Month: February 2019

Ranking the market by decile

Do high yielding stocks outperform?

Yes, they do. We have split the Australian stock market into deciles. Each decile is like a portfolio of stocks. We buy and sell the stocks in that decile each year. This tells us whether or not the metric "dividend yield" offers useful information for investing on the ASX...
Activist investors' strategy

Activist investors

Activist investors seek to unlock shareholder value by finding companies where the incentives for managers and shareholders are out of line. We have designed this strategy so that it will find companies that activist investors look for. The idea is to see if we can automate riding on their coat-tails as they agitate for change.