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No. of Recommendations: 9
For arguments sake, I've used the 8.9% dividend-reinvested CAGR of the S&P 500 since 1/1/1997 as a benchmark for the VL screens, post-whatever their discovery dates are.

About 45% of the VL screens beat (if only marginally) that CAGR benchmark in post-discovery. Something that strikes me is the uniformity of the CAGRs. Regardless of post-discovery dropoff, most of these screens clustered around 10.5 - 12% CAGR.
PIH has been an "alpha-adding" factor, as, clearly has been whatever EG's factor is (some lookback of earnings growth, obviously)


EG 26.80%
Screamers 12.42%
TPEG13 15.43%
RS13WKT12 9.45%
PL_LD_NRS_ALT 13.30%
PEG 12.75%
SmoothAndCheap 12.99%
GAR4 12.04%
RSPS 13.36%
R13_EG 12.24%
PEBsize 11.05%
SLS_RS13 16.60%
PIH4 17.08%
PEG-Minimalist 18.73%
SAFETY_BOUNCE 9.96%
PIH_CSO_simple 17.19%
PEG13 9.93%
PLOW_PE2MOD 15.79%
PIH_CSO_safe 17.20%
EG5_AT 11.14%
LowPEsafe 9.09%
YLDYEAR 12.01%
ROC_RS26WK 8.96%
YLDEARNYEAR2 11.62%
PIH_MCP 11.42%
TREPPE 9.81%
LOWPE_ZLTDA 14.53%
RS4WKT12 11.10%
KEYCLQ 11.52%
Fundamentals 13.71%
PEGRSW 10.41%
ERS13 12.65%
EG_PELA 9.43%
LPE_YLD 16.90%
RS2020 11.46%
Value_EG 12.90%
PLOW_PE 9.74%
ValueRatio 9.72%
R13_EG_E 9.85%
EG5PE 11.21%
RSPEG2 9.42%
R13_EG2 10.55%
RSEG-rgonsal 9.56%
EGPLOW_PE 9.81%
REV 13.11%
YLDEARNYEAR 13.44%
PLOWRSW 11.00%
PLOW26WK 11.82%
PLOWBKLD 15.26%
PST_5/10 13.58%
ERS26 11.19%
PL_LD_NRS 11.48%
PLOWEG5_RS631 12.16%
RS4WK 11.97%
KEYEPS 10.84%
KEYRSW 10.62%
ROIC 11.97%


Thank you for the update, Zee. Nice to see some data out here again.
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