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Investing/Strategies / Mechanical Investing
|Subject: Re: YEY in GTR1 SI universe||Date: 2/23/2013 6:59 PM|
|Author: finfusion||Number: 241845 of 253831|
Would anyone have any comments on why the SIPRO version is no match to the VL+ version? Any suggestions on how to improve the screen so that the results would better match the YEY+ results?
I'm not sure what the VL+ results are, but the 23% CAGR and 23% GSD for the period shown are very close to the standard VL results:
For the SI universe, I understood that different fields were to be used for dividends and earnings.
Dividend - you used dps12m.s; I've seen dpsind.s used instead in other screens. I think the second one is "indicated yield" rather than the actual yield over the last 12 months. Although I'm not sure which one matches the "Yield" field in the SIPro data that can be downloaded weekly.
Earnings - you used eps12m.s; I've seen epscon12m.s used instead in other screens (the second is for "continuing operations", which removes special stuff).
If I do those replacements in your screen, and play with the percentage cutoff, it seems 5% is reasonable:
with CAGR at 31% and GSD at 25%. I'm sure other things could be played with to achieve better.
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