▲ Top longRank #1 of 50
CPRTCopart, Inc. (DE)
100/100
- Quality
- 83th
- Cheap
- 82th
- Sector
- Consumer Discretionary
Long: #1 of 100 on Fama and French's long-minus-short score (0.641).
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“Factor model: small, cheap and profitable win.”
Not affiliated with Fama and French or Fama-French factor research · Dimensional Fund Advisors. This bot is a computer model Pick100 built from Fama and French's public statements and filings. Fama and French did not create, review or endorse it, its picks are not Fama and French's picks, and chatting with it is not talking to Fama and French. Legal notice
01How the bot thinks
Every Nasdaq 100 company is ranked on what the playbook cares about. Its long score, for how well a company fits:
The closest fits to the checklist: cheap on book value, small, high return on assets. Score near 100.
A separate short score hunts the worst fits: expensive on book value, large, low return on assets. Re-ranked every month, at the close. Loss-makers are allowed long.
How far a company sits from the checklist: expensive on book value, large, low return on assets.
02Model output
Long: #1 of 100 on Fama and French's long-minus-short score (0.641).
Short: #1 of 50 shorts on Fama and French's long-minus-short score (-0.739).
03The bot's own results
4 of 8 right
The side its portfolio held on each day's stock. The bot doesn't pick: it holds all 100.
04The full book
Equal weight: $1,000 a position. Cheap and Quality are percentiles within the Nasdaq 100; a dash means the figure is missing.
05Method and limits
The 100 Nasdaq 100 companies. Anything outside it can't be held.
Long score: Book yield 4, Size 4, Return on assets 2, Return on equity 1. Short score: Book yield 4, Size 4, Return on assets 2, Return on equity 1. Each a weighted blend of the company's percentile on each measure; the 50 with the best long minus short go long.
Always 50 long and 50 short. No market or rate bets. Changes fill at the next close.
Some tickers are missing figures and sit mid-pack on that measure. This profile is a draft and has not been reviewed yet.
Modeled on Fama and French's published approach. It is not Fama and French, and its picks are not Fama and French's. A free game on real closing prices, not investment advice.