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LARGE CAP PREDICTIVE CAPABILITY OF LCRT INTRINSIC VALUE MODEL

LARGE CAP PREDICTIVE CAPABILITY OF LCRT INTRINSIC VALUE MODEL. By Rawley Thomas President LifeCycle Returns, Inc. March 15, 2004 Rawley@LCRT.com. UPPER PERCENTILES WIN AND LOWER PERCENTILES LOSE. Sources: Financial Statements and Price Data – Simplystocks Calculations - LCRT’s Platform

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LARGE CAP PREDICTIVE CAPABILITY OF LCRT INTRINSIC VALUE MODEL

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  1. LARGE CAP PREDICTIVE CAPABILITY OF LCRT INTRINSIC VALUE MODEL By Rawley Thomas President LifeCycle Returns, Inc. March 15, 2004 Rawley@LCRT.com

  2. UPPER PERCENTILES WIN AND LOWER PERCENTILES LOSE Sources: Financial Statements and Price Data – Simplystocks Calculations - LCRT’s Platform Market CAP > $1 Billion, Price > $5 Panel Data from 1994-2002, 8,015 Company-Years

  3. THE MEAN OF “WINNERS” OUTPERFORM “LOSERS” BY 14.2% Sources: Financial Statements and Price Data – Simplystocks Calculations - LCRT’s Platform Market CAP > $1 Billion, Price > $5 Panel Data from 1994-2002, 8,015 Company-Years

  4. THE LCRT INTRINSIC VALUE SCREEN SUCCESSFULLY SEPARATES “WINNERS” FROM “LOSERS” FOR ALL YEARS EXCEPT FISCAL YEARS 1997-1998 Recall that Fiscal Years 1997-1998 cover the “Bubble” time period from March of 1998 to March of 2000. The market peaked in August of 2000. Sources: Financial Statements and Price Data – Simplystocks Calculations - LCRT’s Platform Market CAP > $1 Billion, Price > $5 Panel Data from 1994-2002, 8,015 Company-Years

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