SocGen analysts Georgios Oikonomou and Andrew Lapthorne run their popular investment screens, modeled according to the criteria of legendary investors such as Benjamin Graham and Joel Greenblatt, across the emerging markets space.
Emerging markets’ October performance
Screen-wise performance during October was as follows:
Merton portfolio (long only) +4.1%
Piotroski model (long only) +3.7%
Quality Income +2.8%
Graham & Rea (long-short) -1.3%
Greenblatt -1%
Value investors would be interested in the Graham screen returns
SocGen’s screen for Graham & Rea criteria showed the following performance...