Question: Test the Value Strategy utilising relevant Bloomberg functions, including backtesting, for the following time periods - 12/31/2014-12/31/2019 and 12/31/2020 12/31/22 using US, Japanese, or French

Test the Value Strategy utilising relevant Bloomberg functions, including backtesting, for the following time periods - 12/31/2014-12/31/2019 and 12/31/2020 12/31/22 using US, Japanese, or French market data. Identify the most relevant filters and explain why they are the most relevant to testing of this strategy. Having formed a potential portfolio using filters and having generated results comment on the difference in returns generated in these two time periods and analyze whether the Value Strategy holds.

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