Shorting stocks: Mechanical aspects Message Board

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Strategies & Market Trends : Shorting stocks: Mechanical aspects

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To: Banjoman who wrote (62)	7/28/1998 5:07:00 AM
From: Q.	Read Replies (3) of 172

Don, thinking more about your scheme, one could summarize by saying that you're screening the mid-to big cap stocks using two momentum based criteria and one value criterion. VL timeliness is based on both price and earnings momentum, while Zacks is based on analyst ratings momentum. Limiting the yield below 3% introduces the value criterion. Your momentum criteria are based on a mix of technical and fundamental factors (low RS and declining earnings). I think this sounds like a pretty sensible scheme. One parameter that might be worth playing with is your yield limit. How did you choose 3%? The S&P yields 1.4%. Does your limit actually eliminate many of the stocks in your universe?

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