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.
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. Our new 'custom factors' feature made it a breeze to configure and as this screener will probably of great interest to most investors, we made it available in the templates section.
Read more about our newest addition to the screener by clicking here.
Our goal at ValueSignals has always been to allow any investor - from novice to expert - to implement powerful quantitative models with very little effort. By using templates like the magic formula or the Piotroski book-to-market model, users get an instant list of stocks that fit within the model. Novice users can fine-tune the models to consider only stocks in their country or region and more advanced users can throw some additional filters into the mix. Experts can build a screen from scratch, and they can do this easily with the many factors included...[more]
In May our European portfolio kept up the good work and added a staggering 770 basis points. This brings YTD return (TWR) to +20.2%. The STOXX 600 ended at YTD of +7.4%...[more]