster recently

Image Description

And the winner is ValueSignals!

We started our newsletter almost 10 years ago to demonstrate that our screener is a great tool to beat the market

Backtesting

A question we get asked quite often is: do you have a point-in-time database, and do you allow backtesting The short answer is no

The new screener is live

I'm proud to announce that we released a major upgrade to our screener and scorecard

Image Description

A year full of surprises

2018 has been a year full of surprises

After beating the STOXX600 for 7 years in a row with a comfortable margin, our European portfolio underperformed

Merry Christmas!

What a year it has been

Our stock screener and scorecard helped us outperform the market indices with double-digit alpha, now for 8 consecutive years

An improved Magic Formula based on academic studies

Did you know that there's a version of the Magic Formula that significantly outperforms the latter by using a different quality and price metric Wesley Gray and Tobias Carlisle found that by making some small tweaks to the formula, the yearly return can be improved by more than 2

A brand new formula for conservative investors

Did you know that you can beat the market by investing in low-risk stocks According to a Dutch fund manager, it is possible to get a 15% yearly return over a longer period of time without losing any sleep when markets turn ugly

Image Description

Bring your own composite factor!

Our goal at ValueSignals has always been to allow any investor - from novice to expert - to implement powerful quantitative models with very little effort

ValueSignals in action in Finland

Finnish value investors have been using our website from the get-go and today our stock screener is still very popular in Finland

27% gain on average

Did you know that of the 12 positions we added to the European portfolio during the last 12 months, only 2 showed a small loss

ValueSignals, the genuinely dynamic stock screener

One of the most common questions we get asked by our new members is: why does your trending value screen show stocks with a VC2 above 10 The VC2 factor range is set to only show percentiles 0 to 10, yet I see values higher than 10

New! Share your news and insights!

The ValueSignals community is growing faster as word of mouth is spreading, and a growing number of investors move from gut feeling investing to a more systematic, quantitative style of investing

Image Description

Discover the formula behind each measure

Over the last few months, we invested quite a bit of time making sure that our glossary is up to date with not only the formula behind each measure but also the reason why we included it in our screener

Updated Glossary available now!

There have been many changes to the stock screener lately, and we introduced quite a few new measures in the scorecard

New scorecard user manual

It's only been a couple of weeks since we launched our scorecard, and it seems to be a big success

New stock screener manual out now!

We really put a lot of effort into making our new screener as simple as possible, so many users have been using it successfully without ever requiring a user guide

Q3 Portfolio Update

Our European portfolio again performed exceptionally well during the last month

New domain name and logo

From now on, We will market your favorite value investing screener and newsletter under the valueSignals brand name

Value Investing in Israel

According to Ori Eyal, manager of the EVCM fund and protege of Guy Spiers, it's a great time to invest in Israel

European portfolio vs market, 5 - 0

After the great returns in 2013 (+39,7% for the European portfolio and +43,2% in North-America) the markets started the year at a generally overvalued level

Enjoy the new site!

After many months of work we have released the new version of the site

Reverse your DE

Do you have the tendency to sell your winners too early and ride losers too long Don’t worry, most people do and this has a negative impact on your overall trading performance

Which magic formula is the most popular

(Intro from the June 2014 edition of the systematic value investor newsletter)

Over the past 5 years we gathered quite a few screens and ratios

Use our screeners to find bargains in New Zealand!

60 Years ago on 29 May 1953, Sir Edmund Percival Hillary and Nepalese Sherpa mountaineer Tenzing Norgay became the first climbers confirmed as having reached the summit of Mount Everest

Cambria Shareholder Yield ETF

Mebane Faber (Cambria) has launched an interesting ETF today :

->The Cambria Shareholder Yield ETF is an actively managed fund that employs the manager's quantitative algorithm to select U

New KPI : Value Factor One - Backtest

The problem with single-factor valuation ratios is that they move “in and out of favor” and can significantly underperform the overall market over any given 10-year period despite their long-term outperformance

Quantitative Long - Short Investing (2)

In response to many questions from the Short Selling Blog:

The screen featured in the article can be described as follows:

US companies with a market capitalization greater than one billion dollars and with a 20-day average trading volume greater than 100,000 shares

ROIC, the underrated factor

If you happen to be interested in asset management, chances are that you have heard about the concept of factor returns

New features in Value Screeners

This new factor - together with the other momentum factors (price index 12 months and price index 6 months) - in our Value Screener grid indicates a truth about investing that is difficult to understand: the investor should buy into strength and sell into weakness

Short selling, not for everyone!

Short selling (also known as shorting or going short) is the practice of selling shares that have been borrowed from a broker with the intention to repurchase these shares at a later date to return to the broker

“Old - Value” school

One of the remains of the Graham-Newman era (except Warren Buffet himself ) is Tweedy, Browne Company LLC

We're all going to die

Benjamin Franklin first stated that the only two certainties in life are death and taxes

What is Value Investing

Our Mission Statement

What is the MFIE investment strategy Many people asked us this question, so I'll try to explain it in this post