JO Screen tester
David J. Moore, Ph.D.
October 12, 2014
Setup…
Reading JO Screen data from 2014.03.02 Staples Sector …
Obtaining price data from Yahoo Finance…
Computing returns…
Plotting results…
Average returns by JO Screen quintile
Staples Sector
2014-03-02 to 2014-10-13
Note: Quintile 5 contains the higest SY scores, Quintile 1 contains the lowest.
