Value stocks outperform on every measure

Notes: average annual total returns shown from the end of 1999 to the end of 2022, P=market capitalization, EV= enterprise value, B=book value, S=sales, E=earnings, CF=cash flow, FCF= free cash flow, D=indicated dividend, TB=tangible book value, EBIT= earnings before interest and taxes, EBITDA = earnings before interest, taxes, depreciation and amortization
Source: bloomberg