1374.2% Return From Neglected, Value And Momentum Companies

1374.2% Return From Neglected, Value And Momentum Companies by Tim du Toit, Quant Investing

Since I wrote to you about how illiquid companies can increase your investment returns in the article This overlooked ratio, large funds and hedge funds can’t use, gives you higher returns I have been looking forward to test this ratio in combination with the other best ratios and indicators from our latest research and best results of the research paper Quantitative Value Investing in Europe: What works for achieving alpha.

This is how we came up with the Neglected, Value and Momentum investment strategy.

A simple idea

Even though it may seem really complicated...