A simple, quick and effective approach to quantitative fundamental analysis
The Lazy Fundamental Analyst presents a collection of strategies based on the application of quantitative analysis to fundamentals-based investing. It will appeal to anyone looking for simple, effective and low-risk investing strategies.
The strategies are organised by ten business sectors: Consumer Discretionary, Consumer Staples, Energy, Financials, Health Care, Industrials, Information Technology, Materials, Telecommunication Service and Utilities. For each sector a strategy is proposed for large capitalisations (companies in the S&P 500 Index) and another is given for small capitalisations (companies in the Russell 2000 index).
For each sector, and each strategy, Fred Piard explains how to follow his 'lazy' approach to choose stocks by using only a couple of financial ratios. The strategies eschew detailed due diligence of companies and markets - instead they rely on applying quantitative techniques to filter out the best investments in each sector. These strategies can be managed in just a few minutes per month, making them suitable for those who only have limited time to devote to investing but still wish to have a winning return. Portfolio protection through the use of market timing and hedging is also presented and this can be used with any of the strategies.
If you don't have the inclination for in-depth fundamental analysis, or only have a few spare minutes per month for your investing, try Fred Piard's lazy approach to quantitative analysis.
Disclaimer
The Author
Preface
Introduction
Part I: Methodology
1. Quantitative Fundamental Analysis
2. Strategy Design and Evaluation
3. Portfolio Protection
Part II: Sector Analysis
Introduction
4. Consumer Discretionary
5. Consumer Staples
6. Energy
7. Financials
8. Health Care
9. Industrials
10. Information Technology
11. Materials
12. Telecommunication Services
13. Utilities
14. Dow Jones Industrial Average
15. Benchmarking by Sectors
Part III: Applications
16. Combined Portfolios
17. Other Applications
Conclusion
Appendix 1. Leveraged ETFs
Appendix 2. Strategy Returns
Appendix 3. Against Benchmark
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