VOL. XCIV, NO. 247

BOOK BREAKDOWN

NO ADVICE

Wednesday, January 14, 2026

Beginner · 2010

The Little Book That Still Beats the Market

by Joel Greenblatt · Partly Dated

A simple quantitative value strategy (Magic Formula): rank stocks by cheapness (earnings yield) and quality (return on capital), buy a basket, rebalance annually, and ignore noise.

Level

Beginner

Strategies

4 types

Frameworks

4 frameworks

Rating

4.4

Target Audience

Ideal Reader

  • DIY investors who want a simple, rules-based stock selection system
  • People who like the idea of value + quality but want something systematic
  • Anyone who overtrades or second-guesses and needs a process
  • Investors comfortable holding 20-30 stocks and rebalancing yearly

May Not Suit

  • People who do not want to own individual stocks
  • Anyone unwilling to tolerate multi-year underperformance vs the market
  • Investors who cannot access decent fundamentals data (or will not sanity-check it)
  • People who want a full valuation/accounting textbook

Investor Fit

StrategyQuantitative · Value Investing · Portfolio Management · Behavioral Finance
Time HorizonLong-term (5+ years)
Asset FocusEquities
Math LevelBasic Arithmetic
PrerequisitesUnderstands what stocks are and can hold through volatility · Can work with basic ratios (or use a screener responsibly) · Can diversify across 20-30 names

Key Learnings

  • 1A simple system beats a vague opinion, especially under stress
  • 2The core idea is not magic: buy good businesses at cheap prices, systematically
  • 3You need a basket of stocks (diversification) because any single pick can be wrong
  • 4Process must be followed through ugly stretches; the edge is mostly behavioral
  • 5Quality and valuation can be paired with two simple metrics (ROC + earnings yield)
  • 6Rebalancing on rules helps prevent story attachment and performance chasing
  • 7Screens do not replace thinking: you still need to avoid obvious data/accounting landmines

Frameworks (4)

Formulas (4)

Case Studies (1)

market

Global Financial Crisis (context for the 2010 edition update)

Takeaway

Even simple systematic strategies need psychological endurance and process discipline through ugly periods.

Mental Models

  • Quality + cheapness (two-dimensional stock selection)
  • Ranking systems > binary screens (relative selection inside a universe)
  • Basket approach: you are harvesting a style edge, not predicting winners
  • Time arbitrage: the strategy relies on patience and people giving up early
  • Rules as behavioral guardrails (remove discretion when emotions spike)

Key Terms

No glossary terms documented for this book.

Limitations & Caveats

Keep in mind

  • A two-metric model can miss important risks (fraud, leverage cliffs, secular decline)
  • Intangible-heavy businesses can look artificially high ROC or be hard to compare
  • Sector exclusions and market-cap cutoffs change the opportunity set materially
  • Annual rebalancing can create taxes and trading costs in taxable accounts
  • Strategy can underperform for long stretches (style cycles)

Reading Guide

Priority Sections

  • The intuition: why good + cheap can work
  • The step-by-step instructions
  • The parts explaining why sticking with the system is the real challenge

Ratings

Rigor
4
Practicality
5
Readability
5
Signal To Noise
4
Longevity
4

Concept Tags

magic_formulaearnings_yieldreturn_on_capitalquality_valuefactor_investingsystematic_stock_selectionrebalancingbehavioral_disciplinevalue_premiumprofitability_premiumenterprise_valueebit

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