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Applying Piotroski’s F_Score to the German stock market: evidence from 2002-2016
This work project applies Joseph Piotroski’s F_SCORE to the German stock market between 2002 and 2016. Considering the smaller size of the German stock market, a F_SCORE_ADD was created to differentiate between companies ...
Teste de eficiência da magic formula de value investing para o mercado brasileiro de ações
The main purpose of this work is to back-test the Magic Formula in the IBX- 100 index, in order to gather evidence of effectiveness of the respective methodology in the selection of the best stocks and portfolios that beat ...