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A merry and shrewd investing community |
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week! |
| Shrewd'm.com Merry shrewd investors Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week! |
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Screen CAGR GSD Sharpe Beta AT
VG_Horse 40 31 1.17 1.4 4.6
Shrinkage 29 24 1.05 1.2 2.6
3pt_Relative_Value 29 17 1.34 0.8 11.3
Small_Value 28 21 1.15 0.7 5.9
Quality_Earnings 28 26 0.92 1.4 6.4
Up5X3 26 27 0.83 1.4 11.5
Bob 26 16 1.22 0.8 2.7
GSX 25 19 1.09 0.9 10.2
VG_Zebra 24 18 1.06 0.6 2.7
POG 21 28 0.67 1.4 6.5
Value_at_the_Top 19 21 0.75 0.7 8.1
FCF26 19 22 0.70 1.3 5.7
Fried_500 18 18 0.77 1.0 1.6
BI 17 17 0.76 0.7 10.3
High_Relative_Value 17 17 0.74 0.8 11.4
Rabbitt 17 21 0.62 0.9 10.4
Blue_Skies 17 32 0.50 1.2 6.4
Gentle_Screamers 17 25 0.56 1.2 10.8
Dipstick 14 24 0.49 0.7 10.7
CANSLIM_26 14 17 0.58 0.9 4.2
Steady_Growth 14 7 1.14 0.4 2.1
Zweig_26 13 6 1.30 0.2 1.4
Turnarounds 13 30 0.41 1.5 10.4
Up_5pct 13 25 0.40 1.3 11.1
HighOnVolume 13 25 0.34 1.0 10.7
POI 12 33 0.35 1.8 7.6
Melange 12 26 0.34 1.4 7.2
GS_Mungo 12 19 0.43 0.8 10.2
GS_Mungo_Voom 12 19 0.42 0.8 10.2
LowPSvol 11 19 0.38 0.7 11.7
Low_Mult 11 21 0.37 1.0 8.6
SP_Peg 9 23 0.27 1.5 3.2
GS_PCF 8 20 0.19 0.8 9.7
Silver_Parachute 8 21 0.19 0.9 5.9
PSLove_You 6 23 0.07 1.0 7.3
ARS 5 14 0.06 0.7 7.6
Z26saTA 4 5 -0.10 0.2 1.0
YldEarnYear_SI 4 22 0.01 0.5 4.8
GSX2 4 22 0.02 1.0 8.5
OptiMan 3 31 0.06 1.6 2.1
Advanced 1 19 -0.16 0.7 9.1
RS_100 1 20 -0.21 0.8 9.9
WK_Voom 0 25 -0.14 0.7 7.7
LowPSplus 0 27 -0.17 1.1 11.5
NetNetsGrahamified -1 41 -0.01 2.1 3.3
Incoming_Cash -4 23 -0.35 1.0 7.2
78RPM -7 23 -0.53 1.0 7.7
AdvancedHelper -9 21 -0.76 0.8 8.4
Money_Flow -10 17 -1.00 0.7 5.2
PIH_Naked -17 37 -0.63 1.6 11.7
Microcap_Momentum -20 65 -0.44 1.4 10.8
Dilution_s -62 54 -2.21 1.9 5.6
Current_Ratio_s -42 61 -1.06 2.8 7.3
The_Mirror_s 1 62 0.08 2.7 11.0
Negative_FCF_s 1 47 0.06 2.3 10.4
HIAR_s 24 42 0.57 2.1 9.7
blend_Current_Ratio 39 11 2.73 0.4 1.1
blend_Dilution 38 10 2.79 0.5 1.0
blend_The_Mirror 23 10 1.76 0.3 1.2
blend_Negative_FCF 21 9 1.70 0.5 1.1
blend_HIAR 20 9 1.60 0.5 1.2
WER 29 19 1.23 1.2 1.7
SP500MktCapWeight 27 13 1.53 1.0 0.2
MC1700 19 20 0.75 1.3 0.4
SP1500EqualWeight 15 21 0.56 1.4 0.3
SP500EqualWeight 14 17 0.59 1.2 0.2
Averages CAGR GSD Sharpe Beta AT
avgLongScreen 11 23 0.38 1.0 7.4
avgShortScreen -16 53 -0.51 2.3 8.8
avgShortBlend 28 10 2.12 0.5 1.1
avgIndex 21 18 0.93 1.2 0.6
Screen (5 deep) CAGR GSD Sharpe Beta AT
VG_Horse 45 38 1.12 1.6 7
3pt_Relative_Value 45 20 1.87 0.8 12
Quality_Earnings 44 29 1.31 1.4 7
Up5X3 36 30 1.04 1.4 12
VG_Zebra 35 33 1.01 1.1 5
Bob 35 22 1.32 1.2 4
Fried_500 34 16 1.80 0.8 2
Gentle_Screamers 27 32 0.77 1.4 12
Steady_Growth 26 11 1.82 0.6 4
POG 26 32 0.75 1.5 7
GSX 25 22 0.92 0.9 11
FCF26 25 30 0.76 1.6 6
Up_5pct 24 30 0.60 1.3 11
Rabbitt 22 29 0.65 1.0 11
Blue_Skies 22 41 0.58 1.3 8
High_Relative_Value 21 20 0.84 0.8 12
Zweig_26 21 12 1.24 0.4 3
BI 19 21 0.73 0.7 11
Dipstick 18 30 0.56 0.7 12
Turnarounds 14 31 0.45 1.2 11
Low_Mult 14 27 0.40 1.0 9
POI 13 40 0.34 1.8 8
Value_at_the_Top 12 28 0.36 0.7 9
Incoming_Cash 10 24 0.27 0.9 6
GS_Mungo 10 23 0.26 0.8 11
GS_Mungo_Voom 9 23 0.23 0.8 11
HighOnVolume 8 30 0.03 0.8 11
Shrinkage 8 33 0.22 1.4 3
Small_Value 7 22 0.16 0.2 6
LowPSvol 6 20 0.12 0.7 12
CANSLIM_26 5 22 0.07 1.2 7
ARS 5 16 0.07 0.8 8
Z26saTA 3 11 -0.11 0.4 2
Melange 3 35 -0.06 1.7 8
Silver_Parachute 3 27 0.00 0.8 6
GS_PCF 3 24 -0.06 0.7 11
PSLove_You 2 24 -0.08 1.0 7
YldEarnYear_SI 1 28 -0.11 0.4 5
OptiMan -2 38 -0.07 1.9 3
SP_Peg -5 27 -0.31 1.5 5
GSX2 -5 26 -0.38 1.0 9
Advanced -5 28 -0.37 0.8 10
RS_100 -6 24 -0.57 0.7 10
WK_Voom -6 30 -0.37 0.6 8
Money_Flow -8 26 -0.62 0.8 7
LowPSplus -8 36 -0.47 1.3 12
NetNetsGrahamified -8 44 -0.22 2.2 4
AdvancedHelper -16 28 -0.91 0.9 9
78RPM -27 30 -1.38 1.1 8
PIH_Naked -30 49 -1.01 1.7 12
Microcap_Momentum -32 97 -0.75 1.2 11
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