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 five dimensions:
- Value
- Quality
- Momentum
- Estimates
- Investment
These five dimension ratings are then combined into an overall score that is used to rank all U.S. large-cap stocks.
How Has the Quantitative Stock Rating System Performed?
Since going live at the start of 2022, the stock rating system’s basket of top quintile stocks has outperformed the S&P 500 by 8.4%.
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 19 of 22 years (including 2022).
Quantitative Stock Ratings
| Download the FULL stock list here |
| Sector | Strong Underperformers | Strong Outperformers |
|---|---|---|
| Communication Services | 4 | 4 |
| Consumer Discretionary | 6 | 17 |
| Consumer Staples | 5 | 4 |
| Energy | 9 | 5 |
| Financials | 18 | 18 |
| Health Care | 13 | 20 |
| Industrials | 17 | 6 |
| Information Technology | 11 | 8 |
| Materials | 5 | 10 |
| Real Estate | 7 | 7 |
| Utilities | 6 | 3 |
| Total | 100 | 100 |
Top 10 Stocks by Market Cap
P: Last Price | V: Value |
Q: Quality | M: Momentum
E: Estimates |
I: Investment | PR: Previous Rating | QR: Quant
Rating
| Symbol | P | V | Q | M | E | I | PR | QR |
|---|---|---|---|---|---|---|---|---|
| AAPL | $148 | 0 | +2 | +1 | -1 | 0 | +1 | +1 |
| MSFT | $255 | 0 | +2 | -2 | -1 | 0 | 0 | -1 |
| GOOG | $101 | +1 | +2 | 0 | -1 | 0 | +1 | +1 |
| AMZN | $95.33 | -2 | -2 | -1 | 0 | +2 | -1 | -1 |
| TSLA | $195 | -2 | 0 | 0 | 0 | -1 | -1 | -1 |
| META | $121 | +1 | +2 | -2 | -1 | +2 | +2 | +2 |
| NVDA | $170 | -2 | 0 | -2 | 0 | +2 | -1 | -1 |
| CSCO | $49.91 | +1 | +1 | 0 | +1 | 0 | +1 | +1 |
| PM | $102 | +1 | +2 | -1 | 0 | +1 | +2 | +2 |
| QCOM | $127 | +2 | +2 | -2 | -2 | -1 | +2 | -1 |