Systematic Value Turk

  • Limit investable universe (geography, size)
  • Exclude companies at risk of permanent loss of capital (accrual basis: net income > cash flow from operations)
  • Gauge negative investor sentiment (price earnings or ev / ebit basis)
  • Screen for quality
    • Identify economic moat (long term FCF generation, long term return on capital, long term margin strength (gross, operating))
    • Current financial strength (F-Score (3 elements): current profitability, current stability, operational improvements)

Notes / Diagrams

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