Book/Market Investor

Based on the research paper by Joseph Piotroski

Since 2004, this portfolio has returned 74.3%, underperforming the market by 65.9% 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: 3.5% S&P 500: 5.6%
Year To Date: -35.2% S&P 500: -14.9%
Beta: 1.05 Accuracy: 49.8%
Full Return History

Portfolio Holdings

Ticker Date Added Return
REGI 6/28/2019 48.17%
PLAB 6/28/2019 37.07%
CNX 6/28/2019 27.09%

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