- Portfolio Optimization
- US Composite, stock market analysis (Up run)
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)
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: firstname.lastname@example.org
- 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.
Our algorithm, platform and methods are subject to change and continued development. Please perform your own due diligence and research into companies before investing. Investments in equities can and do lose money. We do not guarantee your results.
Please see our webpage "Market Questions & Data" for further details, and our homepage for our brochure.
How we perform the analysis:
We start with a list of every US listed ticker that traded that day. We perform data analysis and validation to find a set of profitable US listed common stocks that meet our data validation criteria. We filter out stocks with negative net income, equity market capitalization below a floor level (e.g., $100M), and stocks with negative BETA.
We run our proprietary, quantitative analysis on professionally-sourced market data from Intrinio on our platform after market close for the date purchased. We write the management report sharing the results of the 'run' and our observations.
We guarantee that we will email your report before the next market open or your analysis is free.
The following video shows how you might use the model output to build your own individualized CQNS fund.