All Investable Stock Screen Backtest

Tobias CarlisleStudy Comments

Updated July 26, 2016 Chart 1. Returns from January 2, 1999 to July 26, 2016 (Log.) We backtested the returns to a theoretical portfolio of stocks selected by The Acquirer’s Multiple® from the All Investable stock screen. The backtest assumed the screen bought and held for a year 30 stocks selected from the All Investable universe (the largest two-thirds of stocks by market capitalization). The portfolios … Read More

Large Cap 1000 Stock Screen Backtest

Tobias CarlisleStudy Comments

Updated July 26, 2016 Chart 1. Returns from January 2, 1999 to July 26, 2016 (Log.) We backtested the returns to a theoretical portfolio of stocks selected by The Acquirer’s Multiple® from the Large Cap 1000 screen. The backtest assumed the screen bought and held for a year 30 stocks selected from the large cap universe (the largest 1,000 stocks by market capitalization). The screens were rebalanced … Read More

Small and Micro Cap Stock Screen Backtest

Tobias CarlisleStudy Comments

Updated to July 26, 2016 Chart 1. Returns from January 2, 1999 to to July 26, 2016 (Log.) We backtested the returns to a theoretical portfolio of stocks selected by The Acquirer’s Multiple® from the Small and Micro Cap screen. The backtest assumed the portfolio bought and held for a year 30 stocks selected from the small and micro cap universe (the smallest half of stocks … Read More