Swas - Trading Studio (Page 45)

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 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 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 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 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.

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 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 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.

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 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.