Valuation Model Service
What is the service?
A proprietary, quantitative model - the Columbine Valuation Model - evaluates stocks on a series of value-based factors and synthesizes those individual measures into a comprehensive forecast of each stock's expected excess return (alpha) from valuation over the next one to three years.
What makes it different?
- Pure measure of equity valuation
- Estimated EPS data from Thomson Financial
- Clean operating EPS data from Thomson BASELINE
- Gradient Maximization model construction methodology
- Designed for institutional holding periods
- Adapts to changes in market environment - reoptimized annually
Who should use it?
Portfolio managers and analysts interested in adding a value-based alpha forecasting measure to their stock selection system
What do I receive?
Weekly rankings (1 to 10, see the graph below) for 6,000+ US stocks from the Valuation Model that characterize each stock's probable alpha
What do the rankings mean?
How do I get the rankings?
- Electronically via the Internet (E-mail or FTP)
- FactSet data system
- Hard copy reports via overnight express
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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 Valuation Model are a synthesis of five individual 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
- Replace "home-made" valuation-based models
- Input into proprietary multifactor model
Click here for more information on the Valuation Model
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