Company Events & EarningsExtended setexperimental liveNew

Mohanram G Score

Updated quarterlyData needs: lowlong onlyshort only

2005

Mohanram, P. S. (2005). "Separating Winners from Losers among Low Book-to-Market Stocks Using Financial Statement Analysis." Review of Accounting Studies 10(2-3), 133-170.

Read the paper →

In plain terms

Growth-stock analogue to the Piotroski F-score: an 8-signal quality score that separates winning from losing growth stocks based on profitability, earnings stability, and accounting conservatism in R&D, capex, and SG&A spending.

How it works

8-signal score targeting GROWTH stocks (low B/M) analogous to Piotroski's F-score for value stocks. The score discriminates within-growth winners from losers across (i) profitability, (ii) earnings stability, (iii) accounting conservatism (R&D, capex, SG&A intensity).

Live results

0 times picked on its own · 26 times inside a blend (25 beat the stock) · updated 2026-06-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 26 such blended picks (25 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

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Data dependencies

Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Key metrics
A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Reported return: +21% top-vs-bottom within growth tertile
Tested over: T+1 to T+180d

Mohanram 2005; +21% over 1979-1999 for top-G vs bottom-G within the high-growth tertile.

Related families

Piotroski F ScorePrice & Market Behavior

Score each company on 9 boring-but-important accounting checks (positive profit, improving margin, no new shares issued, less debt, etc.). Stocks that pass 7-9 of them are quality compounders; stocks that pass 0-2 are distressed. Long the strong, short the weak.

Gross ProfitabilityPrice & Market Behavior

Companies with high gross profit / total assets keep beating peers — it's the cleanest measure of 'is this business actually good'.

Quality Minus JunkPrice & Market Behavior

Score a company on four 'quality' dimensions — profitability, growth, low debt, dividend payout. The top 25% combo go long, the bottom 25% go short. Hold 3-12 months.

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