The Strategies module ranks stocks using proven academic factors: quality, momentum, low beta, and idiosyncratic volatility. Each factor has decades of empirical evidence behind it.
The 4 Factors
- QMJ (Quality Minus Junk): Ranks companies by quality (profitability, growth, safety). Based on the paper by Asness, Frazzini & Pedersen.
- Momentum (MF): Stocks with strong recent performance tend to continue rising. Factor documented by Jegadeesh & Titman.
- BAB (Betting Against Beta): Low-beta stocks generate superior risk-adjusted returns. Anomaly discovered by Frazzini & Pedersen.
- IVOL (Idiosyncratic Volatility): Stocks with lower idiosyncratic volatility tend to outperform those with high volatility.
Factor investing: These factors are not opinions but statistical anomalies documented in academic literature, with evidence across multiple markets and time periods.
How to Use It
The module generates stock rankings for each factor. You can view the top-ranked stocks by quality, momentum, or low beta, and use them to build factor-based portfolios or as an additional filter in your analysis.
Availability
Pairs analyzed
- Plus: 5 stock pairs
- Pro/Advisor: Unlimited
Discover the top factor-ranked stocks
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