interest coverage

Interest Coverage Screen: What 25 Years of Data Shows About Debt-Servicing Ability

We backtested an interest coverage screen with quality filters across 25 years of US stock data (NYSE, NASDAQ, AMEX). 8.15% CAGR vs 8.02% for the S&P 500. The real story is crisis protection: +89 percentage points of cumulative excess return during the dot-com bust.

interest coverage

Interest Coverage Screen Tested on 13 Global Exchanges: Where Debt Safety Matters Most

We ran the same interest coverage screen on 13 exchanges from Tokyo to Stockholm to New York, each measured against its local benchmark. 11 of 13 beat their local market. NSE (India) led at 17.4% CAGR, +6.2% vs Sensex. Sweden (STO) is the best risk-adjusted result at 0.523 Sharpe.