MMC Value Strategy Backtesting
Test MMC value strategies using MMC Value scores (Financial 60% + Value 40%). Compare different approaches and build custom portfolios.
About MMC Value Strategy Backtesting
How It Works
- MMC Value Score: Combines Financial Score (60%) + Value Score (40%)
- Financial Score: Company's financial health and quality metrics
- Value Score: Price attractiveness and valuation metrics
- Select stocks based on chosen strategy on specific date
- Hold portfolio for specified period and measure returns
- Compare against random selection and market cap leaders
Strategy Types
- Top MMC Value: Highest combined scores (recommended)
- Top Value Score: Focus on cheapest valuations
- Top Financial Score: Focus on highest quality companies
- Custom Selection: Hand-pick stocks from top 250 MMC Value universe
Note: MMC value investing typically works better over longer periods. Consider testing 30-60 day hold periods for more realistic results. Past performance does not guarantee future results.