Combining Annual Fundamental and Monthly Trend Screens
July 8, 2015 - Fundamental Valuation, Technical Trading
Stock return anomaly studies based on firm accounting variables generally employ annually reformed portfolios that are long (short) the tenth of stocks expected to perform well (poorly). Does adding monthly portfolio updates based on technical stock price trend measurements boost anomaly portfolio performance? In the June 2015 version of their paper entitled “Anomalies Enhanced: The Use… Keep Reading