Book/Market Investor

Based on the book by Joseph Piotroski

Since 2004, this portfolio has returned 144.5%, outperforming the market by 39.7% 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: 7.1% S&P 500: 5.6%
Year To Date: 0.2% S&P 500: 4.9%
Beta: 1.09 Accuracy: 53.8%
Full Return History

Portfolio Holdings

Ticker Date Added Return
BHE 7/1/2016 50.73%
MSGN 7/1/2016 48.12%
UNM 7/1/2016 44.68%

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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%
UAM 224.56%
DFT 192.00%
DDS 173.80%
** 129.17%