What Works on Wall Street (O'Shaugnessy)

STOCKTALK

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Strategies & Market Trends
What Works on Wall Street (O'Shaugnessy)

An SI Board Since January 1997

Posts	SubjectMarks	Bans
109	5	0

Emcee: College Boy	Type: Unmoderated

Introduction Compact

I just finished reading James O'Shaugnessy's book, or should I say, just finished skimming. The book had a lot of common sense information in it. I'll *try* to tell you what it was about in 1 sentence: The book used 43 years ('52 to '94) of the Compustat database to test investment strategies. It gave Sharpe risk rankings for different methods and ended up saying that the strategy with the highest returns is the Cornerstone Growth Strategy used in combination with companies with a capitalization > $1 million. The book had a lot more to say than that -- it said that consistently using the same strategy is the only way to get consistent returns. I just wish he would tell the readers what high and low (PE, PSR, rel. str.) really are. It's a great book for anyone looking for consistent returns.

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Reply	Message Preview	From	Recs	Posted
109	The portfolios finished the year with 8% to 9% gains - not bad and no significan	sjemmeri	-	12/31/2001
108	So far little difference between my low and high debt O'Shaughnessy paper po	sjemmeri	-	2/14/2001
107	Hello. I don't remember the exact screening criteria (I use Marketguide) b	sjemmeri	-	1/1/2001
106	What are your criteria? I'm putting together two portfolios, although I onl	Kapusta Kid	-	1/1/2001
105	O'S is getting out of the mutual fund biz as funds were sold to someone else	sjemmeri	-	12/11/2000
104	My O'S portfolio for this year is doing fine in a tough year: siliconinvest	sjemmeri	-	9/11/2000
103	The O'S portfolio from 4/23/99 is up almost 75% as it approaches 12 months.	sjemmeri	-	4/7/2000
102	Just talking to myself but another O'Shaugnessy portfolio is doing great vs	sjemmeri	-	4/2/2000
101	My O'S portfolio from 4-23-99 is up 30%: techstocks.com and a new one fro	sjemmeri	-	7/15/1999
100	The O'S type portfolio that I set up 2-11-98 is up over 50%... techstocks.	sjemmeri	-	5/22/1999
99	My latest O'S tracking portfolio: techstocks.com	sjemmeri	-	5/7/1999
98	Thanks for the advice, Boyd. I just bought a few $K worth of OSCGX. As you sa	The Irb	-	4/5/1999
97	The Irb, Basically, I periodically run screens for value (based on P/S) and pri	sjemmeri	-	3/16/1999
96	Why not just use O'Shaughnessy's Cornerstone Growth Fund??? You'll	Boyd Hinds	-	3/3/1999
95	<i>I've been using a version of O'S method for most of my stock	The Irb	-	3/2/1999
94	I've been using a version of O'S method for most of my stock screening	sjemmeri	-	3/1/1999
93	Eric Stevens wrote: <i>If anyone cares to hear final results, what I bou	The Irb	-	3/1/1999
92	Good Afternoon, Per Post #87, bottom of page regarding the MarketPlayer compet	Smooth Drive	-	4/19/1998
91	I just called the O'Shaughnessy funds and got the up to date expense ratios	George M Stevens	-	4/16/1998
90	>would you mind providing the screening criteria you use at rapidresearch?	Jeff Halapin	-	4/9/1998
89	Hi Eric, I was wondering if you could tell me what the "error" was???	greg welch	-	4/8/1998
88	Hi Jeff, would you mind providing the screening criteria you use at rapidresea	greg welch	-	4/8/1998
87	Of possible interest-- This morning on MS Investor stock Finder I ran a Corner	Smooth Drive	-	4/5/1998
86	Hi Jeff, You're absolutely right. I tunnel visioned right over that baby	Smooth Drive	-	4/3/1998
85	Try the stock screen at marketplayer.com It is the best I have ever seen and ha	George M Stevens	-	4/3/1998

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