Book/Market Investor

Based on the research paper by Joseph Piotroski

Since 2004, this portfolio has returned 155.4%, outperforming the market by 1.7% 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: 6.4% S&P 500: 6.3%
Year To Date: 8.5% S&P 500: 15.9%
Beta: 1.07 Accuracy: 52.0%
Full Return History

Portfolio Holdings

Ticker Date Added Return
LUKOY 6/29/2018 26.87%
LPL 6/29/2018 16.99%
CHA 6/29/2018 14.41%

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