Rank: Newbie
Groups: Member
Joined: 7/18/2010
Posts: 1
Points: 3
Location: Singapore
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I propose to implement Mohanram GSCORE -screener to analyse the effect of R&D and ads to the given firm.
Some value firms have such a behaviour. However, it is difficult to estimate its true value explicitly without a systematic tool.
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Rank: Administration
Groups: Administration
Joined: 12/31/2008
Posts: 84
Points: 28
Location: Europe
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Hi omaArvo, We did have studied the paper of Mohanram http://www.hbs.edu/units/am/pdf/imo2003papers/growth.pdf. And it sounds very interesting and similar to the piotroski score. The G-score looks whether fundamental Analysis is effective for Growth Stocks (or high price to book stock). We on the other hand are more interested in value stocks (low price to book stocks) We like to concentrate our study first on the value part of stocks, but maybe in the future we will implement the G-score (as well as the Beneish M Score and O-score) Kind regards, Ik
The Value Investing Forumhttp://www.value-investing.eu
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