BACK-TESTING EP Y-6 LARGE CAP: I, C, R

I had slated a back-test on I, S, R with no C, but not surprisingly, when you think about it, you don't have R without C. So removing the C's removed everything, so it was a null group.

This test groups companies with I, C and R but no S.

Large cap is defined as greater than $5B.

The highest score is 8.

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:

This was a good grouping, especially for 8.

Results look a little random, but I do notice that 8 does cumulatively better than average.

Comments

11 Reasons Why INVRS is Better Than Excel Alone

If you work with your own investment models you likely use excel to build them, but excel isn’t ideal for many reasons and it costs you in other ways.
First, you need good data and it isn’t just lying around in an easy to import format.You’re either keying it in yourself or paying money for excel downloads.
When you need data from numerous sources – price information, data from different statements and across multiple years - you must merge it from multiple sheets. It's an inefficient process which can lead to data corruption.
After all this data is collected and merged, models built and tested, the net result is one statistic for one company.A stand-alone number without context has limited use.To be meaningful, you need to compare it to similar companies. This is just a sample of the challenges. You need software that overcomes these problems and is designed for investment model creation.
Surprise! This software exists, it's INVRS. You can get a free analysis report on …

Two Undervalued Major Telecom Stocks

As the graph indicates, CHU and NTT are trading below value.

NextEra - Good Dividend in the Renewable Energy Sector

NextEra had good results relative to a group of peers in a factor-based analysis.NextEra has an appealing profitability and income profile.Its price momentum looks decent, with a caveat.Its relatively small size (a small mid-cap) coupled with its industry (renewable energy) further weight the odds that this company could be a strong performer in the future.
The Analysis Overview
I created a portfolio of stocks in the alternative energy sector, looking specifically for companies with a market cap over $1B but less than $4B. This is a sweet spot that offers strong potential for growth but is also substantial enough not to be too speculative.

It's my believe that alternative energy is on the ascendance, where as fossil fuels will inevitably decline (NextEra isn't a pure play in this regard however, natural gas assets are part of its portfolio). If you share this belief and you want exposure to this market, NextEra looks like a good bet.

This is a factor-based analysis on seven …

The INVRS Blog

Search This Blog