It was quite late in my planning of this strategy that I decided that it too (just like my Consumer Staples portfolio) would be composed of U.S. stocks. I will therefore provide an English summary for this one as well. I am also likely to put out an English version whenever I do a rebalancing of the portfolio.
To sum up my existing quantitative strategies, I have three portfolios investing according to the following:
- Trending Value, using Value Composite 2, less P/B
- Magic Formula, with an additional sorting within the top decile, using F-Score
- Consumer Staples, using Shareholder Yield
My fourth strategy is a Deep Value strategy, using Enterprise Value / Operating Income (just like the Acquirer’s Multiple on the website with the same name). Unlike my previous strategies, this one will consist of 24 holdings. Furthermore, I will hold them for 24 months instead of the significantly more common 12 months. Continue reading The start of yet another Deep Value strategy (for English readers)