Multi-Factor Screener
Research you can rerun

The research behind the screener, rerun.

The screener's methodology rests on published studies. This page takes them one at a time, reproduces each one's headline result from data anyone can download, and shows how far the reproduction lands from the paper.

Then it hands you the controls. Change the period or the settings and the result is recalculated in your browser.

A teaching tool, not investment advice. These are paper portfolios that hold some stocks and short others, with no trading costs.

Loading the experiment…

Experiments are added one at a time, each held to the same four parts: the claim, the conditions, the difference from the paper, and what is still unverified. Some of the studies the screener cites cannot be rerun on free data; those will be listed here too, with what it would take.