All Strategies>James O'Shaughnessy

James O'Shaughnessy's Cornerstone Growth Strategy

Smarter Growth Investing Read more.

CAGR
Compound Annual Growth Rate
-
Beta
Volatility Compared to S&P 500
-
Total Return
1-Year Avg.
-
3-Year Avg.
-
10-Year Avg.
-
Investment amount
$10,000
Investment range
15 years
 
Total return
undefined%
Investment worth
$0
Strategy Formulas & Filters

Price Appreciation (3-Mo)
  • Evaluates the three-month price appreciation to capture short-term trends in share price movement.
  • Weight = 40%
Price Appreciation (1-Yr)
  • Calculates the one-year price appreciation to indicate annual trends in share price performance.
  • Weight = 20%
1 / Price to Sales Ratio (TTM)
  • Calculates the inverse of the Price to Sales ratio to emphasize companies with strong revenue relative to their market cap.
  • Weight = 40%
Trading Model

Purchase Model
  • Purchase 3 stocks every 3 months until portfolio size reaches 24.
  • Rebalance target: 30%.
  • Reinvest proceeds from sales every 3 months.

Selling Model
  • Hold the stock for a maximum of 1 year.
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Strategy Information

The Cornerstone Growth Strategy, as the name suggests, focuses on identifying stocks with strong growth potential.

 

This strategy often involves buying stocks of companies with high earnings growth, and looking for low Price-to-Sales (P/S) Ratios to indicate possibly undervalued companies.

 

James P. O’Shaughnessy's Cornerstone Growth Strategy methodology emphasizes key metrics such as a low Price-to-Sales (P/S) Ratio, Deflated Market Capitalization of more than $250M, and sales growth (earnings higher than in previous year).

 

Accountable Finance's Improved Cornerstone Growth Strategy adds shorter term price momentum screens for 1 and 3 month price appreciation. Though this carries a higher risk, it identifies stocks that are “on the mend.”

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