International 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 its country market for the next one to three years.
What makes it different?
- Covers 28 major markets with country-specific versions of the Combo Model
- European regional version
- Applies an Emerging Markets version in smaller markets
- Constructed with Gradient Maximization methodology
- Includes Columbine Alpha price momentum input (country-specific versions)
- Designed to withstand realistic transactions costs
- Adapts to changes in market environment - reoptimized annually
Who should use it?
Portfolio managers responsible for non-US investment products benchmarked against an international equity index or country indices
What do I receive?
Weekly rankings (1 to 10, see the graph below) from the Combo Model for
26,000+ non-US securities in 45+country markets
What do the rankings mean?
How do I get the rankings?
- Electronically via the Internet (E-mail or FTP)
- FactSet system
- Hard copy reports via overnight express
How has it performed?
What are the inputs?
Stock rankings from the Combo Model are a synthesis of
six individual factors. We have created an optimal combination of these measures for each of
twenty-four major country markets, plus an emerging markets version
used in the rest of the world.
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 International Combo Service
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