No. of Recommendations: 1
Makes sense to me. For certain screens we can go way back to '69. For others we have to start with '86. The problem going forward is simply getting the new data as the new years go by. I still only have return data up through 98.

I'm not sure we'd gain much by changing the cutoffs. It's really dependant on the screen. CAPRS in particular is not very picky as is. As long as you throw out the lowest caps, it works great. In other words, the cutoff can be anything from 25 to 75 and you don't see much difference.

I've noticed that some other screens (like PEG I think) are pickier about the cutoff. Change it much (from 25, I think) and it drops off pretty fast. I could be wrong. I looked at this quite a while ago.

Print the post  


What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
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.
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! 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.