value investing - Trading Studio (Page 2)

Growth of $10,000 invested in EV/EBITDA sector-relative India strategy vs S&P 500 from 2000 to 2025, showing the high-volatility outperformance trajectory

India stocks

EV/EBITDA Sector Discount on India: High Returns, High Volatility

Indian equities aren't for the cautious. We ran a sector-relative EV/EBITDA screen on BSE and NSE stocks from 2005 through 2025, and the results reflect everything that makes Indian markets both exciting and punishing: 11.18% CAGR with a max drawdown of -54.88%. The strategy outperformed

EV/EBITDA sector-relative strategy on XETRA vs S&P 500 cumulative returns 2000-2025. Strategy returned 687.41% total vs 530.71% for SPY.

Germany stocks

EV/EBITDA Sector-Relative Value on Germany: 8.60% CAGR Across All 25

We ran a sector-relative EV/EBITDA screen on 25 years of German stock data from XETRA. The signal: buy when a stock's EV/EBITDA falls below 70% of its sector median, filtered for quality (ROE > 8%, D/E < 2.0, MCap > €500M). The strategy returned

EV/EBITDA sector-relative strategy on TSX vs S&P 500 cumulative returns 2001-2025. Strategy returned 655.27% total vs 530.71% for SPY.

Canada stocks

EV/EBITDA Sector-Relative Value on Canada: An Honest Assessment

We ran a sector-relative EV/EBITDA screen on 24 years of Canadian stock data from the TSX. The signal: buy when a stock's EV/EBITDA falls below 70% of its sector median, filtered for quality. The result: 8.42% CAGR vs 7.64% SPY. On the surface, that&

P/E mean reversion

P/E Mean Reversion Across 13 Global Markets: The West Works, The East

We tested sector-relative P/E mean reversion on 13 global stock markets from 2000 to 2025. The signal: buy when a stock's P/E drops below 60% of its sector median, filtered for quality (ROE > 8%, D/E < 2). The result splits cleanly along geography. Western

P/E mean reversion

P/E Mean Reversion (Sector-Relative): 9.69% CAGR Over US Stock Data

We tested a sector-relative P/E mean reversion screen on 25 years of US stock data from NYSE, NASDAQ, and AMEX. The signal triggers when a quality stock's P/E ratio falls below 60% of its sector's current median, meaning it's trading at least

P/E mean reversion

P/E Mean Reversion (Sector-Relative): 11.81% CAGR Over UK Stock Data

We tested a sector-relative P/E mean reversion screen on 25 years of UK stock data from the London Stock Exchange. The signal buys stocks trading at a deep discount to sector peers: stock P/E below 60% of its sector median, filtered for quality. The strategy returned 11.81%

P/E mean reversion

P/E Mean Reversion in India: 11.14% CAGR Over BSE + NSE Data

We tested a sector-relative P/E mean reversion screen on 25 years of Indian stock data from BSE and NSE. The signal fires when a stock trades at a 40%+ discount to its sector peers on P/E, filtered for profitability and manageable debt. The strategy returned 11.14% annually

P/E mean reversion

P/E Mean Reversion on German Stocks: 10.39% CAGR With 36% Down-Capture

We tested a sector-relative P/E mean reversion screen on 25 years of German stock data from XETRA. The signal triggers when a stock's P/E ratio falls 40% below its sector median, filtered for quality. The strategy returned 10.39% annually vs 7.64% for the S&

Growth of $10,000 invested in the Low Debt Quality strategy vs S&P 500 from 2000 to 2025. Portfolio grew to $55,378, SPY grew to $65,869.

value investing

Low Debt Quality on US: Downside Protection Tested Over 25 Years

We screened all US stocks (NYSE, NASDAQ, AMEX) for low leverage and high financial quality using D/E < 0.5 and a Piotroski F-Score of 7 or higher, then held the portfolio annually for 25 years. The result: 7.09% CAGR vs 7.83% for SPY. The strategy trailed

Growth of $10,000 invested in the Low Debt Quality strategy on Indian stocks vs S&P 500 from 2000 to 2025. Portfolio (INR) grew to $267,803, SPY grew to $65,869.

value investing

Low Debt Quality on India: 14.05% CAGR and a -2.02% Down Capture Over

We ran a low-debt quality screen on BSE and NSE stocks from 2000 to 2025. D/E below 0.5, Piotroski F-Score of 7 or higher, annual rebalance in July. The result was 14.05% CAGR in Indian Rupees, against a 7.83% SPY benchmark. That's +6.22%

value investing

P/TBV Across 15 Markets: Where Hard Assets Pay Off

Eight of 15 exchanges beat the S&P 500 over 25 years using a Price-to-Tangible-Book strategy. The split isn't random. Tangible book works where physical and financial assets are the primary value driver: manufacturing, banking, energy, materials. It struggles where intangibles dominate: tech-heavy markets, pharma-heavy markets, conglomerate

value investing

P/TBV Strategy in Sweden: How Hard Assets Outran the S&P 500 Over 25

Swedish industrial companies, sorted by the ratio of market cap to tangible book value, returned 8.97% annually from 2000 to 2024, beating the S&P 500 by 1.14 percentage points. The strategy spent four years in cash at the start, which accidentally sidestepped the dot-com crash, and