Piotroski F-Score: A Quick Way to Find Great Value Stocks
Nov 5 · 3 min read

According to the Joseph Piotroski’s 2002 paper, high book to market stocks filtered for high Piotroski f-score (buy), and low Piotroski f-scores (short sell) increases the annual returns on average by 7.5% over a market basket of high book to market stocks.
A high book to market portfolio outperforms a broad market index over time. According to this paper, filtering…

