Stock or equity evaluation involves complicated analyses of key financial ratios and operational figures; in practice, financial analysts tend to compare a group of stocks from the same industry, and observe the changing trends of key financial variables (also termed criteria or factors). Before making investment decisions, a decision maker (DM) will rely on his/her investment strategy or model to select targets with superior prospects. In the literature of empirical finance, several prevailing investment strategies are widely examined: value, growth stock (also termed glamour stock), and momentum investment strategies (Chan and Lakonishok 2004). This chapter focuses on the evaluation of glamour stock investment.