Research method
Value investing
Value investing is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Market-regime classification
- Input
- Cross-market prices, volatility, carry and portfolio weights
- Horizon
- Weeks to months
- Best use
- Put a single trade into a diversified or regime-aware context.
- Input: Cross-market prices, volatility, carry and portfolio weights.
- Output: market-regime.
- Use boundary: Put a single trade into a diversified or regime-aware context.
The graph2
How the method is built, and where it has been read
Depends on
Often reviewed together
Fundamental overlay4 readings
Often reviewed together
Rank rotation6 readings
Read in the archive19 readings
1988A two-rule classroom book of cheapness and new highs1994Quality screens and dividend-yield regime maps1995A supermarket-chain case for yield, trendline, and a written checklist1996Annual normalized-yield rank rotation for cyclical sleeves1996Value filter then rank-rotate as one procedure1997Dow high-yield rank rotation as a testable portfolio procedure1998Low relative P/E plus a trendline reversal for regime-aware stock selection1998Rank rotation, value screens, and ten-stock diversification2001Earnback period ranking for growth-adjusted screens2001A concentrated value book with announced-deal cash2003Stress-testing calendar yield rotation in a declining tape2003A value overlay and strangle hedge during a growth-led regime2005Unfashionable value versus momentum in the book2007Why premove fundamentals rarely flag tenfold-price moves2012Year-end yield rank rotation with a collapse veto2015A five-name January book from yield and price ranks2017A pre-trade fail test for the cheap-looking name2017Screening value traps with regime-aware overlays2019Equal-weight rank-rotation tests for a disclosed value book
This registry entry describes a research method. It is not investment advice and does not make a performance claim.