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 a n 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,

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. If you want in on renewable energy, we recommend NextEra. 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 ma

Analyzing Results - 2013/Y-6

There were eight companies in Group 8 (no 9) in 2013/Y-6: EW STZ LRCX ALXN MU MCHP AME DE This is how they each fared from 2014 to 2020 - the year runs from April 1 to March 31st: EW 92%, -58%, 5%, 48%, 41%, -1% STZ 36%, 31%, 7%, 42%, -22%, -18% LRCX 27%, 10%, 57%, 60%, -6%, 32% ALXN 12%, -18%, -15%, -7%, 24%, -34% MU 11%, -61%, 162%, 82%, -17%, 0 MCHP 5%, 3%, 56%, 27%, -4%, -21% AME 1%, -4%, 9%, 42%, 12%, -14% DE -2%, -9%, 45%, 45%, 24%, -34% Six Year Return: EW 69% STZ 81% LRCX 355% ALXN -42% MU 72% MCHP 60% AME 42% DE 68% What score did each of the above have in 2014/Y-5? EW - 6 STZ - 8 (no 9) LRCX - 4 ALXN - 8 (no 9) MU - 6 MCHP - 5 AME - 6 DE -5 What score did each have in 2015/Y-4? EW - 5 STZ -6 LRCX - 6 ALXN -5 MU - 6 MCHP - 2 AME - 3 DE - 1 What score did each have in 2016/Y-3? EW - 8 STZ - 7 LRCX - 7 ALXN - 6 MU - 7 MCHP - 5 AME - 1 DE - 2 What score did each have in 2017/Y-2? EW - 8 STZ - 4 LRCX - 8 ALXN - 6 MU -

The INVRS Blog

Search This Blog