value investing
We backtested a low P/E value screen with quality filters across 25 years of US stock data (NYSE, NASDAQ, AMEX). 13.9% CAGR vs 8.0% for the S&P 500, with significant sector concentration in financials and energy.
value investing
Low P/E screening on Hong Kong's HKSE returned 14.4% annually from 2000 to 2025. That's +12.6 percentage points above the Hang Seng Index, which managed just 1.8% CAGR over the same period. The strategy's Sharpe of 0.296 towers over
value investing
QARP on XETRA: 8.75% CAGR over 25 years, +3.69% annual alpha vs the DAX, -32.7% max drawdown vs DAX's -55.4%. German industrials are a natural fit for quality-value screening.
value investing
QARP returned 4.02% annually on Hong Kong stocks, beating the Hang Seng's 1.31% by +2.71% per year. The absolute returns are modest, but the quality screen adds real alpha over the local market.
value investing
QARP returned 9.2% on BSE and 8.6% on NSE, trailing the Sensex at 11.4%. But max drawdown was a third of the index. In India, QARP is a risk tool, not an alpha generator.
value investing
We ran one quality-value screen across 12 exchanges and compared each to its local benchmark. Germany had the highest alpha (+3.69% vs DAX), the UK came second (+3.06% vs FTSE). India trailed the Sensex.
value investing
We built a systematic quality-value screen using seven quantitative criteria and backtested it across all US exchanges from 2000 to 2025. QARP returned 10.42% annually vs 7.77% for the S&P 500.
value investing
Shanghai QARP returned 6.09% annually, beating the SSE Composite's 3.70% by 2.38%. Shenzhen returned roughly 4.86%, though we can't compare it to a local benchmark (SZSE Component data isn't available in FMP). The raw numbers hide a wilder story. Shanghai&