Strategy Test – Piotroski F Score – Does It Work On The LSE?

Strategy Test - Piotroski F Score. How Much The Guru Will Earn On LSE? by Bargain Value

All investors have heard about a lot of ready to use strategies, which help to select superb stocks. During some periods they work, but very often they don’t. There is not such a thing like “magical formula”, which works most of the time and produces better, than average profit. On the over hand, some ideas seem very coherently and even the most experienced investors cannot discredit, fundamental thinking behind them.

In this article, we would like to test an F-Score indicator and strategy created by an academic J. Piotroski. A lot of similar experiments have been conducted before and we will compare our...