O’Shaughnessy was the first person granted access to Standard & Poor Compustat database which contains price histories of more than 10,000 stocks from 1950 onward. O’Shaughnessy sifted through this gold mine of data, testing the results of innumerable stock-picking strategies against more than 40 years of market ups and downs. We discuss his cornerstone value stock-picking strategy, its interpretation and application in stock screens.
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