What Works on Wall Street (O'Shaugnessy) Message Board

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Strategies & Market Trends : What Works on Wall Street (O'Shaugnessy)

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To: College Boy who wrote ()	1/24/1997 2:17:00 PM
From: Brian Channon	of 109

I have also read his book and was quite impressed with his back-tested research. You may be aware of the fact that he has started a family of four mutual funds that emulate the successful strategies he identified in his research. I think the expense ratios are somewhat high for these funds, ranging from 1.50 to 1.70, although I suspect (and hope) that these expense ratios will decline as the asset base of these start-up funds grows. The only thing I am skeptical about is the efficacy of these back-tested methodologies going forward and the emphasis on his selection of low margin retailing stocks which produce low price-to-sales ratios (a primary screen of his). As you know he favors stocks which meet three screens: 1) low PSR; 2) earnings growth year over year; and 3) price momentum (i.e., relative price strength).

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