Data
Topic
Data
Investment Philosophies

 

Risk
  1. The Most and Least Volatile Stocks
  2. The Highest and Lowest Beta Stocks
  3. Highest R-squared companies
  4. Risk Premium for the United States
  5. Companies with AAA ratings
Accounting Statements
  1. Companies with largest cash balances
  2. Firms with the highest returns on capital
  3. Most Levered firms
The Basics of Valuation
  1. Main data page for datasets
Trading and Taxes
  1. Stocks with highest Bid-ask Spreads
  2. Mutual funds with highest trading costs
  3. Mutual funds with highest tax drag on returns
Market Efficiency
  1. Funds with highest Sharpe Ratios
  2. Funds with highest Treynor Indices
Technical Analysis and Charting
  1. Stocks with highest relative strength
  2. Stocks with the biggest increase in trading volume
Value Investing
  1. Stocks that pass the Graham screens
  2. Stocks with lowest price to book ratios
  3. Stocks with low price to book and high returns on equity
  4. Stocks with lowest PE ratios
  5. Stocks with lowest price to sales ratios
  6. Stocks with low price to sales and high margins
  7. Stocks with highest dividend yields
  8. Loser Stocks: Stocks that have gone down the most over last year.
Growth Investing
  1. Stocks with highest expected growth
  2. Stocks with lowest PEG ratios
  3. Stocks with low PEG ratios and below average risk
Information Trading
  1. Stocks with most insider holdings
  2. Stocks with the biggest increases in earnings per share over previous year.
Arbitrage
  1. Price Limits and Contract specifications
  2. Most widely traded ADRs
  3. Most discounted closed end funds
Market Timing
  1. PE Ratios for U.S stocks
  2. Intrinsic value of S&P 500 index
  3. Relative value of S&P 500 index
  4. Relative valuation of emerging markets
Indexing
  1. Best performing mutual funds
  2. Funds with highest trading costs