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vendredi 27 janvier 2012

Faible C/B, gain élevé

Sélection d'action avec un faible C/B normalisé et une capitalisation peu élevée (< 10B).
L'étude de Anderson , Keith P. et Brooks, Chris montre  qu'une bonne sélection permet d'obtenir un gain annuel moyen de 40%. Critère petit portefeuille d'action,  C/B normalisé bas et  capitalisation faible .
Extreme Returns from Extreme Value Stocks: Enhancing the Value Premium


Tickers PE Normalisé Market Capitalization Company Name
GPX 0.17 267,660,000 GP Strategies Corp
ASR 1.83 1,960,000,000 Grupo Aeroportuario ADR Reptg 10 Ord Shs Series B
TEO 2.54 2,100,000,000 Telecom Argentina ADR Representing 5 Class B Ord Shs
PCCC 2.93 323,020,000 PC Connection Inc
HCKT 3.33 159,560,000 Hackett Group Inc
SWC 4.29 1,540,000,000 Stillwater Mining Co
RDEN 7.30 1,050,000,000 Elizabeth Arden Inc
CNL 7.34 2,340,000,000 Cleco Corp
AXE 7.44 2,240,000,000 Anixter International Inc
FEIM 8.10 74,380,000 Frequency Electronics Inc
SCLN 8.19 271,990,000 Sciclone Pharmaceuticals Inc
BDC 8.38 1,830,000,000 Belden Inc
NDAQ 8.44 4,580,000,000 NASDAQ OMX Group Inc
RICK 8.50 96,980,000 Rick's Cabaret International Inc
HELE 8.58 1,030,000,000 Helen of Troy Ltd
ACGL 8.70 4,980,000,000 Arch Capital Group Ltd
TMK 10.66 4,590,000,000 Torchmark Corp
VSR 11.43 29,160,000 Versar Inc
SLI 11.71 80,860,000 SL Industries Inc
WCC 11.93 2,770,000,000 WESCO International Inc
NKSH 12.18 200,160,000 National Bankshares Inc
ANDE 12.23 819,920,000 Andersons Inc
AVT 12.74 4,990,000,000 Avnet Inc
USTR 12.75 1,410,000,000 United Stationers Inc
NPO 12.78 733,090,000 EnPro Industries Inc
TSH 12.83 73,060,000 Teche Holding Co
JOSB 13.03 1,350,000,000 Jos A Bank Clothiers Inc
KAI 13.05 286,770,000 Kadant Inc
GCOM 13.46 326,500,000 Globecomm Systems Inc
POL 13.50 1,290,000,000 Polyone Corp
ASNA 13.56 2,700,000,000 Dress Barn Inc
CGX 13.66 515,160,000 Consolidated Graphics Inc
CR 13.68 2,800,000,000 Crane Co
ECPG 13.70 564,980,000 Encore Capital Group Inc
SPN 13.80 2,060,000,000 Superior Energy Services Inc

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