This is the monthly update of Société Générale’s research on the performance of several value-oriented fundamental trading strategies across both developed and emerging markets.
This article focused on Société Générale’s monthly Graham & Rea deep value screen.
These are the results of the screen for the month of May, as published on May 2015. A list of the stocks that qualified for the March Graham & Rea deep value screen can be found here. April’s update can be found here.
A quick reminder of Société Générale’s Graham & Rea and what it has set out to accomplish.
The screen is based on a strategy developed by Benjamin Graham and James Rea. It uses a set of ten basic investment...
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