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1998issue C101-7

Rank rotation, value screens, and ten-stock diversification

The source ranked company variables instead of judging individual company stories, ordered all-stock and large-stock universes by price-to-sales, and bought ten high-dividend-yield names as a diversification floor.

  • The source framed stock selection as a systematic ranking of company variables rather than a judgment of individual company stories.
  • Decile ranking by price-to-sales produced a staircase of subsequent total returns in both an all-stock and a large-stock universe.
  • The same decile procedure showed that profit margins lacked a comparable ordered relationship with subsequent returns.
  • A conservative implementation bought the ten highest-dividend-yield names from a screened group and treated ten holdings as the minimum needed for diversification to operate.
Entries in this reading3 entries

Selection as a ranking procedure

The source frames stock selection as a systematic ranking of company variables rather than a judgment of individual company stories.

Price-to-sales deciles

Decile ranking of an all-stock and a large-stock universe by price-to-sales produced a staircase of results.

The lowest price-to-sales deciles had the highest total returns. The highest price-to-sales deciles had the lowest.

Profit margins as a contrast

The same decile procedure showed that profit margins lacked a comparable ordered relationship with subsequent returns.

A ten-stock high-yield sleeve

A conservative implementation bought the ten highest-dividend-yield names from a screened group and treated a floor of ten holdings as the minimum needed for diversification to operate.

That high-yield screen typically concentrated in utilities. It was presented as a bond-proxy sleeve with about 5.5 percent yield and residual equity upside rather than as an attempt to beat the S&P 500.

The available test window

The high-yield test window was limited to records available from 1985 onward because earlier machine-readable data were not retained.

Educational research material, not investment advice. Historical source context does not establish present-day performance.
7 of 16 in the Value investing track
20011-4 pp.Next on Value investingEarnback period ranking for growth-adjusted screensThe earnback period is the years a firm needs, at a stated constant earnings-growth rate, to accumulate earnings equal to the current share price; with zero growth it collapses to the ordinary earnings multiple.
All readings on this track · 16 readings
  1. 1988A two-rule classroom book of cheapness and new highs
  2. 1995A supermarket-chain case for yield, trendline, and a written checklist
  3. 1996Annual normalized-yield rank rotation for cyclical sleeves
  4. 1996Value filter then rank-rotate as one procedure
  5. 1997Dow high-yield rank rotation as a testable portfolio procedure
  6. 1998Low relative P/E plus a trendline reversal for regime-aware stock selection
  7. 1998Rank rotation, value screens, and ten-stock diversification
  8. 2001Earnback period ranking for growth-adjusted screens
  9. 2003Stress-testing calendar yield rotation in a declining tape
  10. 2003A value overlay and strangle hedge during a growth-led regime
  11. 2005Unfashionable value versus momentum in the book
  12. 2007Why premove fundamentals rarely flag tenfold-price moves
  13. 2012Year-end yield rank rotation with a collapse veto
  14. 2015A five-name January book from yield and price ranks
  15. 2017Screening value traps with regime-aware overlays
  16. 2017A pre-trade fail test for the cheap-looking name
All 16 readings tagged Value investing
Also on Value investing5 readings