What were the historic back tested returns of the PEG screen?
Moe Chernik provided the historic returns in this message and the next three immediately after it: http://boards.fool.com/Message.asp?id=1030063000009000&sort=… MakeItJake has performed an extraordinary analysis of the PEG screen returns using resampling techniques. The results are explained in detail in the thread beginning here (including a reference to his earlier explanation of the method): http://boards.fool.com/Message.asp?id=1030013006885000 Caution: This is heavy reading!
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- What were the historic back tested returns of the PEG screen?