Showing Tag: "value" (Show all posts)

New 8-year Backtest

Posted by PowerStocks Research on Friday, March 20, 2009, In : Backtest update 
We have completed a 8-year backtest on the Price/Book ("Book Value") Decile strategy of purchasing the JSE's lowest 10% Price/Book ratio stocks. The backtest includes a detailed analysis of the effectiveness of the strategy.

Go to the RESEARCH main menu tab to get access, it is currently free to the public.

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Price/Book Decile-Mar09

Posted by PowerStocks on Friday, March 6, 2009, In : List Publication 

As with our other Strategy Blogs, once a month we will rank the JSE into 10 deciles based on Price/Book ratio and then publish the contents of the Decile-10 portfolio. This is the portfolio with the lowest 10% of Price/Book ratios on the JSE. As we have shown in our historical research, this portfolio repeatedly manages to significantly outperform the ALSI. This is similar to the "Dogs of the Dow" theory except that we are basing our measure of bargain on the Price/Book ratio as opposed to th...
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