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H
BestPeriodSample%ChangeS&P500
1
BuyMonthTop 5
25.17%
1.56%
SellMonthLast 25
-3.63%
1.56%
5
BuyMonthTop 5
26.26%
2.06%
SellMonthLast 25
-0.93%
2.06%
A
BuyYearTop 10
44.49%
15.39%
SellWeekLast 5
0.7%
0.26%

Risk and Returns

This group of screeners measures the risk and risk-adjusted returns of the stocks. For the calculations, we are using 3-years of returns, monthly samples, the SPY index as a benchmark and the yield of 3-month treasury bills as risk-free returns.

Part of: General Woo


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