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

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.

Backtest by decile

We've ranked the ASX by company size and yearly price momentum. Is it better to invest in large companies with strong price momentum versus small companies with poor momentum? As you'd expect, it is, however, a few unexpected and important insights occured. Firstly, the very largest companies with the strongest price momentum did not perform particularly well...

Piotroski: neglected stocks

The strategy focuses on looking for the highest quality stocks amongst the 20% best value stocks on the market (as defined by a low price to book value). Companies with low price to book ratios tend to have low levels of investor interest, be neglected by the analyst community, and be in financial distress. They are considered ‘value’ stocks because they are cheap, but are often cheap for a good reason.