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Author: JimZipCode Big funky green star, 20000 posts Feste Award Nominee! Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 253293  
Subject: Re: Interesting Metric Date: 6/9/2003 12:20 PM
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For me this simple variant has a lot more appeal:
Timeliness 1-2
Divd Yield * Earnings Yield Trail 12 Mo top 5

The linked screen is a monthly. It has interesting properties as a blender. Note that its CAGR as a quarterly isn't spectacular, 17%. But look what happens when you blend it with CAPRS:

Screen CAPRS Blend

1997 8 23 16
1998 21 171 96
1999 -25 206 90
2000 47 0 23
2001 74 -46 14
2002 -2 -25 -14
2003 23 14 19

CAGR 17 25 30
GSD 23 56 30
Sharpe 0.68 0.62 0.93

Gotta love negative correlation.



Jan 30 30 0.93
Feb 26 31 0.85
Mar 23 29 0.79
avg 26.3 30.0 0.86

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