11. Final Quantitative Stock Selection:
Final stock selections are disseminated by market cap and investment strategy. Sabrient's systems reflect the differing risk profiles, time horizons, trading frequency and other preferences of all the major investing styles, allowing professional investors an unprecedented degree of customization.
10. SABRE Signals:
[Technical signals are no longer used.]
9. Sabrient Score:
The strongest candidates are classified by investing style and ranked by the major Sabrient score for each style.
8. External Confirmation:
Ordered set of top prospects is benchmarked and normalized against independent measures of risk/reward, group strength, market consensus, and other confirmation factors.
7. Preconfirmation Screen:
Utilizing composite ranking techniques, top candidates are compiled and qualified for external confirmation.
6. Adaptive Weighting:
Output from steps three, four and five are combined and measured against backtesting results, rendering a dynamically weighted composite score.
5. Descriptive Ranking:
Proprietary blend of key equities data across the spectrum of performance, fundamental and earnings criteria. Descriptive scores focus on discrete data sets providing a backdrop for assessing investment potential against specific normative scores.
4. Normative Ranking:
Composite indicators derived from backtested methodologies and search strategies identify top prospects within each investing style (Value, Growth, Momentum).
3. Market Reward Coefficient:
Backtesting reveals those vital characteristics garnering a market premium, and determines the adaptive weighting process. Testing against key benchmarks allows continual tuning and refinement of the stock selection process.
2. Market Cap Sort:
The universe of equities is segmented by market cap to support analysis, prospectus-specific investing styles, backtesting, and heightened granularity.
1. Universe of Stocks:
All American and some Canadian equities. |