Joel Greenblatt screen - Société Générale publishes a monthly update on the performance of several value orientated fundamental trading strategies across both developed and emerging markets.
In this piece, I’m taking a look at Société Générale’s Joel Greenblatt‘s ‘Magic Formula’ screen.
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The screen’s results for the past six months can be found at the links below:
Historic Greenblatt screens
- SocGen’s Joel Greenblatt Screen For November
- SocGen’s Joel Greenblatt Screen For October
- SocGen’s Joel Greenblatt Screen For September
- SocGen’s Developed And...