value investing
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
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
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&