Backtest of value screens
Run net-net, below-tangible-book, Piotroski and custom balance-sheet screens against point-in-time SEC fundamentals since 2011, rebalanced yearly, against equal- and cap-weighted benchmarks.
Run net-net, below-tangible-book, Piotroski and custom balance-sheet screens against point-in-time SEC fundamentals since 2011, rebalanced yearly, against equal- and cap-weighted benchmarks.