We have completed another refresh of the value style screen, first established as of 12 May 2015. As usual the screen selected the 25 stocks exhibiting the most extreme value characteristics from our universe, and we have chosen 9 stocks to focus on. Since the last refresh as of 8 November 2016, the day before the US presidential election result was known, the screen has performed strongly (outperforming the small-cap index by 12.9pp on a weighted basis) with our focus stocks doing even better. ....
08 Jun 2017
N+1 Singer - Small-cap quantitative research - Value screen periodic refresh and 9 focus stocks
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N+1 Singer - Small-cap quantitative research - Value screen periodic refresh and 9 focus stocks
Goals Soccer Centres (GOAL:LON), 0 | Vertu Motors PLC (VTU:LON), 68.2 | Billington Holdings Plc (BILN:LON), 545 | Anglo-Eastern Plantations Plc (AEP:LON), 729 | Mayair Group (MAYA:LON), 0 | International Personal Finance plc (IPF:LON), 106 | Time Finance plc (TIME:LON), 40.8
- Published:
08 Jun 2017 -
Author:
Trevor Griffiths -
Pages:
12
We have completed another refresh of the value style screen, first established as of 12 May 2015. As usual the screen selected the 25 stocks exhibiting the most extreme value characteristics from our universe, and we have chosen 9 stocks to focus on. Since the last refresh as of 8 November 2016, the day before the US presidential election result was known, the screen has performed strongly (outperforming the small-cap index by 12.9pp on a weighted basis) with our focus stocks doing even better. ....