Table 9 Comparison of Score based investment methods.
From: Creating quality portfolios using score-based models: a systematic review
Sr | Score | Year | Originator | Target Markets | Approach | Portfolio type | scoring logic | Score Interpretation |
|---|---|---|---|---|---|---|---|---|
1 | Z-score | 1968 | Edward Altman | Debt | Single scrip | Long & Short | Ratio based | 3 and over Good 1.8 and lower poor |
2 | O-score | 1980 | James Ohlson | Debt | Single scrip | Long & Short | Probabilistic | Low Probability Good, high probability poor |
3 | M-score | 1999 | Messod D Beneish | Debt | Single scrip | Long & Short | Ratio based | −2.22 and lower Good, −1.78 and higher poor |
4 | F-score | 2000 | Joseph Piotroski | Value stocks | Portfolio | Long & Short | Binary | 7–9 Good, 0–3 poor |
5 | G-score | 2005 | Partha Mohanram | Growth stocks | Portfolio | Long | Binary | 6–8 Good, 0–2 poor |
6 | C-score | 2008 | J Montier | Overpriced stocks | Portfolio | Short | Binary | 0–2 Good, 5–6 poor |
7 | L-score | 2013 | Carlos Alberto Dorantes Dosamantes | Value stocks | Portfolio | Long & Short | Binary | 6–8 Good, 0–2 poor |
