Top Performing Stock Models

Guru Based on Annual
Return
Dashan Huang 20.9%
Meb Faber 20.0%
Wesley Gray 14.8%
James O'Shaughnessy 18.4%
Wayne Thorp 18.3%
Motley Fool 13.7%
Partha Mohanram 13.3%
Peter Lynch 13.2%
Kenneth Fisher 12.5%
Validea 12.5%
* Returns are model returns and do not reflect actual trading. Full performance disclaimer
All Stock Portfolios

Top Performing ETF Models

Portfolio Annual
Return
Factor Rotation - Momentum with Trend 12.4%
Factor Rotation - Composite with Trend 12.2%
Factor Rotation - Momentum 11.7%
Factor Rotation - Composite 11.4%
Factor Rotation - Value 10.4%
* Returns are model returns and do not reflect actual trading. Full performance disclaimer
All ETF Portfolios

Find Your Edge With Validea's Quantitative Investing Tools

Guru Analysis

Analysis of 6000+ stocks using the proven strategies of investment legends like Warren Buffett, Benjamin Graham and Peter Lynch. See the details behind "why" some stocks look good and others don't through the guru methodologies.

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Model Portfolios

22 different model portfolios based on our time tested factor-based strategies.

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ETF Portfolios

Our ETF portfolios use value, momentum and macroeconomic factors to rotate among factors, sectors and asset classes.

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Stock Screener

Screen for stocks that pass the strategies of investment legends such as Joel Greenblatt, John Neff and Martin Zweig. Combine multiple strategies together or add in fundamental filters to refine your result set.

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Trend Following

Our trend following system covers over 45+ asset & investment classes and seeks to help limit losses during major market declines while maintaining a disciplined re-entry method when prices revert. Get alerted when the signals change between Buy and Sell.

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Learn More About Validea

Webinar: An Overview of Validea

A detailed look at the site and how to use it.

Webinar: Using Validea to Generate Investment Ideas

A look at our model portfolios, guru stock screener and idea generation tools.

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Our Latest Articles

12/8/2021

Some Observations on the Current Market Valuation

By Jack Forehand, CFA, CFP® (@practicalquant)

We have had a massive run in the US market since the 2020 bear market bottom. Although the wall of worry has been our constant companion on the way up, markets have continued to climb it no matter how big it has gotten. The rise in the market, and the rise in valuations that have come with it, has led many to conclude that we are in the second coming of the tech bubble. And they see the ending here as similar to what it was then. Others see valuations as more justified given the low-rate environment and the big growth in earnings we have seen in recent years. Given that we are coming into year end, I thought now would be a good time to revisit our market valuation tool to look at where things stand, and some interesting things going on beneath the surface.

11/24/2021

Factoring in Earnings Revisions

By Justin Carbonneau (@jjcarbonneau)

Both Wall Street and investors have underestimated how powerful the bounce back in profits would be over the last year and a half, and those low investor expectations combined with companies beating estimates (and by a lot) are one of the major reasons why stocks have performed so well. But at some point, the upward revisions to earnings start to become less frequent.
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Our Podcast - Excess Returns

12/13/2021

Episode 126: Is the Market Rigged in Favor of Corporate Insiders? We Talk to Wharton Professor Daniel Taylor to Find Out

There is a perception many have that the market is rigged in favor of corporate insiders. And there is certainly justification for that perception. In this episode we take an in depth look at the issue with Wharton professor and insider trading expert Daniel Taylor. We start with the basics, including how insider trading is defined and the laws that govern it. Then we dig deep into his research and what it tells us about the behavior of insiders and whether they have an unfair advantage.

Watch on YouTube    Listen on Apple Podcasts    Listen on Spotify    Listen on Google Podcasts

12/6/2021

Episode 125: Inflation, Factors and Stock Returns with Ehren Stanhope

In this episode, we speak with O'Shaughnessy Asset Management's Ehren Stanhope about his excellent research paper "The Great Inflation, Factors, and Stock Returns." We discuss the history of inflation and the major regime changes that have occurred throughout history and what we can learn from them to help evaluate the current inflationary picture. And we look at how different factors and assets have performed in high inflation environments.

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Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.