One-Year-Ahead Value Anomalies: 15 Stocks To Outperform



  • Can investors actually exploit documented abnormal returns reflected in financial statement information?
  • A new study by Amor-Tapia and Tascon (2016) documents some confirmation that "fundamental signals derived from financial statements allow for future abnormal stock returns."
  • Researchers tested the contributions of the Xue-Zhang FSCORE, Wahlen-Wieland PEIS, Piotroski FSCORE, and the Mohanram GSCORE with significant one-year results.
  • This article presents the current top 15 stocks when applying the selected standout scoring model from the Amor-Tapia and Tascon (2016) research.


This article begins a new series of anomaly research over a one-year time horizon well suited to value investing. First, the methods and results are presented below according to the authors of each of the models under review. Then I review an assessment of the four value system models in the current research study by Amor-Tapia &Tascon (2016). And finally, 15 of the top current stocks are selected and backtested according to the best performing model from among those tested in the recent literature.

In my continuing research to identify and leverage the most profitable financial market anomalies the following past and active informal studies are available for your consideration:

  1. Phase 1: Short-term Momentum Accelerators/Decelerators 15 week test using MDA (summary article)
  2. Phase 2: Short-term Momentum Accelerators/Decelerators weekly test using MDA enhanced (ongoing week 33 article)
  3. A one year forward looking study of top stocks using the annual Russell 3000 Anomaly
  4. A monthly return study of Value Investment Stocks using three forensic analysis models simultaneously (August article)

Additional evaluation of the research documenting abnormal returns will continue toward evidencing significant results on a regular basis. If you would like to follow along for as long I conduct these informal studies to enhance my trading methodologies please select the Follow button at the top of the page.

Background on Value Scoring Systems

Calculating scores and assigning values to stocks based on fundamental data remains one of the most popular methods for value stock investing. Most of us are familiar with such scoring systems as the Value Line Rank (started in 1965), the CANSLIM composite ranking system (started in 1988), the Zacks Rank (started in 1982, first made public in 1992) and many other popular systems that have given us good results over the years. To this day it is not uncommon to find substantial overlap among the best

This article was written by

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Revealing the best financial models targeting double digit success

Welcome! I am a Finance PhD, MBA, investment adviser, fraud examiner and certified anti-money laundering specialist with more than 30 years trading and investing stocks and other securities. I'm the founder of Value & Momentum Breakouts.


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