@ottomanscribe I mentioned above, but the aim is not to find companies that fit every criteria. The aim is to build portfolios targeting individual checklists (factors). Just pick a few criteria, eg. build a value portfolio.
@maus First, decide which factors/checklist you want to target. eg. perhaps you want to create a value portfolio, and a quality portfolio. The best way to choose these factors is by looking at which factors are performing best right not.
Value and small cap tend to perform better during economic recovery.
Momentum tends to performs best during expansion.
Quality and Low Vol tend to perform best during slow down and during recessions/contraction.
So. Let's say you are creating a value portfolio. You look at my value checklist. And pick companies which fit most of the criteria. Using an online screener. Or Aikido Finance has pre-built value strategies.
@ottomanscribe Lmao. Exactly what I expected. Small beaten down energy companies. Herp derp vermillion energy fits the bill that will prob have growth which exceeds next era energy or more reputable and well capitalized energy companies.
P/Es are fundamentally different now with changes in cost of capital. Relationship between P/E and growth is too strong. Amazon has a P/E of 57. Compare vermillions returns over the past 5 years. Not even close.
Things were different then in terms of trader information. Not so much now.
@irondad92 Thanks for all your hard work was looking for something like this.
As next steps any ideas on screeners where we can use these filters to identify the companies. Using this on few companies at random / by sector I know always raised flags in one of the areas.. Wondering if I will actually find a stock that meets these
@%CE%A7%CF%81%CE%B9%CF%83%CF%84%CF%8C%CF%82 Delisted companies were included from the dataset. Compustat used from 1965 to 2009. Factset used from 2009 to present. We were careful about survivorship bias. The data is top-tier.