id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
fsr-3239	North, David; Stevens, Jerry	Investment performance of AAII stock screens over diverse markets	2015	20	.pdf	application/pdf	11410	544	63	Fama and French (1996) confirm the joint effects of market risk, size, price-to-earnings, market-to-book, and leverage on portfolio returns. The Sharpe index in Eq. (1) measures portfolio efficiency in the sense that a higher Sharpe index reflects a better tradeoff between portfolio returns and total portfolio risk.	cache/fsr-3239.pdf	txt/fsr-3239.txt