What are the advantages of using a quantitative stock selection model?
Quantitative models utilize a disciplined, consistent approach which capitalizes on breadth.
Breadth – quantitative models allow investors to screen thousands of stocks at one time
Disciplined – quantitative models screen stocks using attributes which can be objectively measured and are not subject to bias
Consistent – quantitative models utilize investment factors which have been proven to consistently outperform over time
Dynamic– quantitative models are dynamic in nature in order to best navigate changing market conditions
What are the investment model inputs for your stock selection screens?
EQM Capital’s stock selection screens are derived from our proprietary multi-factor stock selection models. These models are designed to identify the selection factors that identify Positive Sustainable Change.
The investment models use a blend of dynamic Fundamental and Market Sentiment factors including:
What do the rank scores mean?
Each stock in the market capitalization universe (Micro, Small, Mid, Large) receives a model rank score ranging from 1 (worst) to 100 (best) which reflects the stocks potential, based on how it ranks on these fundamental and market sentiment factors, to outperform other stocks in the universe and generate excess return (alpha).
How do I use the rank scores in my investment process?
There are many ways to utilize the rank scores in your investment process.
Traditional investors can use the stock selection ranks as a quantitative overlay to help them screen their investable universe and identify potential investment opportunities for further traditional research.
Quantitative investors can use the stock selection ranks as inputs into their portfolio optimization process or use them in combination with their own multifactor models. The model ranks can be loaded into any optimizer and used with or without a stand-alone risk model to create optimized portfolios.
Hedge funds can go long the top ranked names in the stock selection universe and short the lowest ranked names. The models have been designed so they are monotonic and the rank order reflects the stocks investment potential compared to other stocks in their respective universe.
What does your subscription service include?
Subscribers (annual and monthly) are able to download the weekly stock selection ranks for each subscription universe via the client access page. Stock ranks are available for download in both Excel and PDF formats.
How does the free 30 day trial work?
Subscribers will receive a free 30 day free trial period in order to better evaluate our data and implement our stock selection ranks into their investment process. After the 30 day free trial, users will need to subscribe in order for access to continue.
What if I wish to cancel after I subscribe?
We are confident that you will find value from our service, but if for some reason you no longer wish to subscribe, just email us requesting cancellation. Cancellation notification must be received by the 15th of each month. Billing for both monthly and annual subscribers will continue through month end.