CredRatDG · Other · Dichev and Piotroski (2001)

Credit Rating Downgrade

Long minus short portfolio using the original paper's sort and weighting, market-adjusted. Quarterly, 1970Q2 to 2024Q4.

Expected return · posterior mean, % per quarter
Next quarter
1.16%
95% interval −0.13% to 2.36%
Next year
1.22%
95% interval −0.04% to 2.36%
Next five years
1.37%
95% interval 0.18% to 2.42%

OAP publishes no uniform quintile or decile portfolios for this signal, so only the paper's original portfolio convention is shown.

Cumulative market-adjusted return

+2,252% since 1970Q2 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1970Q2–2024Q4 6.80% 14.66% 0.46 3.43
2020Q1–2024Q4 −3.15% 17.00% −0.19 −0.41
2024Q1–2024Q4 −3.14% 9.63% −0.33 −0.33

Forecast Sharpe ratio, per quarter

Horizon Mean 95% interval P(neg)
Next quarter 0.159 −0.018 – 0.322 0.04
Next year 0.166 −0.005 – 0.321 0.03
Next five years 0.187 0.024 – 0.331 0.01
Category
Other
Form
Discrete
Data
Analyst
Predicted sign
Negative
Original sample
1986–1998