UnThreaded | Threaded | Whole Thread (8) | Ignore Thread Prev | Next
Author: finfusion Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 254159  
Subject: Re: YEY in GTR1 SI universe Date: 2/23/2013 6:59 PM
Post New | Post Reply | Reply Later | Create Poll Report this Post | Recommend it!
Recommendations: 2
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:

http://gtr1.backtest.org/2011/?s19970902::tim.v:am6:cpe:gt0:...

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:

http://gtr1.backtest.org/2011/?pri:gt0:dpsind.s:gt0:dolvol:g...

with CAGR at 31% and GSD at 25%. I'm sure other things could be played with to achieve better.

fin
Post New | Post Reply | Reply Later | Create Poll Report this Post | Recommend it!
Print the post  
UnThreaded | Threaded | Whole Thread (8) | Ignore Thread Prev | Next

Announcements

Foolanthropy 2014!
By working with young, first-time moms, Nurse-Family Partnership is able to truly change lives – for generations to come.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Post of the Day:
Macro Economics

Looking at Currency Ratios
What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
Community Home
Speak Your Mind, Start Your Blog, Rate Your Stocks

Community Team Fools - who are those TMF's?
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and "#1 Media Company to Work For" (BusinessInsider 2011)! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.
Advertisement