G-Score - US

Overview

G-Score ranks highly valued stocks according to three sub-factor groups, with an aim to separate out the winning growth/glamour stocks from the rest of the herd.

G-Score helps investors screen for equities that are anticipated to grow at a rate above the average for the market. Investors seeking growth at a reasonable price look for stocks that they believe will deliver above-average growth, but are not expensive.

It is often more fashionable to seek out stocks with high growth rates that are trading at reasonable valuations. Like Warren Buffet famously said:" It's far better to buy a wonderful company at a fair price than a fair company at a wonderful price."

Data Highlights

  1. Help investors screen for young or small companies that have above the average growth rate at a lower price.
  2. For investors interested in across market caps investment, as G-Score increases in the mid to top quantile, annual returns and cumulative return also increase.
  3. As G-Score increases, Sharpe ratio and Alpha also increase in the mid to top quantile.