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Walking the talk: Applying back-tested investment strategies in practice
Aswath Damodaran, a Professor of Finance at the Stern School of Business, has an interesting post on his blog Musings on Markets, Transaction costs and beating the market. Damodaran’s thesis is that...
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Back-testing the performance of net current asset value against net net...
Jae Jun at Old School Value has a great post, NCAV NNWC Screen Strategy Backtest, comparing the performance of net current asset value stocks (NCAV) and “net net working capital” (NNWC) stocks over the...
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Net current asset value and net net working capital back-test refined
Jae Jun at Old School Value has updated his great post back-testing the performance of net current asset value (NCAV) against “net net working capital” (NNWC) by refining the back-test (see NCAV NNWC...
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Cheap Stocks 21 Net Net Index results
Jon Heller of the superb Cheap Stocks, one of the inspirations for this site, has published the results of his two year net net index experiment in Winding Down The Cheap Stocks 21 Net Net Index;...
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Marty Whitman on value and corporate governance
The superb Manual of Ideas blog has an article by Ravi Nagarajan, Marty Whitman Reflects on Value Investing and Net-Nets, on legendary value investor Marty Whitman’s conversation with Columbia...
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Mike Burry’s Silicon Investor “Value Investing” thread
Yesterday I ran a post on Dr. Michael Burry, the value investor who was one of the first, if not the first, to figure out how to short sub-prime mortgage bonds in his fund, Scion Capital. In The Big...
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Simoleon Sense interviews James Montier
I’m a huge fan of James Montier’s work on the rationale for a quantitative investment strategy and global Graham net net investing. Miguel Barbosa of Simoleon Sense has a wonderful interview with...
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Greenbackd Endangered Species, Activism and Liquidation Report
I’m considering launching a subscription-only service aimed at identifying stocks similar to those in the old Wall Street’s Endangered Species reports. Like the old Wall Street’s Endangered Species...
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Tech stock activism
The Wall Street Journal has an article, Activist Holders Eye Top Managers for Boards, discussing the trend for executives running public companies to switch to activist boardroom roles where they can...
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Recent net net performance: Parsing on F_SCORE and Size
Wes Gray’s Turnkey Analyst has a guest post from Paul Sepulveda in which Paul asks if it’s possible to improve net net returns by removing stocks with the highest risk of going to zero (the real...
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