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 model was created on 2013-Aug-28 and was last updated on 2021-Nov-09

Cumulative Returns
lookback (days) theme nifty 50 midcap 100
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risk-free rate: 2.5%; MAR: 0%; benchmark: NIFTY 50
symbol weightage
From Trough To Depth Length To Trough Recovery
{{dd.FROM_DT ? moment(dd.FROM_DT).format('YYYY-MMM-DD') : '-'}} {{dd.TROUGH_DT ? moment(dd.TROUGH_DT).format('YYYY-MMM-DD') : '-'}} {{dd.TO_DT ? moment(dd.TO_DT).format('YYYY-MMM-DD') : '-'}} {{numeral(dd.DEPTH).format('#,0.00%')}} {{dd.LENGTH}} {{dd.TROUGH}} {{dd.RECOVERY}}
Strategy vs. NIFTY 50 and MIDCAP 100
Returns through time
Returns & Portfolio Turnover