2 Comments on “Returns to The Acquirer’s Multiple® Screeners and The Best Value Stocks”

1. 

   Reply

   Mads Vestergard

   10.20.2016 at 1:19 am

   Hi Tobias

   First of all thanks for sharing all this great content and your very interesting books. I don’t know if this question has already been addressed or this is the wrong place to ask – in this case please just ignore it. It is just something that I have thought of since reading your books as well as the magic formula book from Greenblatt.

   In your books when backtesting the magic formula I believe you set a minimum market cap. of ~1 bn $ or something in that ballpark. In Greenblatts magic formula book he uses a minimum market cap of just 50 m $. Have you tried backtesting with the smaller capitalization stocks that Greenblatt uses?

   Best,

   Mads

   1. 

      Reply

      Tobias Carlisle

      10.20.2016 at 8:41 am

      Yes. We get the same result with better returns.

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