tag:blogger.com,1999:blog-28360876.post5862947164671811262..comments2023-10-26T11:34:14.369-04:00Comments on MFI Diary: Does Value Investing Still Work?Marsh_Gerdahttp://www.blogger.com/profile/01375422931807610092noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-28360876.post-39884040279994399832019-05-18T17:01:22.550-04:002019-05-18T17:01:22.550-04:00This stretch of value investing underperformance i...This stretch of value investing underperformance is not out of the realm of statistical probabilities. Hang in there. And consider combining F-score to your rankings as it brings in earnings/quality momentum to the magic formula. My issue with magic formula is that companies going from great to zero are likely to pass through the screener. So there needs to be a way to separate quality from poor companies. In the referenced link Value Signals found a linear return profile from Magic Formula companies combined with F-score rankings. <br /><br />https://www.valuesignals.com/Quantitative_Value_Investing_In_Europe/IndexMusings of a Skeptichttps://www.blogger.com/profile/08403270207537841731noreply@blogger.com