Quantitative Strategy

Research

Name: FS Insight
Price range: $$$

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 It is no longer actively maintained or updated.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 It is no longer actively maintained or updated.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.

Quantitative Commentary

Latest Publications

Fri March 3

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 month, we introduced a concentrated...

Tue January 31

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 index, and those that miss...

Thu January 26

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 risk premium, or the additional...

Thu January 5

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, quality, momentum, estimates, and investment)...