Stock Stats: A Handbook of Data and Useful Numbers for Stock Investing

Investors face many questions when it comes to their portfolios, but the answers have always been difficult to find until now:

• What are the historical average returns for stocks of different sizes or industries?
• How does momentum influence future returns, and when is the reversal effect likely to occur?
• What role do valuation metrics like the Price-to-Earnings ratio play in predicting performance?
• How do stocks behave under different market conditions, including periods of high volatility?
• What is the likelihood of losing money on a stock over a given timeframe?
• How do specific factors, like revenue growth or market capitalization, affect stock returns?

Stylized Facts in Finance by Michael McDonald, PhD, is a comprehensive desk reference for investors seeking actionable insights into the world of stocks and portfolio management and answering questions like these. Backed by decades of data and rigorous analysis, this guide answers key questions on returns, risk, momentum, and valuation. Designed for quick consultation, it empowers readers to navigate market trends, build balanced portfolios, and make informed decisions in any market environment. Whether you're analyzing small caps, assessing volatility, or leveraging momentum strategies, this book is your trusted companion for understanding the data-driven realities of investing. Essential reading for serious investors and professionals!