September 2022 Factor Commentary

in Quantitative Strategy

Factor Performance Review We track the performance of six factors (growth, quality, low-volatility, momentum, size, and value) as part of our multi-factor strategy. Over the past month, the best factor was low-volatility, which outperformed the S&P 500 index by 2.7%. Value and momentum also turned in strong performances over the past month. The worst factor over the past month was …

Quantitative Stocks Ratings Sep 2022

in Quantitative Strategy

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 These 5 dimension ratings are then combined into an overall score …

Quantitative Stock Rating

in Quantitative Strategy

Quantitative Stock Rating 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 Scale -2: Strong Underperform -1: Underperform  0: …