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Small-Cap Model

The Columbine Small-Cap Model is a style-specific model designed to forecast alphas in small-cap, illiquid stocks. A proprietary, quantitative analytic system evaluates small-cap stocks on a series of fundamental and technical factors and synthesizes those individual measures into a comprehensive forecast of each stock's probable excess return (alpha) as far out as three years in the future.

The Small-Cap Model is appropriate for use by portfolio managers whose results are judged against a small-cap manager peer group, or a small-cap style benchmark like the S&P SmallCap 600 or the Russell 2000 Index.

We introduced the Small-Cap Model in 1991.

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