value investing - Trading Studio (Page 7)

Growth of $10,000 invested in low P/E screen vs S&P 500 from 2000 to 2025 on US exchanges.

value investing

How to Screen for Undervalued Stocks Using P/E Ratio (With SQL)

Low P/E value investing has outperformed historically. Academic research going back to the 1970s documents the premium. But most investors use P/E wrong, and end up buying value traps instead of bargains. Here's how to screen for undervalued stocks while avoiding the traps. Contents 1. Method

Low P/E CAGR comparison across 12 global exchanges. BSE leads at 16.9%, HKSE at 14.4%, US combined at 13.9%.

value investing

Low P/E Screen Across 12 Global Exchanges: Where Value Investing Works Best

Low P/E screening has a documented track record in the S&P 500. But does it work everywhere? We ran the same screen on 12 exchanges to find out. Contents 1. Method 2. Results 3. Finding 1: Data Coverage Is the First Filter 4. Finding 2: Low P/

Growth of 10,000 INR invested in QARP India (BSE and NSE) vs Sensex from 2000 to 2025.

value investing

QARP on Indian Stocks: Lower Risk, Not Higher Returns

QARP on BSE returned 9.21% CAGR. NSE returned 8.59%. Both trailed the Sensex's 11.35% over the same period. The strategy didn't beat the Indian market. But it offered dramatically lower drawdowns: BSE's worst peak-to-trough was -17.08%, roughly a third of

Growth of $10,000 invested in QARP Hong Kong (HKSE) vs Hang Seng from 2000 to 2025.

value investing

QARP on Hong Kong Stocks: +2.7% Alpha in a Tough Market

QARP on Hong Kong stocks returned 4.02% annually, beating the Hang Seng's 1.31% by 2.71% per year. The absolute returns are modest. But the local market was the problem, not the screen. QARP found real quality companies and generated meaningful alpha over the index in

Growth of $10,000 invested in QARP Germany (XETRA) vs DAX from 2000 to 2025.

value investing

QARP on German Stocks: 8.75% CAGR, +3.7% Alpha vs the DAX

QARP on XETRA beats the DAX by 3.69% annually over 25 years. 8.75% CAGR with fewer cash periods than our earlier tests suggested. The strategy sat in cash for 13 of 51 semi-annual periods. When it was invested, it averaged 15 stocks. Contents 1. Method 2. The Screen

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 (NYSE, NASDAQ, AMEX) from 2000 to 2025. QARP returned 10.42% annually vs 7.77% for the S&P 500, with zero cash periods over 25 years. The portfolio held 44 stocks

Growth of $10,000 invested in QARP China (SHZ and SHH) from 2000 to 2025.

value investing

QARP on Chinese Stocks: Quality Screening in the World's Second-Largest Market

Shanghai QARP returned 6.09% annually, beating the SSE Composite's 3.70% by 2.38%. Shenzhen returned roughly 4.86%, though we can't compare it to a local benchmark (SZSE Component data isn't available in FMP). The raw numbers hide a wilder story. Shanghai&

QARP CAGR by exchange from 2000 to 2025. US_MAJOR leads at 10.42%, BSE at 9.21%, XETRA at 8.75%. 12 exchanges compared to local benchmark indices.

value investing

One Stock Screen, 12 Exchanges: Where QARP Adds Alpha vs Local Benchmarks

We took one quality-value screen and ran it across 12 exchanges globally, then compared each to its local benchmark index. Germany produced the most alpha (+3.69% vs DAX). Hong Kong and China, despite weak absolute returns, beat their local indices. India delivered strong absolute returns but trailed the Sensex.