Book/Market Investor

Based on the research paper by Joseph Piotroski

Since 2004, this portfolio has returned 139.6%, underperforming the market by 21.0% using its optimal annual rebalancing period and 20 stock portfolio size.

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S&P 500

This value-quant strategy screens for high book-to-market stocks, and then separates out financially sound firms by looking at a host of improving financial criteria.

Annual Return: 5.8% S&P 500: 6.4%
Year To Date: 1.8% S&P 500: 19.1%
Beta: 1.07 Accuracy: 50.0%
Full Return History

Portfolio Holdings

Ticker Date Added Return
LUKOY 6/29/2018 19.29%
CATO 6/28/2019 13.88%
CRZO 6/28/2019 3.59%

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