Book/Market Investor

Based on the book by Joseph Piotroski

Since 2004, this portfolio has returned 140.0%, outperforming the market by 29.3% using its optimal annual rebalancing period and 20 stock portfolio size.

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: 6.8% S&P 500: 5.8%
Year To Date: -1.7% S&P 500: 7.9%
Beta: 1.09 Accuracy: 53.5%
Full Return History

Portfolio Holdings

Ticker Date Added Return
FBR 7/1/2016 55.57%
BHE 7/1/2016 52.15%
UNM 7/1/2016 43.35%

Want to see all ten stock picks in this portfolio? Sign up today for a risk-free trial.

Sign Up Today

All-Time Top Performers

Validea subscribers got advance notice on these remarkable stock moves.

Tickers with ** denote stocks that no longer trade due to a corporate action, such as a buyout or merger.
Ticker Return
** 385.48%
** 224.56%
DFT 192.00%
DDS 173.80%
** 129.17%