O'Shaughnessy, James P.

What works on Wall Street : a guide to the best-performing investment strategies of all time / by James P. O'Shaughnessy. - New York : McGraw-Hill, c2005. - p. cm.

Includes bibliographical references and index.

Stock investment strategies: different methods, similar goals -- The unreliable experts: getting in the way of outstanding performance -- Rules of the game -- Ranking stocks by market capitalization: size matters -- Price-to-earning ratios: separating the winners and losers -- Price-to-book ratios: a better gauge of value -- Price-to-cashflow ratios: using cash to determine value -- Price-to-sales ratios: the king of the value factors -- Dividend yields: buying an income -- The value of value factors -- One-year earnings per share percentage changes: do high earnings gains mean high performance? -- Five-year earnings per share percentage changes -- Profit margins: do investors profit from corporate profits? -- Return on equity -- Relative price strength: winners win -- Using multifactor models to improve performance -- Dissecting the market leaders universe: the ratios that add the most value -- Dissecting the small stocks universe: the ratios that add the most value -- Searching for the ideal value stock investment strategy -- Searching for the ideal growth stock investment strategy -- Uniting growth and value strategies for the best risk-adjusted performance -- New research initiatives -- Ranking the strategies -- Getting the most out of your equity investments.

0071452257 (hardcover : alk. paper)

2005006812


Investments--United States.
Investment analysis--United States.

HG4910 / .O828 2005

332.6