value investing - Trading Studio (Page 4)

Growth of $10,000 invested in P/E Compression Screen on SIX Swiss Exchange vs S&P 500 from 2000 to 2025

value investing

P/E Compression in Switzerland: A Small Universe in an Expensive

We ran the P/E compression screen on the Swiss Exchange (SIX) for 25 years, 2000-2025. The strategy returned 5.08% annually vs 7.64% for the S&P 500. That's -2.56% per year in underperformance, compounding into 245.5% total return against SPY's

P/E compression

Japan P/E Compression: Underperforms by 2.29% Annually

We tested P/E compression mean reversion on 25 years of Japanese stock data. The strategy returned 5.35% annually (JPY-denominated) vs 7.64% for SPY, underperforming by 2.29% per year. This is an honest look at why P/E compression doesn't work in Japan: structural deflation,

Growth of $10,000 invested in P/E Compression Screen on JPX vs S&P 500 from 2000 to 2025

value investing

P/E Compression in Japan: The Signal That Finds Stocks But Not Alpha

We ran the P/E compression screen on JPX (Tokyo Stock Exchange) from 2000 to 2025. The strategy found an average of 28 qualifying stocks per year, the signal fired reliably, and the portfolio still returned 5.35% annually vs 7.64% for the S&P 500. That'

Growth of $10,000 invested in P/E Compression Screen (BSE+NSE) vs S&P 500 from 2000 to 2025

value investing

P/E Compression in India: When Value Traps Outnumber Value

We ran our P/E compression screen on BSE and NSE for 25 years. The result: 4.15% CAGR, a negative Sharpe ratio of -0.071, and 101.8% down capture. The portfolio absorbed more of the S&P 500's losses during down years than the S&

Growth of $10,000 invested in P/E Compression Screen on HKSE vs S&P 500 from 2000 to 2025

value investing

P/E Compression in Hong Kong: When Compressed Multiples Keep

We ran the P/E compression screen on HKSE (Hong Kong Stock Exchange) from 2000 to 2025. The strategy averaged 20 qualifying stocks per year, held cash in only 2 of 25 years, and still returned -0.26% annually vs 7.64% for the S&P 500. A $10,

Growth of $10,000 invested in P/E Compression Screen (XETRA) vs S&P 500 from 2000 to 2025

value investing

P/E Compression in Germany: When Cyclicals Get Cheap for a Reason

We ran our P/E compression screen on XETRA (Deutsche Boerse) for 25 years. The strategy returned 4.18% annually vs 7.64% for the S&P 500. That's -3.46% per year in excess return, with a win rate of 28%, meaning the screen underperformed in

Growth of $10,000 invested in P/E Compression Screen on China A-Shares vs S&P 500 from 2000 to 2025

value investing

P/E Compression in China A-Shares: The Signal That Fires Constantly

We ran the P/E compression screen on Shenzhen (SHZ) and Shanghai (SHH) A-shares from 2000 to 2025. The strategy found qualifying stocks every single year, zero cash periods across 25 years, averaging 23.9 stocks annually. -0.68% CAGR. A $10,000 investment lost $1,560 in nominal terms

Growth of $10,000 invested in P/E Compression Screen (TSX) vs S&P 500 from 2000 to 2025

value investing

P/E Compression in Canada: Crash-Resistant Returns at 8.75% CAGR

The Canadian version of our P/E compression screen produced 8.75% annually from 2000 to 2025, beating the S&P 500 by 1.11% per year. That's fine. What's more interesting: during down markets, this strategy absorbed only 23.7% of the S&

Bar chart showing P/S value screen CAGR across 13 global exchanges. India leads at 15.53%, UK lags at 3.12%. SPY at 8.01% shown as reference line.

value investing

P/S Below 1 on 13 Global Exchanges: 6 Beat SPY, 7 Don't — Here's What

We ran the same price-to-sales value screen on 13 exchanges worldwide. Same four filters applied identically to each market: P/S below 1.0, gross margin above 20%, operating margin above 5%, ROE above 10%. Top 30 by lowest P/S, quarterly rebalanced, equal weight. Backtest period 2000-2025. Six markets

Growth of $10,000 invested in P/S value screen US vs S&P 500 from 2000 to 2025. Portfolio grew to approximately $134K, S&P 500 to approximately $68K.

value investing

Price-to-Sales Below 1: A Quality-Filtered Value Screen on US Stock

We ran a P/S value screen on NYSE, NASDAQ, and AMEX from 2000 to 2025. The strategy requires P/S below 1.0, gross margin above 20%, operating margin above 5%, and ROE above 10%. It returned 11.14% annually vs 8.01% for the S&P 500,

Growth of $10,000 invested in P/S value screen STO Sweden vs S&P 500 from 2000 to 2025. Sweden grew to ~$90K (SEK), S&P 500 to $68K (USD).

value investing

Price-to-Sales Below 1 in Sweden: 9.36% CAGR, Steady Risk-Adjusted

We ran a P/S value screen on the Stockholm Stock Exchange from 2000 to 2025. The strategy requires P/S below 1.0, gross margin above 20%, operating margin above 5%, and ROE above 10%. It returned 9.36% annually vs 8.01% for the S&P 500,

Growth of $10,000 invested in P/S value screen South Africa vs S&P 500 from 2006 to 2025. South Africa (ZAR) outperformed SPY in USD terms.

value investing

Price-to-Sales Below 1 in South Africa: Beats the S&P 500, But Do the

We screened JSE-listed stocks for low price-to-sales ratios with qualifying margins and profitability, then backtested the resulting portfolio from 2000 to 2025. The strategy returned 9.71% annually vs 8.01% for the S&P 500. That's +1.70% annual outperformance. But the Sharpe ratio of 0.