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Strategies & Market Trends : Shorting stocks: Broken stocks - Analysis

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To: Anaxagoras who wrote (1704)	8/26/1998 11:55:00 AM
From: Q.	Read Replies (1) of 2506

Anaxagoras, I just tried your suggestion of eliminating R&D co.'s to see what would happen. The way I did this was by replacing the PSR > 2 criterion with 2 < PSR < 10. Doing the screen with Telescan's Prosearch allows me to do a backtest to see what the results would be if you had selected stocks using this method 1 mo. ago, 2 mo. ago, etc. up to 12 mos. ago. That's a nice feature. The results are similar to those of my previous screen, but not quite as good. For example the 12 mo. return for my previous screen was -55%, vs. -40% when the PSR is capped at 10. There's no way for me to screen directly on price * ave volume, but since most of these stocks lie betwee $5 and $15, I suppose it doesn't matter that much if I use volume.

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