It has always been our goal to help people implement complicated quantitative models with very little effort. Our stock screener allows users to pick templates off the shelf, or users can build their own models with only a few clicks. By offering advanced multi-layered techniques, we save our users a lot of time in recreating models such as the trending value model designed by O'Shaughnessy. Recreating a multi-layered model in Excel can easily take the best part of an hour and users have to redo this exercise every time they want to get the most up to date list...[more]
Our stock screener allows you to create a wide range of screens. Some users focus on just a few factors but others build multi-layered screens, taking subsets of subsets based on different value, quality or momentum factors. Users will typically store these screens as favourites and gradually build up a portfolio based on this list. They will review these positions periodically and if these companies are still in the model, they will hold on to their stocks for a bit longer...[more]
We improved the Piotroski F-score detailed section in our scorecard. It now displays the full detail behind the formulas of each underlying signal, improving transparency and confidence in the quality of our data.
The Piotroski F-score was designed to measure the overall profitability, funding and operational efficiency of companies. It is specifically useful to evaluate high book-to-market firms, which are typically companies in financial distress...[more]
In 2016 our European portfolio performed remarkably well. After the 55% rise in 2015, it increased 26% in value in 2016, bringing the FY alpha to a wonderful 27.2. Performance was also very good at an individual stock level with very few negative surprises...[more]