A Fundamental Approach to Investing in US Stocks

@inproceedings{Grennon2015AFA,
  title={A Fundamental Approach to Investing in US Stocks},
  author={Terry Grennon},
  year={2015}
}
The majority of research on active and passive investment approaches suggests individual investors should choose a passive index investment vehicle over an active management investment vehicle. This paper proposes utilizing fundamental stock data to develop an active fundamental approach to investing in US stocks to determine if utilizing the data in a systematic approach enables us to outperform a corresponding traditional index approach. The approach is back-tested and yields a 40% cumulative… Expand

References

The Warren Buffett Way
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