CILJF - Forensic Value Stock Analysis: The Highest Positive And Negative Scoring Stocks For February
Introduction to the Positive/Negative Forensic Value Stock Selections
This quantitative study continues a series of multi-year test now using the top four forensic algorithms applied to detect bankruptcy risk, earnings manipulation, and financial irregularities. This forward testing study compiles portfolio selections from the highest positive and highest negative scoring stocks across the U.S. stock exchanges to measure performance variances between portfolios and benchmark indexes.
The different algorithms created by Beneish, Ohlson, and Altman are well documented from financial literature and rely exclusively on fundamental data including year-over-year operational performance measures. The combination of all three