Discussion

Geoffrey from California posted 12 months ago:

i notice that 2 weeks ago was a question about sipro and the novy-Marx method. I also would like feedback on this. and How the Novy method compares with existing screens.

It would be good to add this to your Stock Screens that can be run at any time.

Or are you indicating that the Joel Greenblat Screen comes up with the same result?


Kevin Smith from Arkansas posted 11 months ago:

In the April 2010 AAII Journal, a revised Piotroski strategy was reviewed. In sum TTM F-9 companies returned 306.4% during the study whereas TTM F 8-9 companies returned 1,570.3%. Logic would tell me to exclude F-9 companies from my purchases and only go with F=8 companies. Perhaps those rated F-9 have less upside potential than F-8 holdings.

Your thoughts?

Thanks,

Kevin Smith


Kevin Smith from Arkansas posted 11 months ago:

In the April 2010 AAII Journal, a revised Piotroski strategy was reviewed. In sum TTM F-9 companies returned 306.4% during the study whereas TTM F 8-9 companies returned 1,570.3%. Logic would tell me to exclude F-9 companies from my purchases and only go with F=8 companies. Perhaps those rated F-9 have less upside potential than F-8 holdings.

Your thoughts?

Thanks,

Kevin Smith


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