Worst stocks: select inefficient stock portfolio(s) from US stock market exchanges (Chicago Quantum Net Score)
Are you looking to find the worst stocks and portfolios (according to the Chicago Quantum Net Score)? You select up to four US stock exchanges for us to analyze all of their common stocks. You can choose from NYSE, NYSE American, NASDAQ Global and NASDAQ Global Select exchanges (about 3,500 common stocks before data validation). There are other options and comment boxes to complete (optionally) during checkout.
Once you place your order, please email us your information:
- Your name
- Your email address(es)
- Your phone (optional, in case we need to reach you)
- Any special requests
Please email these to firstname.lastname@example.org and email@example.com.
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What we do:
We run our analysis by selecting the most inefficient (or worst) portfolio(s) based on our Chicago Quantum Net Score (CQNS), based on the prior 1-year of adjusted close prices of all the common stocks that pass data validation. We then return you a .PDF report via email (or another way if you prefer) and return it within 24 hours...possibly much faster.
The report will list the stocks that passed data validation and were analyzed, along with the most inefficient (or worst) portfolio(s) we found according to our Chicago Quantum Net Score. If our solvers do not converge on one 'worst' portfolio, we will provide you the bottom 3 portfolios found. We provide you any additional insights from the run.
We also provide a short analysis of the skewness, kurtosis and variance of the stocks that passed data validation.
We wait to pull the data until the trading day is over, which ensures you have a clean set of price data. However, we can use today's intraday price data upon request.
If you provide non-US listed stocks, we will include if the data is available.
What you should expect from the results:
This algorithm gives you the portfolio with the lowest amount of desired characteristics (higher risk & lower expected return) in the past year. We expect those patterns to continue into the near future.
We view this as a sell or put option strategy for up to 25 days, but since this is a new system we are not sure how long the effects last. In our first client run, the declines have been significant (in a declining market) in the first few days. You can likely 'swing trade' these results to capture short-term volatility.
We see a smaller number of stocks picked (one or two) in a portfolio, because diversification helps these 'dogstar' stocks. When looking for the most inefficient portfolio, you don't want zig and zag where returns offset. In some cases, where stocks fall together, we would see an 'everyone chase the soccer ball' impact where stocks fall (or rise) together. However, that perfect correlation would not necessarily raise the risk. We will provide the stocks that different solvers find, so it is likely you may find 2 or 3 'dogstar' stocks from this analysis.
Why does this happen? If we can find stocks with low BETA values and high variance, then these stocks do not move up with the market as much as others...and the higher variance means you likely will carry more risk for that expected return.
The value proposition:
You can ask us to provide you a service that is based on extensive model building, market research, computational intensity and creativity, and now, trading experience. It is independent of feelings and emotions and is based on market data and a unique quantum algorithm.
This is a proprietary algorithm adjustment (we published the algorithm to select allstar, efficient portfolios). However, you can experiment to re-create this logic and build the data analytics capability to do a similar exercise (e.g., using the Sharpe Ratio). However, it would take significant time to learn and master. Mistakes are hard to discover and the data can be tricky to download and validate. Also, this is computationally difficult. With our service, and expertise, we can help you achieve these results quickly and cost effectively.
Please see our webpage "Stock Market Links & FAQs" for details.
We think investors need to do their own due diligence on the companies and ensure they understand the risks associated with investing. Our model looks at the adjusted closing prices and the patterns between stocks held in that data.
Note: The algorithm and methods used are subject to frequent change and development. Do not rely on this service for your investment decisions. This is not investment advice. We are not investment advisors.
Thank you for your order and your business.