value investing
Owner Earnings Yield on UK Stocks: 8.7% CAGR, +7.5% vs the FTSE 100
Owner Earnings Yield screen on LSE-listed stocks from 2000 to 2025. 8.72% CAGR vs FTSE 100 1.23%. +7.5% annual excess, the largest local-benchmark alpha of any exchange in our 14-market comparison. 18.4% down capture, 76% win rate.