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Quantitative Value : a Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors.

Author: Wesley R Gray; Tobias E Carlisle
Publisher: Hoboken : Wiley, 2012.
Series: Wiley finance series.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
A must-read book on the quantitative value investment strategy Warren Buffett and Ed Thorp represent two spectrums of investing: one value driven, one quantitative. Where they align is in their belief that the market is beatable. This book seeks to take the best aspects of value investing and quantitative investing as disciplines and apply them to a completely unique approach to stock selection. Such an approach has  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Wesley R Gray; Tobias E Carlisle
ISBN: 9781119205456 111920545X
OCLC Number: 823387126
Description: 1 online resource (290 pages).
Contents: Quantitative Value; Contents; Preface; Acknowledgments; PART One The Foundation of Quantitative Value; CHAPTER 1 The Paradox of Dumb Money; VALUE STRATEGIES BEAT THE MARKET; Graham's Simple Quantitative Value Strategy; HOW QUANTITATIVE INVESTING PROTECTS AGAINST BEHAVIORAL ERRORS; Reason Is the Slave of the Passions; Even Experts Make Behavioral Errors; Value Investors Have Cognitive Biases, Too; THE POWER OF QUANTITATIVE VALUE INVESTING; NOTES; CHAPTER 2 A Blueprint to a Better Quantitative Value Strategy; GREENBLATT'S MAGIC FORMULA; A Wonderful Business; A Bargain Price. Greenblatt's FindingsOur Examination of the Magic Formula; IT'S ALL ACADEMIC: IMPROVING QUALITY AND PRICE; Finding Quality, Academically; Finding Price, Academically; Book Smarts or Street Smarts?; STRATEGY IMPLEMENTATION: INVESTORS BEHAVING BADLY; The Case for a Checklist; NOTES; PART Two Margin of Safety-How to Avoid a Permanent Loss of Capital; CHAPTER 3 Hornswoggled! Eliminating Earnings Manipulators and Outright Frauds; ACCRUALS AND THE ART OF EARNINGS MANIPULATION; How to Detect Earnings Manipulation; PREDICTING PROBMs; Enron's PROBMs; NOTES. CHAPTER 4 Measuring the Risk of Financial Distress: How to Avoid the Sick Men of the Stock MarketA BRIEF HISTORY OF BANKRUPTCY PREDICTION; IMPROVING BANKRUPTCY PREDICTION; HOW WE CALCULATE THE RISK OF FINANCIAL DISTRESS; SCRUBBING THE UNIVERSE; NOTES; PART Three Quality-How to Find a Wonderful Business; CHAPTER 5 Franchises-The Archetype of High Quality; THE CHAIRMAN'S SECRET RECIPE; HOW TO FIND A FRANCHISE; Economic Moats and Excess Returns; Pricing Power and Big, Stable Margins; NOTES; CHAPTER 6 Financial Strength: Foundations Built on Rock; THE PIOTROSKI FUNDAMENTAL SCORE (F_SCORE). Analyzing the F_SCOREF_SCORE Formula and Interpretation; OUR FINANCIAL STRENGTH SCORE (FS_SCORE); FS_SCORE Formula and Interpretation; COMPARING THE PERFORMANCE OF PIOTROSKI'S F_SCOREAND OUR FS_SCORE; CASE STUDY: LUBRIZOL CORPORATION; NOTES; PART Four The Secret to Finding Bargain Prices; CHAPTER 7 Price Ratios: A Horse Race; THE HORSES IN THE RACE; Earnings Yield; Enterprise Yield (EBITDA and EBIT Variations); Free Cash Flow Yield; Gross Profi ts Yield; Book-to-Market; Forward Earnings Estimate; RULES OF THE RACE; THE RACE CALL; Value Premium and Spread; "Alpha" and Adjusted Performance. Risk-Adjusted Performance and Absolute Measures of RiskA PRICE RATIO FOR ALL SEASONS; THE OFFICIAL WINNER; NOTES; CHAPTER 8 Alternative Price Measures-Normalized Earning Power and Composite Ratios; NORMALIZED EARNING POWER; Our Long-Term Price Ratio Study; COMPOUND PRICE RATIOS: IS THE WHOLE GREATER THAN THE SUM OF ITS PARTS; Analyzing Our Composite Price Ratio; NOTES; PART Five Corroborative Signals; CHAPTER 9 Blue Horseshoe Loves Anacott Steel: Follow the Signals from the Smart Money; STOCK BUYBACKS, ISSUANCE, AND ANNOUNCEMENTS; INSIDER TRADERS BEAT THE MARKET; ACTIVISM AND CLONING.
Series Title: Wiley finance series.
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Abstract:

A must-read book on the quantitative value investment strategy Warren Buffett and Ed Thorp represent two spectrums of investing: one value driven, one quantitative. Where they align is in their  Read more...

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