Boost your return with F-Score

AAII has been testing several stock screens since 1998.  Among them, one of the top performing has been the Piotroski F-Score with an impressive 29% annualized return (compared to 2.4% for the S&P 500).  What is even more interesting is that the F-Score has proven to be a powerful tool to enhance the traditional valuation strategy as well as momentum stocks.  For example:

  • A strategy that would have combined Value +Growth + High F-Score beats the Value+Growth only strategy in 34 out of 37 years
  • A strategy with High Momentum + High F-Score produces average 6 months return 13.6% higher than High Momentum + Low F-Score

TQI’s Hyper-Growth strategy combines Value, Growth, Momentum, Technical and Fundamental criteria to select the stocks with the top potential and generate superior returns in all market conditions.

Disclaimer: For general information purposes only.


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