Objective2020’s Activity

Sat Mar 28

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Objective2020 replied to the Mechanical Investing board. 6:19 PM

Re: New SIPro custom field

Here's the complete formula (you will realize that it's just the three strings added together).

([Return on equity 12m]*(-0.005392))+([Return on equity - 5 year Avg.] *(0.0143237))+(([Return on equity 12m]+38.7469)*([Return on equity - 5 [more]

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Objective2020 replied to the Mechanical Investing board. 6:13 PM

Re: New SIPro custom field

The formula is exactly as provided in the top post; this is just how the software spits it out. You would just have to add the three strings.

Yes,these types of formulas are written as sums of the various independent variables (each [more]

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Objective2020 posted to the Mechanical Investing board. 2:00 PM

New SIPro custom field

I've taken various ROE and ROA measures from SIPro, and developed a formula to determine forward returns from these metrics. Multiple regression of the data was performed using SAS JMP, and the resultant formula is presented below in three parts (the [more]

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