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TURNING ACADEMIC INSIGHT INTO INVESTMENT PERFORMANCE®

16 Jul

Ride Winners and Cut Losers. Period.

Two weeks ago, we posted a simulation study on the performance of cheap and expensive stocks based on various valuation metrics. The dart-throwing monkeys simulations gave us a vivid look of how cheap stocks beats expensive stocks regarding compound annual growth rates (CAGR), standard deviation, and maximum drawdown.
  • Here is the link to the older post: 
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