Joel Greenblatt Magic Formula Shorts and Longs in EEMA

Joel Greenblatt Magic Formula Shorts and Longs in EEMA

Morgan Stanley analyst Ronan Carr looks at a backtest of an EEMEA Joel Greenblatt strategy in a recent report. Carr indicates that the strategy has produced 12.6% annualized long/short return over the last 5 years. Carr looks at both longs and shorts a brief excerpt on the topic with some charts (including specific stocks) below.

The ‘short’ screen has delivered consistent underperformance while the ‘long’ screen has begun outperforming in recent months following a 6-month period of underperformance.

Joel Greenblatt

Here Are Bill Ackman’s Favorite Hedge Funds

Bill AckmanMany of the most well-known hedge fund managers in the world engage in philanthropy, and in doing so, they often reveal their favorite hedge funds through a review of their foundation's public filings. Bill Ackman's Pershing Square Foundation invested in several hedge funds during the fiscal years that ended in September 2019 and September 2020.

Joel Greenblatt

Joel Greenblatt short screen

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