Combo Model
What is the service?
A proprietary, quantitative analytic system - the Combo Model - evaluates 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) over the next 1-3 years.
What makes it different?
- Balances growth and value styles
- Constructed with Gradient Maximization methodology
- Utilizes EPS estimate data from Thomson Financial
- Designed to withstand realistic transactions costs
- Adapts to changes in market environment - reoptimized annually
Who should use it?
Portfolio managers responsible for investment products benchmarked against a style-diversified general equity index or judged on an absolute return basis
What do I receive?
Weekly rankings (1 to 10, see the graph below) for 6,000+ US stocks from the Combo Model that characterize each stock's expected alpha
What do the rankings mean?
How do I get the rankings?
- Electronically via the Internet (E-mail or FTP)
- Baseline, FactSet, Ford systems
- Hard copy reports via overnight express & fax
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Click to download a sample of the current model report (PDF format) |
How has it performed?
What are the inputs?
Stock rankings from the Combo Model are a synthesis of both valuation and momentum factors:
Factor Definitions
How can it help me?
- Source of Buy ideas
- Objective backstop to your own analysis
- Establish a Sell discipline
- Foundation for creating your own model
- Alphas for input into a portfolio optimizer
- Complete stock selection system
Click here for more information on the Combo Model
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