CQNS UP or LONG analysis
SKU:
$750.00
$750.00
per item
Are you looking to find efficient stocks and portfolios to hold? These are expected to outperform the US equity market by having lower prior price volatility and higher expected returns than other stocks or portfolios? The effects last for ~20 trading days.
After we receive your order we run our quantitative analysis on all US listed tickers that traded that day (currently ~ 11,000). We complete the 'run' and write up a management report with our results and observations.
What you receive:
1. All-star list: Individual stocks that are more efficient than an evenly weighted portfolio of all profitable stocks that pass data validation. These stocks have 'alpha' from a better risk-reward trade-off and should perform better than a fully diversified, equally weighted portfolio.
2. An ordered list of all stocks by CQNS score, along with other statistics about each stock (e.g. normalized variance, expected return, relative trading volume, relative price level, and past dividend yield). This is provided in a spreadsheet.
3. An ordered list of the top 25+ stock portfolios by CQNS score found. These are stock portfolios that are more efficient than a fully diversified, equally weighted portfolio.
4. Kurtosis analysis to identify stocks with low price variance and either a leptokurtic or platykurtic distribution (non-normal distribution in the fourth moment)
5. Skewness analysis to identify stocks with a large positive or negative skewness (non-normal distribution in the third moment)
6. Top 150 stocks by CQNS score
7. Bottom 50 stocks by CQNS score
8. Top dividend payers (over the past year)
9. BETA value analysis including a) negative BETA stocks, b) low BETA stocks and c) high BETA stocks
10. Price Spikes: Stocks with large, one-day price moves (up or down) over the past year
11. Volume Spikes: Stocks with exceptionally large volume in one day (100x average) over the past year
12. Stocks that split over the past year
13. Historical Data: Market returns for the S&P 500, NASDAQ Composite and Russell 2000 ETFs, along with the historical variance and future expected returns (annualized) of a portfolio of all profitable stocks that passed data validation
We email or upload to you the management report and the spreadsheet.
What you do:
You provide the following information as you place your order and pay via our website.
You may also call or email us the information separately.
For larger orders, you may request an invoice and we accept payment via check, ACH, or through an online payment processor (secure).
Thank you for your order and your business.
After we receive your order we run our quantitative analysis on all US listed tickers that traded that day (currently ~ 11,000). We complete the 'run' and write up a management report with our results and observations.
What you receive:
1. All-star list: Individual stocks that are more efficient than an evenly weighted portfolio of all profitable stocks that pass data validation. These stocks have 'alpha' from a better risk-reward trade-off and should perform better than a fully diversified, equally weighted portfolio.
2. An ordered list of all stocks by CQNS score, along with other statistics about each stock (e.g. normalized variance, expected return, relative trading volume, relative price level, and past dividend yield). This is provided in a spreadsheet.
3. An ordered list of the top 25+ stock portfolios by CQNS score found. These are stock portfolios that are more efficient than a fully diversified, equally weighted portfolio.
4. Kurtosis analysis to identify stocks with low price variance and either a leptokurtic or platykurtic distribution (non-normal distribution in the fourth moment)
5. Skewness analysis to identify stocks with a large positive or negative skewness (non-normal distribution in the third moment)
6. Top 150 stocks by CQNS score
7. Bottom 50 stocks by CQNS score
8. Top dividend payers (over the past year)
9. BETA value analysis including a) negative BETA stocks, b) low BETA stocks and c) high BETA stocks
10. Price Spikes: Stocks with large, one-day price moves (up or down) over the past year
11. Volume Spikes: Stocks with exceptionally large volume in one day (100x average) over the past year
12. Stocks that split over the past year
13. Historical Data: Market returns for the S&P 500, NASDAQ Composite and Russell 2000 ETFs, along with the historical variance and future expected returns (annualized) of a portfolio of all profitable stocks that passed data validation
We email or upload to you the management report and the spreadsheet.
What you do:
You provide the following information as you place your order and pay via our website.
- 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 the information separately.
- Email: jeffrey@quantum-usaci.com
- Cell: 312.515.7333
- Office: 847.780.4401
For larger orders, you may request an invoice and we accept payment via check, ACH, or through an online payment processor (secure).
Thank you for your order and your business.
Disclosure:
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.
Explanations:
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.
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.
Explanations:
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.