Where oh where can investors find value around the world? Societe Generale’s Global Quantitative Research team, using “Popular Investment Screens,” the title of a recent research report, thinks they have found value around the world. Considering FTSE World Developed and FTSE 350 stocks, the screens point to a wide variety of sector and geographic outcomes based on factor filtering.
Joel Greenblatt’s value identification method points to Consumer Services…
Perhaps Columbia University Professor Joel Greenblatt, founder of Gotham Capital, developed the most well-known hedged investment strategy. His formula for finding positive and negative value led to a balanced 50% long and 50% short investment portfolio.
Greenblatt’s...
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