Quality Ratio

Value Investing: Have You Been Using The Wrong Quality Ratio?

Have You Been Using The Wrong Quality Ratio? by Tim du Toit, Quant Investing
Do you think adding a company quality ratio to your investment strategy can make a difference to your returns?

As you know we are sceptical as our experience testing quality ratios in the research paper Quantitative Value Investing in Europe: What Works for Achieving Alpha was mixed.

What doesn’t work

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