Shorting stocks: Broken stocks - Analysis Message Board

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

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

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next

To: Q. who wrote (1853)	10/7/1998 5:29:00 AM
From: Q.	Read Replies (1) of 2506

Here are some historical performance measures for the low RS / neg cash flow screen. The June 10 1998 screen had a return of -49% as of Oct. 6, 1998 (~ 4-month period). During the same period, the Russell 2000 index had a return of -26%. Both figures neglect any dividends. Keep in mind that this stock screen yields a portfolio that may have a very high beta. I will try to report results of a screen about 3-4 months afterwards. (This is different from what I was doing in 1996/1997, when I reported monthly returns. I think a 3-4 month holding period is more appropriate.) Other differences compared to what I did in 1996/1997: I include 25 stocks rather than 6. The screen parameters are slightly different.

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next