Quantitative Strategy
Research
Quantitative Strategy
Research
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Quantitative Commentary
Latest Publications
Quant Commentary
Quant Stock Ratings – March 2023
CONCENTRATED PORTFOLIO – 25 TOP-RATED STOCKS We have been writing about our stock rating system that has been live since the start of 2022. Last...
Quant Commentary
Mid-Earnings Season Update
EARNINGS SEASON – REWARD FOR BEATING HAS FALLEN Last year, we repeatedly noted the tendency for companies that beat earnings estimates to subsequently outperform the...
Quant Commentary
Market Valuation - Jan 2023
MARKET VALUATION: EQUITIES REMAIN EXPENSIVE We use a residual income model to value the market[1]. The residual income model produces an estimate for the equity...
Quant Commentary
January 2023 Update
QUANTITATIVE STOCK RATING MODEL: PERFORMANCE AND DISCUSSION Our quantitative stock rating model, launched at the beginning of 2022, uses composite factors across five dimensions (value,...