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>> No.57220900 [View]
File: 2.23 MB, 3841x2884, Significant_Factors.png [View same] [iqdb] [saucenao] [google]
57220900

>>57220504
In order of decreasing likelihood that their SR > 0. (All >99%)
>ret_12_1 = Momentum 1-12 Months
>resff3_12_1 = Residual Momentum t-12 to t-1
>ret_9_1 = Momentum 1-9 Months
>mispricing_perf = Performance Based Mispricing
>seas_1_1na = 1 Year Non-Annual Seasonality
>ret_12_7 = Momentum 7-12 Months
>fnl_gr1a = Change in Financial Liabilities
>niq_be_chg1 = Change in quarterly return on equity
>ret_6_1 = Momentum 1-6 Months
>niq_at_chg1 = Change in quarterly return on assets
>lnoa_gr1a = Change in Long-Term NOA scaled by average Assets
>nncoa_gr1a = Change in net noncurrent operating assets
>nfna_gr1a = Change in net financial assets
>ncoa_gr1a = Change in noncurrent operating assets
>dbnetis_at = Net debt insurance
>noa_at = Net operating assets to total assets
>noa_gr1a = Net Operating Assets Change 1yr
>ret_3_1 = Momentum 3-1 Months
>prc_highprc_252d = Current price to high price over last year
>netis_at = Net Insurance scaled by Assets
>chcsho_12m = Change in shares 12 months
>resff3_6_1 = Residual Momentum t-6 to t-1
>cop_at = Cash-based operating profits-to-book assets
>eqnpo_me = Net payout yield
>fcf_me = Free cash flow-to-market
>seas_1_1an = 1 Year Annual Seasonality
>mispricing_mgmt = Mispricing factor: management
>capx_gr1 = CAPEX growth 1 year
>niq_at = Quarterly return on assets
>niq_su = Revenue surprise
>saleq_su = Earnings surprise
>qmj = Quality minus junk
>eqnetis_at = Net equity insurance
>debt_gr3 = Total debt growth 3 year
>inv_gr1 = Inventory change 1 year
>ocf_at_chg1 = Change in operating cash flow to assets
>oaccruals_at = Operating accruals

The asset curves are long/short portfolios using the above as the signal for it's construction.
Only the AUSTRALIAN STOCK EXCHANGE right now.

Would you trade any of these? Or use them to value a company?

(There is no way to make a graph with this many lines readable.)

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