YCBD - Quantitatively Short: A Piotroski Short Portfolio

Last week, I wrote a post that outlined a quantitative quality portfolio built around the Piotroski score. This week, I have decided to invert things and produce a short portfolio based upon the same, albeit inversed, criteria.

For those that traditionally go long only, consider this a portfolio of stocks to avoid. Again, everything is quantitative, and I have made no qualitative analysis of these companies. I have not limited, nor truncated, the outcome as only 11 stocks met the criteria. I did, however, have to make slight adjustments to the criteria in order

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