We have completed 8-year backtests on the Price/Book or "Book Value" and P/E strategies of purchasing the JSE's lowest Price/Book and PE ratio stocks. The backtests includes a detailed analysis of the effectiveness of the two strategies.  We have also created a "Backtest Dashboard" that shows the strategies with the best back-tested performance. So far a Price/Book, two PE and one Piotroski strategy are in the dashboard.

This is ongoing work requiring analysis of mountains of data. We will con...
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