What a year it has been!
Our stock screener and scorecard helped us to outperform the market indices with double-digit alpha, now for 8 consecutive years...[more]
After the decline in August, the European indices recovered during the month of September. The STOXX600 added 330 basis points and finished at +6.9%. Our European portfolio almost tripled this increase by adding 910 basis points, finishing the month at a YTD return (TWR) of +22.9%...[more]
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 2.5 percentage points. Our new custom factors functionality makes it easy to create customizations of the Magic Formula so we published this screen as a template. Read more about it here....[more]