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Euro Quality - Piotroski F Score

PhilH

Last Login: 02/09/2021


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-5.0%
since 1/14/2018

-
Ø-Perf. per year

-
Performance (1yr)

-
Volatility (1yr)

-
Return/Risk



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Trading Idea

This screen seeks out high quality European stocks using the rules outlined by Professor Joseph Piotroski and elaborated upon in a 2011 academic paper "Identifying expectation errors in Value/Glamour stocks" Piotroski defines a 9 point fundamentals checklist called the F-Score. You can read more about the formation of the F-Score here ... https://www.investopedia.com/terms/p/piotroski-score.asp My fund selects European stocks with an F-Score > 8. I add a further twist to the F-Score by selecting the best of the best (top 20% of the investment universe when ranked on Quality, Value & Momentum factors) to thin the field of potential investment candidates. A basket of stocks from the top 20% of an investment universe have been shown to outperform a randomised basket of stocks so by reducing the number of F-Score candidates by selecting the best of the best I should increase the upside and reduce downside risk. All stocks have strong balance sheets and sensible debt profiles to further reduce risk. Finally I look to purchase stocks they when the break from a period of consolidation or when they are at or close to new/recent highs and I look to ride the price momentum until it falters (which could takes days or years) and I use Ichimoku Clouds (a form of technical analysis) to assess the placement of stops. This is a long only fund. I monitor my investments on a daily basis.

Master data

Symbol

WFEUQUHIFS

Date created

01/14/2018

Index level

-

High watermark

95.2

Investment Universe

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