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העמדה של הסקרינרים של AAII למבחן

בדיקה שיטתית של 13 הסורקים המובילים של AAII.
We find that more complex value strategies on AAII, on average, underperform the simple EBITDA/TEV ratio. However, the “Piotroski High F-Score Screen (FSCORE),” which is a close approximation to the strategy outlined in Piotroski (2000) and Piotroski and So (2012), has similar performance.