Quant Research

Historically, combing the StarMine Value-Momentum (Val-Mo) and the StarMine Earnings Quality (EQ) Models has generated significant investor outperformance. Using those two models to winnow through the U.S. market today shows that financial stocks appear to offer upside, while energy exploration and production companies may be in for a rougher ride. Released: January 23 2013 Length: [...]

Since the 2008-09 financial crisis, the value of using quant factors for stock selection has been questioned. However, recent studies by the StarMine quant research team show that quant factors are again working very well, exhibiting both long-term outperformance and remarkable gains during the past 12 months.: Chief among the many difficulties a portfolio manager [...]

In times of market uncertainty, using models can help investors – whether they rely on fundamentals or adopt quantitative strategies – to improve their security selection. A recent study demonstrates that combining two key StarMine models can assist investors find stocks with strong momentum and value as they try to steer clear of that all-too [...]

Adding quant models to an investment analysis can generate better results for investors looking for opportunities in Asian markets today. “The world is changing how it invests – Asia is becoming the bellwether of risk-seeking and risk avoidance. Because of the rise of hedge funds, more people are moving in or out of the Asian [...]

Factors fluctuate between periods of under and out performance. In addressing the question of what worked in the trailing 12-months, our results indicate that factors based on analyst revisions, which investors tend to believe do not work well anymore, performed solidly. Factors based on earnings quality and valuation also produced positive returns. A common question [...]

When analysts and corporate managers each provide guidance with respect to quarterly earnings, the result is a recipe for the most accurate forecasts. An entire profession is built around the business of trying to predict correctly corporate earnings for the next quarter and for the coming years. And yet, as a new study from Thomson [...]

“Sell in May and go away” – the phrase doesn’t just rhyme, but has a certain allure to it, implying that it’s fine to shut down your investment portfolio and just decamp for the beach or the golf course. Of course, human nature being what it is, in practice few investors are able to manage [...]

The year 2011 was a fairly volatile one for markets – they went up, they went down, and then ended up right about where they started. But that didn’t make it impossible to make money. Indeed, nearly all StarMine quantitative models performed quite robustly in 2011 in the US, particularly those based on long-short strategies. [...]

After 64 years manufacturing automobiles and nine months battling for survival, a court declared Saab bankrupt last week. The ruling put an end to the venerable automaker’s long struggle to generate enough sales volume in the already-crowded European car market to cover its costs. That became a fight for its existence after former owner General [...]

It was only in the days and hours leading up to the bankruptcy filing by MF Global (MF) that the trading firm’s woes began to dominate the financial news. For many investors, the first clues that the company was in jeopardy came merely a week before the bankruptcy, when credit rating agencies finally cut their [...]