SC - Piotroski-Graham Enhanced Value Stock Selections - September
Piotroski Value Portfolio YTD Returns
The following portfolios are one-year buy/hold portfolios. Each portfolio was formed to evaluate the annual results of the Joseph Piotroski Value algorithm that remains one of the best performing value-based selection models in financial research. Retests of the model outperformed all other top value algorithm models in the financial literature according to Amor-Tapia, B. & Tascón, M.T. (2016).
*July portfolio marks the start of the Graham enhancements.
**Benchmark portfolio based on AAII selection results for high F-score.
Note: The monthly gap between Piotroski Portfolio formations in 2018 has been