value investing
QARP on Indian Stocks: Lower Risk, Not Higher Returns
QARP returned 9.2% on BSE and 8.6% on NSE, trailing the Sensex at 11.4%. But max drawdown was a third of the index. In India, QARP is a risk tool, not an alpha generator.
Swas
value investing
One Stock Screen, 12 Exchanges: Where QARP Adds Alpha vs Local Benchmarks
We ran one quality-value screen across 12 exchanges and compared each to its local benchmark. Germany had the highest alpha (+3.69% vs DAX), the UK came second (+3.06% vs FTSE). India trailed the Sensex.
value investing
Quality at Reasonable Price: A Seven-Factor Screen Tested on 25 Years of US Stock Data
We built a systematic quality-value screen using seven quantitative criteria and backtested it across all US exchanges from 2000 to 2025. QARP returned 10.42% annually vs 7.77% for the S&P 500.
value investing
QARP on Chinese Stocks: Quality Screening in the World's Second-Largest Market
Shanghai QARP returned 6.09% annually, beating the SSE Composite's 3.70% by 2.38%. Shenzhen returned roughly 4.86%, though we can't compare it to a local benchmark (SZSE Component data isn't available in FMP). The raw numbers hide a wilder story. Shanghai&