Comments on: NCAV NNWC Screen Strategy Backtest

By: Jae Jun

Jae Jun — Sun, 09 May 2010 04:29:40 +0000

The screener spreadsheet isn’t available for purchase or download I’m afraid.

By: Mike

Mike — Sat, 08 May 2010 12:56:04 +0000

Do we have stock screener spreadsheets we can download and use? Don’t they come with the $65 srock valuation spreadsheet?

cheers

Mike

By: Festival of Stocks #181 | Financial Capital

Festival of Stocks #181 | Financial Capital — Wed, 24 Mar 2010 20:13:17 +0000

[...] NCAV NNWC factor choreography Backtest (Vote Up) [...]

By: Festival of Stocks #181 | Fat Pitch Financials

Festival of Stocks #181 | Fat Pitch Financials — Tue, 23 Feb 2010 03:29:13 +0000

[...] NCAV NNWC Screen Strategy Backtest (Vote Up) [...]

By: Jae Jun

Jae Jun — Mon, 22 Feb 2010 08:14:48 +0000

I put up the results in the following post.

By: Adam

Adam — Sun, 21 Feb 2010 18:32:36 +0000

Did you ever rerun the test with 20k volume? If so, what were the results? Could you post those? Very cool stuff.

By: Back-Testing Graham NCAV, NNWC Screen Strategies: Update | Reaction Radio

Back-Testing Graham NCAV, NNWC Screen Strategies: Update | Reaction Radio — Thu, 18 Feb 2010 16:18:07 +0000

[...] on from the great discussions and feedback from the initial NCAV NNWC strategy, I’ve made some changes to the screen testing criteria to make them more [...]

By: NCAV NNWC Screening Strategy

NCAV NNWC Screening Strategy — Thu, 18 Feb 2010 08:05:52 +0000

[...] on from the great discussions and feedback from the initial NCAV NNWC strategy, I’ve made some changes to the screen testing criterias to make it more [...]

By: Back-testing the performance of net current asset value against net net working value « Greenbackd

Thu, 18 Feb 2010 05:02:23 +0000

[...] 18, 2010 by greenbackd Jae Jun at Old School Value has a great post, NCAV NNWC Screen Strategy Backtest, comparing the performance of net current asset value stocks (NCAV) and “net net working [...]

By: tedk81

tedk81 — Thu, 18 Feb 2010 04:33:59 +0000

Ya, the NNWC thing is the graham thing, isn’t it?

I have to disagree with Jim Allen as well. There are two ways to do something like this, you can use it as a screen or you can just buy a basket of a bunch of them (30 stocks minimum), rebalance every year/2 years/whatever. Some of the stocks in your basket will go to zero. This is ok and doesn’t bother me, it’s the nature of the game. Some will double.

I find the basket approach extremely appealing, personally. I had a very very good year last year, but what small-cap value guy didn’t crush it? Keeping a decent chunk of my portfolio in a couple “value baskets” is a nice way to play it safe and guard against rash decisions- it’s all automatic.