This text analyzes 30-years' worth of CompuStat stock-market data to show how the 15 most popular investment strategies have actually performed over time. It aims to provide investors with the facts to pick the best strategies for meeting their investment objectives.
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"...analysts praised his stock-picking strategy, explained in his well-received book. In it, he digs into more than 40 years of data to find out what strategies would have picked the winning stocks." The Wall Street Journal 19970915
Critical praise for the First Edition of What Works on Wall Street:
"Five $$$$$ rating. An indispensable classic...Downright momentous...should be required reading for everyone in the investment world, especially investment advisors and money managers. O'Shaughnessy's conclusions are, to me, nothing short of astonishing.''Roger Segal, The Street.Com
"O'Shaughnessy's study is already making waves in the investment community...could well become a classic.''Paul Sturm, SmartMoney
"What investment strategies have worked best over the past 40 years? Ask this man."Barron's
"O'Shaughnessy's conclusion that some strategies do product consistently strong results while others underperform could shake up the investment business."Barron's
"O'Shaughnessy's latest, What Works on Wall Street, is a serious inquiry into the investment strategies that stand up under long-term scrutiny and is refreshing research for every investor."Stocks and Commodities
"James O'Shaughnessy...has enshrined P/S in the investing hall of fame in his superb new book, What Works on Wall Street."James K. Glassman, Washington Post
"I wish that back when I first wrote about Price Sales Ratios, I'd had the computer power O'Shaughnessy now brings to bear. I'd be much richer today. Great book. Almost any investor will benefit from it."Ken Fisher, columnist, Forbes
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