quality investing - Trading Studio (Page 7)

Growth of $10,000 invested in Low Debt Quality strategy on XETRA vs DAX from 2000 to 2025

quality investing

Low Debt Quality on German Stocks (XETRA): 6.62% CAGR, +1.58% vs DAX Over 25 Years

We screened XETRA-listed German equities for D/E < 0.5 and Piotroski F-Score >= 7 across 25 years. Result: 6.62% CAGR vs 5.04% for the DAX. +1.58% excess with 47.95% down capture. 0 cash periods, 42 avg stocks.

Growth of $10,000 in the Low Debt Quality strategy on Chinese A-shares (SHH + SHZ) vs SSE Composite from 2000 to 2025. Portfolio outperformed the local benchmark.

quality investing

Low Debt Quality on China Stocks (SHH + SHZ): 5.39% CAGR, +2.96% vs SSE Composite, Extreme Volatility

D/E < 0.5 + Piotroski F-Score >= 7 on Chinese A-shares (SHH + SHZ), backtested 2000-2025. 5.39% CAGR vs 2.43% SSE Composite. +2.96% excess with 75.14% down capture. Two bubble events: +111.7% in 2006 and +74.9% in 2014. Volatility of 32.44% and max drawdown of -56.69%.

Growth of ₹10,000 invested in the Low Debt Quality strategy on NSE stocks vs Sensex from 2000 to 2025. Portfolio grew to ₹245,258, Sensex grew to ₹172,157.

value investing

Low Debt Quality on Indian Stocks (NSE): 13.65% CAGR vs Sensex Over 25 Years

D/E < 0.5 + Piotroski F-Score >= 7 on NSE, backtested 2000-2025. 13.65% CAGR vs Sensex 12.06%, +1.60% annual excess. Max drawdown -16.45% vs Sensex -32.20%. India delivers sustained alpha with half the drawdown.

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.