The Quant Toolbox (Beta)
Make better investing decisions and save valuable time
with advanced quantitative insights
How To Use The Quant Toolbox?
Search by either Ticker or Stock's Name. For each stock, we list the stock's Price characteristics, followed by Valuation, Quality & Momentum insights. In each section we list key parameters, as well as their Rank. A Rank is the relative position of a stock vs. all other stocks in the universe. For example, a Beta Rank of 89.3% means that the stock has better (i.e. lower) Beta than 89.3% of the stocks in the universe.
Valuation Multiples means little without context. Thus, for each Valuation multiple, we list its Rank, Industry average and 5-year minimum and maximum values. Our VC2 (Value Composite 2) is a composite rank of six valuation multiples. For the top stocks in each of our proprietary screeners, we provide advanced Valuation Charts which show the history of the multiples.
For Quality, we list the Quality Rank, which is a proprietary composite of key profitability and financial stability data, inspired by academic research, and tested over 20 years of data. We also list the advanced FS_Score with its components, and other key Quality metrics.
For Momentum, we list the Quarterly, Bi-Quarterly and Yearly momentum, both the raw price appreciation & their rank.