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Strategies & Market Trends : What Works on Wall Street (O'Shaugnessy)
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To: sea_biscuit who wrote (39)3/19/1997 3:43:00 AM
From: John Langston   of 109
 
Dipy: I'm on my third reading of Ken's book in the past three weeks. His associate at his office told me that the capitalization levels they are using currently to differentiate between small, medium and large companies is:

Small under 1.5 billion
Medium 1.5 to 4.5 billion
Large 4.5+ billion

After this initial filter, the average PSR for each industry group is used to cull the losers.

Quite a fascinating book, isn't it? Enough meat to keep one going for some time.

John
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