OScore · Default risk · Dichev (1998)

O Score

Long minus short portfolio using the original paper's sort and weighting, market-adjusted. Quarterly, 1972Q1 to 2024Q4.

Expected return · posterior mean, % per quarter
Next quarter
5.94%
95% interval 2.29% to 8.98%
Next year
5.32%
95% interval 2.31% to 7.91%
Next five years
3.53%
95% interval 1.99% to 5.26%

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

+47,383% since 1972Q1 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1972Q1–2024Q4 13.56% 18.82% 0.72 5.25
2020Q1–2024Q4 37.59% 24.96% 1.51 3.37
2024Q1–2024Q4 47.11% 18.21% 2.59 2.59

Forecast Sharpe ratio, per quarter

Horizon Mean 95% interval P(neg)
Next quarter 0.638 0.242 – 0.980 0.00
Next year 0.569 0.245 – 0.852 0.00
Next five years 0.375 0.211 – 0.558 0.00
Category
Default risk
Form
Discrete
Data
Accounting
Predicted sign
Negative
Original sample
1981–1995