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H
BestPeriodSample%ChangeS&P500
1
BuyYearTop 5
355.12%
12.55%
SellMonthLast 5
-17.96%
1.23%
5
BuyYearTop 5
148.49%
12.7%
SellMonthLast 10
-4.16%
0.88%
A
BuyYearTop 10
45.33%
15.33%
SellWeekLast 5
0.68%
0.24%

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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