| Type | Source | Relevant Information |
|---|---|---|
| P/E | The New York Times, Wednesday, August 9, 1989 | From 1967 to 1988, low P/E stocks returned 15% per year versus 8% for high P/E stocks. |
| P/E | Investment Scientist |
From 1958 to 2006, low P/E stocks outperformed high and medium P/E stocks,
and low P/E stocks outperformed high P/E stocks in every decade. |
| P/E | Contrarian Investment Strategies by David Dreman | From 1970 to 1996 the ROI Low P/E stocks was consistently higher than medium and high P/E stocks |
| SUE |
Earnings Surprise Research: Synthesis and Perspectives
by Lawrence D. Brown Financial Analysts Journal, Vol. 53, No. 2 (Mar. - Apr., 1997), pp. 13-19 |
Survey of literature regarding ROI and SUE. |
|
ROI = return on investment
SUE = standardized unexpected earnings (surprise) |
||