If you study the top performing screens on the AAII site you would see growth screens dominate.
| Style | Screen | 10 year Returns | Comments |
| Value | Piotroski | 1304% | This is the only value screen which approaches growth screen performance. |
| Graham | 630% | ||
| Neff | 625 | ||
| Growth+value | O'Shaughnessy Tiny Titans | 1905% | This is basically small companies growth screen. CANSLIM variation. |
| Zweig | 1325% | Growth at reasonable price This is CANSLIM on stocks with value characters. | |
| Magnet | 839% | Growth+momentum+value This is very similar to Zweig CANSLIM will capture all these. The only difference from CANSLIM is that Magnet emphasises revenue growth instead of earnings growth. | |
| Growth | CANSLIM | 2767% | The best performing growth screen out of all the screens. |
| Canslim R | 613 | ||
| Speciality | Earnings estimate up5% plus | 1880% | This is Zacks Rank kind of growth investing approach. |
- The AAII Stock Screens are based on AAII understanding of these methods.
- You can study the exact methodology on their site.
- Currently growth +value screens are doing well.
No comments:
Post a Comment