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Strategies & Market Trends : Shorting stocks: Broken stocks - Analysis -- Ignore unavailable to you. Want to Upgrade?

To: Q. who wrote (2291)	4/30/1999 5:00:00 PM
From: Allen Furlan	Read Replies (1) \| Respond to of 2506

Thanks for your reply. Since O'Shaughnessy's screen for low RV stocks are those with persistent low RS (12 months) wouldn't one expect poor performance? Your comment on the dichotomy between such stocks with poor relative value and good relative values (ie financial statistics)is extremely interesting to me. In your comments it is implied that your multiple parameter screens are intended to identify the real dogs and therefore the short candidates. Have you ever investigated the flip side. When doing value screens to identify buy candidates I have found that there are not very many jewels in the downtrodden "value" stocks. However if one could add a screen parameter that recognized the negative delta in RS then at least one would have candidates which had sparked the interest of wall street in the past. Also could you tell me which commercial data bases have RS at time specific points(ie so as to calculate a delta). Again thanks for your reply.