Quality to Price

High GPA High BtM

Combines stocks with high Gross Profitability to Assets (GPA) and high Book to Market Value (BtM) to screen for value stocks.

This theme was created on Aug 28, 2013 and
was last modified on Apr 10, 2017


Theme Risk Analytics
Projected
Alpha
Beta
Risk Premium
Sharpe Ratio (StDev)
Sharpe Ratio (VaR)
Sharpe Ratio (ES)
Information Ratio
Historical
Alpha
Beta
Bull Beta
Bear Beta
Risk Premium
Sharpe Ratio (StDev)
Sharpe Ratio (VaR)
Sharpe Ratio (ES)
Information Ratio
Portfolio Composition
Weightage
Theme Risk Analytics
Alpha
Beta
Risk Premium
Sharpe Ratio (StDev)
Sharpe Ratio (VaR)
Sharpe Ratio (ES)
Information Ratio
Theme Performance