Quantitative Value vs. Magic Formula Stocks

////Quantitative Value vs. Magic Formula Stocks

Quantitative Value vs. Magic Formula Stocks

By | 2017-01-24T13:19:54+00:00 June 11th, 2012|Research Insights, Value Investing Research|23 Comments
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(Last Updated On: January 24, 2017)

Here is a quick screen comparison between our Quantitative Value (described here) and the Magic Formula (screen results from here):

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Remarkably, there are only 6/30 names that overlap. In the coming months, we’ll compare the performance of Quantitative Value against the Magic Formula and see who comes out on top.

If you would like to screen names on Quantitative Value, simply sign up here and use our tool. We hope it helps your investment decision process!

 


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About the Author:

After serving as a Captain in the United States Marine Corps, Dr. Gray earned a PhD, and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management that delivers affordable active exposures for tax-sensitive investors. Dr. Gray has published four books and a number of academic articles. Wes is a regular contributor to multiple industry outlets, to include the following: Wall Street Journal, Forbes, ETF.com, and the CFA Institute. Dr. Gray earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from The Wharton School of the University of Pennsylvania.