Stock Portfolio Analysis Services
Buy a one-time quantitative analysis or we will manage your funds.
Stock Analysis Consultation
Jeffrey Cohen will meet with you (in person, or via video/phone call) to discuss the stocks that were picked in your run. We will provide a deeper dive into the Chicago Quantum Net Score algorithm, methodology, and results.
We will also help you understand any of the other data and analysis provided by our quantitative model. For example, you may wish to discuss kurtosis, skewness, variance, expected returns, and the benefits of market capitalization weighting vs. equally weighting stocks. We can go into dividends paid, stocks that have advanced or declined the most over the past year, and other ways we think about stocks.
Some clients wish to discuss the BETA values of stocks.
Each scheduled conversation (expected to last up to an hour), is a separate service.
You may arrange this to occur after your stock market analysis to better understand the results and discuss implications and actions.
We can discuss the other information we provide about each of the stocks analyzed, including dividends, relative price strength, relative volume strength and volatility.
Discussion to be scheduled and conducted as soon as practical, and can be within the hour if necessary.
A typical, repeat client spends 1-2 hours a week on the phone to build rapport and a common understanding of the findings of the model, key stocks which score well "UP" or "DOWN", changes in relative rankings, market rotation, and potential actions.
Over time, we may jointly analyze a few stocks in detail and discuss their current and future financial position, social media positioning, and prospects.
After payment, please text Jeffrey Cohen at +1.312.515.7333 or email at jeffrey@quantum-usaci.com to schedule your consultation.
US Composite, stock market analysis (Up run)
This service identifies efficient stocks portfolios to hold that have lower historical price volatility and higher expected returns than a passive index fund?
CQNS UP is a quantitative analysis of US listed stocks. It supports investors to identify stocks to hold while hedging downside risk. It is based on the CQNS UP algorithm and the analysis finds portfolios with a better CQNS score than holding any individual stock. It finds many portfolio options, with a range of portfolio sizes, and we provide those options to clients to choose from.
These are expected to outperform the US equity market by having lower prior price volatility and higher expected returns than other stocks or portfolios.
These stock portfolios are not only efficient, but they contain stocks of US companies that are profitable (net income > 0).
What you receive:
A set of optimized stock portfolios that are the most efficient, and have the best risk-return trade-off. We typically provide the top 25 of these portfolios, along with their portfolio CQNS score. This allows our clients to tailor their holdings with known impacts to their mathematical advantage.
In addition to finding and providing a set of optimized stock portfolios by CQNS score, we provide additional analytical deliverables, as follows:
For each stock that passed data validation, over the past 253 trading days:
- Stock variance for each stock, normalized to allow comparison.
- CQNS score for each stock
- Volume for each stock (% average)
- Price Change (% average)
- BETA (versus index ETF used)
- Stocks that meet a threshold for non-normal distributions in fourth-order price distribution (kurtosis) with low or high daily price variance
- Stocks that meet a threshold for non-normal distributions in the third-order price distribution (skewness)
- Dividends paid (% average price)
- Variance of daily closing stock price (value, normalized)
- Expected returns (%)
- Equity market capitalization
- Stocks with negative, high, or low BETA values (BETA value).
- Stocks with stock price change (% of average)
- Stocks with volume spikes (# of days volume)
Timing:
We initiate the analysis after 7pm ET to ensure complete trading day information.
We email to you (or upload in a pre-agreed way e.g., Google Drive) a management report along with a spreadsheet (.CSV) before the next market open, and often before midnight ET.
What you do:
You provide us with the following information as you place your order:
- Your name, physical address, email address & phone number
- Any special requests, instructions, or actionable objectives
- How you would like to receive your report and spreadsheet (if not by email). We use Google Drive, Slack, Microsoft Teams/Office, and other collaboration technologies.
You may also call or email us with your information.
- Email: jeffrey@quantum-usaci.com
- Cell: +1.312.515.7333
For repeat orders, you may request an invoice. We accept payment via check, ACH, or through an online payment processor (secure).
We will not sell or share your information unless legally required.
Thank you for your order and your business.
US Composite stock market analysis (down run)
Are you looking for stocks to avoid holding or to short? This service provides that data along with significant backup information on the entire US Composite set of US-listed stocks that traded on the day of your run. We run the model at/after 7pm ET on that day's market close data.
Do you want to identify inefficient stocks that have more historical price risk than expected return than other stocks?
CQNS DOWN is a quantitative analysis of US listed stocks that an investor might like to avoid or short, while also hedging upside risk. These are inefficient portfolios of stocks of money-losing companies with significantly poor CQNS scores. These have significantly more risk than expected return, and are based on our CQNS DOWN algorithm. Inefficient portfolios are often one or a few stocks, as diversification removed the exceptional level of risk in these stocks.
These stocks are not just inefficient. The companies behind these stocks have negative net income. Currently, stocks of companies with negative net income have 3.5x the price risk as investing in the S&P 500 ETF.
What you receive:
A set of 25 of the worst, most optimized US-listed stock portfolios that are the most inefficient, and have the worst risk-return trade-off. We provide the top 25 of these portfolios, along with their portfolio CQNS score.
In addition to finding and providing a set of optimized stock portfolios by CQNS score, we provide additional analytical deliverables, as follows:
For each stock that passed data validation, over the past 253 trading days:
- Stock variance for each stock, normalized to allow comparison.
- CQNS score for each stock
- Volume for each stock (% average)
- Price Change (% average)
- BETA (versus index ETF used)
- Stocks that meet a threshold for non-normal distributions in fourth-order price distribution (kurtosis) with low or high daily price variance
- Stocks that meet a threshold for non-normal distributions in the third-order price distribution (skewness)
- Dividends paid (% average price)
- Variance of daily closing stock price (value, normalized)
- Expected returns (%)
- Stocks with negative, high, or low BETA values (BETA value).
- Stocks with stock price change (% of average)
Timing:
We initiate the analysis after 7pm ET to ensure complete trading day information.
We email to you (or upload in a pre-agreed way e.g., Google Drive) a management report along with a spreadsheet (.CSV) before the next market open, and often before midnight ET.
What you do:
You provide us with the following information as you place your order:
- Your name, physical address, email address & phone number
- Any special requests, instructions, or actionable objectives
- How you would like to receive your report and spreadsheet (if not by email). We use Google Drive, Slack, Microsoft Teams/Office, and other collaboration technologies.
You may also call or email us with your information.
- Email: jeffrey@quantum-usaci.com
- Cell: +1.312.515.7333
For repeat orders, you may request an invoice. We accept payment via check, ACH, or through an online payment processor (secure).
We will not sell or share your information unless legally required.
Thank you for your order and your business.
Monthly membership
Subscribe to our monthly membership service to support our business. Receive analysis and insights, videos and written reports, packaged from across our social media and website platforms. We will provide a monthly summary with hyperlinks.
We will share what we observe in our stock analysis and from market analysis. We are open to member requests.
As an example, we run our daily US Composite Stock Market Analysis and will share insights with our members from a recent run.
We will highlight key youtube videos we published.
These are currently live-streamed on YouTube, but we may create custom content for our Members. We are still learning how to edit videos...that could provide opportunities for us to share more targeted content.
To thank our members for their support and engagement, we include one monthly call with Jeffrey Cohen. During this 30 minute call you may ask questions and discuss investments, current events, monetary policy, or other topics of interest.