Sentences with phrase «score value firms»

As a note, when I back tested this portfolio formation strategy covering 5,509 unique companies for the period May 1, 1969 to April 30, 2011, I found that value firms with the lowest SCORE had a mean annual return of 54.38 %, while the highest SCORE value firms had a mean annual return of 13.32 %.

Not exact matches

The firm then ranked them using their flagship Index score, which measures brand health by averaging sub-scores on quality, satisfaction, impression, value, reputation and willingness to recommend.

Using Canadian non-interlisted stock data, I find that value firms with the highest Score had a mean annual return of 36.89 %, whereas the lowest Score portfolio had a mean annual return of -11.35 % from 1985 to 2009.

The overall Score is derived by assigning a value of 1 (for good ranking) or the value of zero (for bad ranking) to each of the six firm - specific variables and summing up the zero or one values for each firm.

Using US stock data, I find that value firms with the highest Score had a mean annual return of 54.38 % from 1969 to 2011.

Finally, I form seven portfolios of firms with Score values from low to high.

For the growth firms, while the overall sample mean and median returns are 6.32 % and 0.00 %, respectively, growth stocks with SCORE values of 1 or 2 have a mean annual return of about 30 % and a median annual return of about 15 %.

For value firms, the lowest SCORE indicator portfolio had a mean annual return of 36.89 %, whereas the highest SCORE indicator portfolio had a mean annual return of -11.35 %.

Whereas the overall sample mean and median annual returns for value firms over 1985 - 2009 are 16.86 % and 8.90 %, respectively, value stocks with SCORE values of 1 or 2 have a mean annual return of about 40 % and a median annual return of about 28 %.

I find that value firms with the lowest SCORE indicator had a mean annual return of 54.38 %.

The highest SCORE indicator value firms had a mean annual return of 13.32 %.

The «No Frills» firm offers great affordability but modest scores on the other three elements of value.

The firm beats its previous satisfaction scores in many areas, including: prestige (by 0.3), open career communications (by 0.2), work - life reality (by 0.3) and valuing employees (by 0.1).

After 6 - 12 months, we plan to use the data we've collected to start scoring and benchmarking our firms so we can get better value for money.