owner earnings - Trading Studio

Growth of $10,000 invested in Owner Earnings Yield on Chinese A-shares (SHH+SHZ) vs SSE Composite from 2000 to 2025.

value investing

Owner Earnings Yield on Chinese Stocks: 9.6% CAGR, +7.2% vs SSE Composite

Owner Earnings Yield on Shanghai + Shenzhen A-shares from 2000 to 2025. 9.61% CAGR vs SSE Composite 2.43%, +7.18% excess. Zero cash periods. 72% win rate vs local benchmark.

owner earnings

One Screen, 13 Exchanges: Where Owner Earnings Yield Works Around the World

We ran the same Owner Earnings Yield screen on 13 global exchanges over 25 years. Nine of 13 beat their local benchmark. India leads at 17.17% CAGR. The US delivers the best risk-adjusted result (0.432 Sharpe). Hong Kong, Sweden, and China each produced 7%+ alpha vs local indices.

Growth of $10,000 invested in Owner Earnings Yield on HKSE vs Hang Seng Index from 2000 to 2025.

value investing

Owner Earnings Yield on Hong Kong Stocks: 10.4% CAGR With Zero Cash Periods

We screened HKSE stocks for high Owner Earnings yield from 2000 to 2025. The strategy returned 10.44% annually vs 1.64% for the Hang Seng Index, with zero cash periods across all 25 years. 68% win rate, 47% down capture.

Growth of $10,000 invested in Owner Earnings Yield on Indian stocks vs BSE Sensex from 2000 to 2025. OE Yield grew to $525K, Sensex to $172K.

value investing

Owner Earnings Yield on Indian Stocks: 17.2% CAGR, +5.1% Excess vs the Sensex Over 21 Active Years

Owner Earnings Yield screen on NSE, 2000-2025. 17.17% CAGR vs Sensex 12.06%. +5.1% annual excess with next-day close execution. All returns in INR against a local benchmark.

Growth of $10,000 invested in Owner Earnings Yield on Swedish stocks vs OMX Stockholm 30 from 2000 to 2025.

value investing

Owner Earnings Yield on Swedish Stocks: 9.6% CAGR, +7.0% Over OMX Stockholm 30

We screened for stocks with high Owner Earnings yield on Sweden's Stockholm exchange from 2000 to 2025. The strategy returned 9.59% annually vs 2.55% for the OMX Stockholm 30. 80% win rate, 40% down capture, 0.390 Sharpe.

Growth of $10,000 invested in Owner Earnings Yield vs S&P 500 from 2000 to 2025. OE Yield grew to $180K, S&P 500 to $66K.

value investing

Owner Earnings Yield: Buffett's Metric Backtested on 25 Years of US Stock Data

We screened for stocks with high Owner Earnings yield across all US exchanges from 2000 to 2025. The strategy returned 12.25% annually vs 7.85% for the S&P 500 with a down capture ratio of 33.1%.