Quantitative Strategy
Research
This section of FS Insight has been deprecated and is now part of the archive. It is no longer actively maintained or updated.
Quantitative Strategy
Research
This section of FS Insight has been deprecated and is now part of the archive. It is no longer actively maintained or updated. For more information contact us.
Stock Quant Ratings
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Quantitative Approach to Stock Ratings
Our quantitative stock rating system provides an objective, data-driven approach to evaluate individual stocks,
and how they rank compared to their peers. It produces an overall ranking for each stock that can be used to
inform investment decisions.
The system evaluates stocks along 5 dimensions:
- Value
- Quality
- Momentum
- Estimates
- Investment
How Has the Quantitative Stock Rating System Performed?
The quantitative stock rating system has produced large
and consistent outperformance over its history. Since 2001, it has outperformed the S&P 500 index in 18 of 21
years.
Since going live at the start of 2022, the stock rating
system’s basket of “Outperform” rated stocks has returned 2.2% more than the S&P 500.
How Can I Use the Quantitative Stock Rating Model?
Our work has shown that the basket of stocks rated
favorably (i.e. “Outperform” ratings) has historically outperformed the S&P 500 index over a period of more than
20 years. Likewise, the stocks rated poorly (“Underperform” ratings) have traditionally underperformed.
The model also provides an objective, unemotional data
point for each U.S. large-cap stock. It can be used to narrow down a large list of stocks to a smaller group of
names that can be subsequently researched using other approaches, like fundamental or technical analysis.
How Often are the Ratings Updated?
The quantitative stock rating system runs monthly, so at
the beginning of each month we will produce updated ratings for each stock.
How Many Stocks Are Analyzed by the Quantitative Stock Rating System?
We provide ratings for approximately 500 large-cap
stocks that trade in the U.S. We are working to expand the coverage to include mid-cap and small-cap names,
along with stocks that trade outside the U.S.