Swas - Trading Studio (Page 45)

Growth of $10,000 invested in Low P/E India (BSE and NSE) vs Sensex from 2000 to 2025.

value investing

Low P/E on Indian Stocks: 16.9% CAGR on BSE, 13.7% on NSE Over 25 Years

Low P/E with quality filters returned 16.9% CAGR on BSE and 13.7% on NSE over 25 years, beating the Sensex by +5.8% and +2.6% respectively. Max drawdown hit -67%.

Growth of £10,000 invested in Low P/E UK (LSE) vs FTSE 100 from 2000 to 2025.

value investing

Low P/E on UK Stocks: 13.6% CAGR Over 25 Years of LSE Data

Low P/E with quality filters returned 13.6% annually on LSE-listed stocks from 2000-2025. That's +12.2% over the FTSE 100 (1.4% CAGR). Highest quarterly win rate (67%) and best Sharpe (0.370) of any exchange tested. Max drawdown -43.1%.

Low P/E CAGR comparison across 12 global exchanges. BSE leads at 16.9%, HKSE at 14.4%, US combined at 13.9%.

value investing

Low P/E Screen Across 12 Global Exchanges: Where Value Investing Works Best

Same low P/E screen, 12 exchanges. BSE 16.9% CAGR. LSE 13.6%. HKSE 14.4%. US 13.9%. UK went from zero data to +12.2% vs FTSE 100. Local benchmarks change the story.

Growth of $10,000 invested in Low P/E Hong Kong (HKSE) vs Hang Seng Index from 2000 to 2025.

value investing

Low P/E on Hong Kong Stocks: 14.4% CAGR Over 25 Years of HKSE Data

Low P/E with quality filters returned 14.4% annually on HKSE-listed stocks from 2000-2025. That's +12.6% over the Hang Seng Index (1.8% CAGR). The catch: 38.5% volatility, -59% max drawdown, and a 2024-2025 spike that needs an asterisk.

Growth of $10,000 invested in low P/E screen vs S&P 500 from 2000 to 2025 on US exchanges.

value investing

How to Screen for Undervalued Stocks Using P/E Ratio (With SQL)

We backtested a low P/E value screen with quality filters across 25 years of US stock data (NYSE, NASDAQ, AMEX). 13.9% CAGR vs 8.0% for the S&P 500, with significant sector concentration in financials and energy.

Growth of $10,000 invested in QARP China (SHZ and SHH) from 2000 to 2025.

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 by +2.38%. Shenzhen returned ~4.86% but lacks a local benchmark comparison. Volatile, streaky, and structurally different from Western markets.

QARP CAGR by exchange from 2000 to 2025. US_MAJOR leads at 10.42%, BSE at 9.21%, XETRA at 8.75%. 12 exchanges compared to local benchmark indices.

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.

Growth of $10,000 invested in QARP Germany (XETRA) vs DAX from 2000 to 2025.

value investing

QARP on German Stocks: 8.75% CAGR, +3.7% Alpha vs the DAX

QARP on XETRA: 8.75% CAGR over 25 years, +3.69% annual alpha vs the DAX, -32.7% max drawdown vs DAX's -55.4%. German industrials are a natural fit for quality-value screening.

Growth of $10,000 invested in QARP Hong Kong (HKSE) vs Hang Seng from 2000 to 2025.

value investing

QARP on Hong Kong Stocks: +2.7% Alpha in a Tough Market

QARP returned 4.02% annually on Hong Kong stocks, beating the Hang Seng's 1.31% by +2.71% per year. The absolute returns are modest, but the quality screen adds real alpha over the local market.

Growth of 10,000 INR invested in QARP India (BSE and NSE) vs Sensex from 2000 to 2025.

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.

Growth of $10,000 invested in QARP US vs S&P 500 from 2000 to 2025. QARP grew to $125K, S&P 500 to $67K.

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.