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 year, averaged over the window
Next quarter
2026Q4
20.03%
95% interval 9.18% to 31.12%
Next year
2026Q4–2027Q3
19.49%
95% interval 9.09% to 30.43%
Next five years
2026Q4–2031Q3
17.35%
95% interval 8.55% to 27.35%

Forecast made 16 Sep 2026, conditioning on this portfolio's OAP returns, which end 2024Q4. The 7 quarters between then and 2026Q4 are unobserved and are integrated out under the model.

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, annualized

Window Mean 95% interval P(neg)
2026Q4 1.07 0.49 – 1.70 <0.01
2026Q4–2027Q3 0.97 0.47 – 1.47 <0.01
2026Q4–2031Q3 0.71 0.39 – 0.98 <0.01
Category
Default risk
Form
Discrete
Data
Accounting
Sorted on
Low minus high
Names per leg
1410.5 long / 54 short median · 30.5 at the 10th pctile
Original sample
1981–1995