BACK-TESTING EP Y-6 SMALL CAP: I, S, C

This test series works looks at small cap companies (defined for this test as having a market cap between $1b and $6B) that do not have a value for R but do for I, S, and C.

The maximum score is eight.

One Year Return

Two Year Return Three Year Return Four Year Return Five Year Return Six Year Return Year Two Return Year Three Return Year Four Return Year Five Return Year Six Return

Observations

There's no clear advantage to group 8 and group 1 performs much better than the model predicts.

Comments

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