global stocks - Trading Studio (Page 2)

FCF growth

FCF Growth Across 13 Global Exchanges: Where It Works and Where It Fails

We ran the same FCF growth screen across 13 exchanges over 25 years. Only 3 beat SPY on CAGR. The real story is in the down capture column — the signal works as a downside shield across most markets even where it fails to generate alpha.

12-Month Price Momentum CAGR comparison across 18 exchanges worldwide, 2000-2025.

momentum investing

12-Month Price Momentum Across 18 Markets: Where the Factor Actually Works

We ran pure 12-month price momentum on 18 exchanges worldwide. 7 of 17 comparable exchanges outperform SPY. India (NSE) leads at 17.68% CAGR with +9.91% annual excess. Germany has the best Sharpe at 0.552. US delivers -3.34% drag with 162% down capture. The pattern is geographic, and it maps...

EV/EBITDA sector-relative excess return vs local benchmark by exchange (2000-2025). Bar chart showing 11 markets positive, 2 negative, Norway/S.Africa insufficient data.

global stocks

EV/EBITDA Sector-Relative Value Across 14 Global Markets: Most Markets Beat Their Local Index

We ran sector-relative EV/EBITDA on 14 global exchanges (2000-2025), using each market's own local benchmark. 11 of 14 markets show positive excess return. The "West works, East doesn't" framing disappears with local benchmarks. India and Thailand are the main underperformers. US leads at...

Quality Momentum CAGR by exchange, 17 global exchanges compared.

momentum investing

Quality Momentum Tested on 17 Global Exchanges: India Dominates

We backtested quality + momentum on 17 exchanges worldwide. India leads at 19% CAGR. South Africa surprises with 16.2% down capture. Most developed markets underperform the S&P 500 — momentum adds return but crashes harder in downturns.