Value strategy

Trending Value

Take the cheapest names on a multi-factor value composite, then buy those with the best 6-month momentum.

~1 year per cohort; rebalance quarterly–annuallyIntermediate

James O'Shaughnessy — What Works on Wall Street; formalized as “Trending Value” by O'Shaughnessy Asset Management

Members only

The rest of this strategy is for members

The screen, the step-by-step procedure, the risk rules and the common mistakes.

₹1,299 · one payment · every strategy