Book/Market Investor

Based on the book by Joseph Piotroski

Since 2010, this portfolio has returned 12.4%, underperforming the market by 25.0%.

Book/Market

TSX

This value-quant strategy screens for high book-to-market stocks, and then separates out financially sound firms by looking at a host of improving financial criteria.

Annual Return: 1.3% TSX: 3.6%

Year To Date: -2.7% TSX: 13.2%

Beta: 1.30 Accuracy: 50.5%

Full Return History

Portfolio Holdings

Ticker	Company	Date Added	Return
CFP	Canfor Corporation	5/31/2019	71.48%
IMO	Imperial Oil Ltd	12/14/2018	-6.15%
FM	First Quantum Minerals Limited	5/31/2019	-8.94%

All-Time Top Performers

Validea subscribers got advance notice on these remarkable stock moves.

Tickers with ** denote stocks that no longer trade due to a corporate action, such as a buyout or merger.

Ticker	Company	Days Held	Return
EDV	Endeavour Mining Corp	140	153.52%
MEG	MEG Energy Corp	84	110.77%
**	PETROBAKKEN ENERGY LTD.	56	72.59%
CG	CENTERRA GOLD INC.	28	60.90%
**	PERFORMANCE SPORTS GROUP LTD.	28	59.45%

Ticker

Company

Days Held

Return

EDV

Endeavour Mining Corp

140

153.52%

MEG

MEG Energy Corp

110.77%

PETROBAKKEN ENERGY LTD.

72.59%

CENTERRA GOLD INC.

60.90%

PERFORMANCE SPORTS GROUP LTD.

59.45%

Year	Portfolio	TSX
2010	18.0%	13.9%
2011	-37.2%	-11.1%
2012	32.4%	4.0%
2013	-13.3%	9.6%
2014	23.6%	7.4%

Year	Portfolio	TSX
2015	-41.6%	-11.1%
2016	40.6%	17.5%
2017	43.8%	6.0%
2018	-6.9%	-11.6%
2019 YTD	-2.7%	13.2%