Top Performing Stock Models
| Guru Based on | Number Of Stocks |
Rebalancing | Annual Return |
|---|---|---|---|
| Partha Mohanram | 10 | Tax Efficient | 14.8% |
| Dashan Huang | 10 | Monthly | 20.0% |
| Motley Fool | 10 | Tax Efficient | 12.0% |
| James O'Shaughnessy | 10 | Tax Efficient | 16.3% |
| Wesley Gray | 20 | Monthly | 10.1% |
| Wayne Thorp | 10 | Quarterly | 15.8% |
| Validea | 20 | Tax Efficient | 10.3% |
| Martin Zweig | 20 | Tax Efficient | 10.2% |
| Patrick O'Shaughnessy | 20 | Monthly | 14.9% |
| Kenneth Fisher | 10 | Monthly | 9.8% |
Top Performing ETF Models
| Portfolio | Annual Return |
Benchmark |
|---|---|---|
| Factor Rotation - Momentum with Trend | 11.6% | 8.6% |
| Factor Rotation - Composite with Trend | 11.3% | 8.6% |
| Factor Rotation - Macro with Trend | 10.3% | 8.6% |
| Factor Rotation - Momentum | 10.2% | 8.6% |
| Factor Rotation - Composite | 9.5% | 8.6% |
9/9/2020
By Justin Carbonneau (@jjcarbonneau)
On Validea.com, we run 22 public facing models. Most of the models are a combination of fundamental factors, combining measures like profitability, valuation, cash flows, levels of debt, relative valuation, price strength and other factors that indicate the health of a company and attractiveness of a stock. However, there is a small group of models we run that are laser-focused on one key investment attribute and screen for the stocks that exhibit the very best of this characteristic. One of those models is the Earnings Revision Investor model we deploy based on Wayne Thorp’s (an analyst at The American Association of Individual Investors, AAII) paper, How to Profit From Revisions in Analysts’ Earnings Estimates.9/2/2020
By Jack Forehand (@practicalquant)
Active management deserves all the criticism it gets. After all, over 80% of equity managers underperform their benchmarks over the long-term and active managers charge vastly higher fees compared to passive indices. But active management also gets a bad rap. There are many active strategies that perform very well over time, and justify the fees they charge. How can both of these conflicting statements simultaneously be true? The answer lies of the definition of the term “active management” and the many ways that active decisions can be applied to equity investing.9/14/2020
9/7/2020
A detailed look at the site and how to use it.
A look at some of our strategies and how they worked in the historic 2020 market
Analysis of 6000+ stocks using the proven strategies of investment legends like Warren Buffett, Benjamin Graham and Peter Lynch. See the details behind "why" some stocks look good and others don't through the guru methodologies.
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22 different model portfolios based on our time tested factor-based strategies.
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Screen for stocks that pass the strategies of investment legends such as Joel Greenblatt, John Neff and Martin Zweig. Combine multiple strategies together or add in fundamental filters to refine your result set.
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Our trend following system covers over 45+ asset & investment classes and seeks to help limit losses during major market declines while maintaining a disciplined re-entry method when prices revert. Get alerted when the signals change between Buy and Sell.
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