Der Piotroski F-Score steigerte die Rendite von 13 getesteten Anlagestrategien um durchschnittlich 210,6 % über 12 Jahre. Vollständige Backtest-Daten und Anleitung.
We ran 100,000 euros through each newsletter for 3 years. Shareholder Yield made 47%, Quant Value 38%, and owning both gave the best risk-adjusted return.
Studie 2000–2018: Piotroski F-Score liefert 10 % Überrendite p.a. in 20 Industrieländern und 15 Schwellenmärkten. Funktioniert für alle Unternehmensgrößen.
Vollständiger Piotroski-F-Score-Backtest: 13,4 % p.a. Überrendite, 23 % bei Long-Short, +210 % bei Kombination mit anderen Strategien. Daten und Tabellen.
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