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:
These 5 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?
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 18 of 21 years.
Since going live at the start of 2022, the stock rating system’s basket of “Outperform” rated stocks has returned 3.5% more than the S&P 500.
How Can I Use the Quantitative Stock Rating Model?
Our work has shown that the basket of stocks rated favorably (i.e. “Outperform” ratings) has historically outperformed the S&P 500 index over a period of more than 20 years. Likewise, the stocks rated poorly (“Underperform” ratings) have traditionally underperformed.The model also provides an objective, unemotional data point for each U.S. large-cap stock. It can be used to narrow down a large list of stocks to a smaller group of names that can be subsequently researched using other approaches, like fundamental or technical analysis.
How Often are the Ratings Updated?
The quantitative stock rating system runs monthly, so at the beginning of each month we will produce updated ratings for each stock.
How Many Stocks Are Analyzed by the Quantitative Stock Rating System?
We provide ratings for approximately 500 large-cap stocks that trade in the U.S. We are working to expand the coverage to include mid-cap and small-cap names, along with stocks that trade outside the U.S.
September Quantitative Stock Ratings
|Download the FULL stock list here|
Top 10 Stocks by Market Cap
P: Last Price YTD: Year to Date | V: Value |
Q: Quality | M: Momentum
E: Estimates |
I: Investment | PR: Previous Rating | QR: Quant
|META||Meta Platforms, Inc.||$161||-52%||0||+2||-2||-1||+2||–||+2|
|CSCO||Cisco Systems, Inc.||$44.80||-29%||+1||+1||-2||+1||0||–||+1|
|PM||Philip Morris International Inc||$94.81||-0.25%||+1||+2||-1||+1||0||–||+2|