The following Investable Products systematically implement quantitative rules to deliver excess returns, reduced risk, enhanced income and other desired results. Quantitative rules are well defined mathematical formulas and weightings applied to fundamental and/or technical factors that have successfully produced historical returns. They have outperformed their benchmarks over most market cycles, and often outperform active management with lower costs.
PKW US Buyback Achievers 2006
US Buyback Achievers 2006
The PowerShares BuyBack Achievers ™ Portfolio is based on the NASDAQ US BuyBack Achievers ™ Index. The Fund will normally invest at least 90% of its total assets in common stocks that comprise the Index. The Index is designed to track the performance of companies that meet the requirements to be classified as BuyBack Achievers ™. The NASDAQ US BuyBack Achievers Index is comprised of US securities issued by corporations that have effected a net reduction in shares outstanding of 5% or more in the trailing 12 months. The Fund and the Index are reconstituted annually in January and rebalanced quarterly in January, April, July and October.VIEW PDF
IPKW International Buyback Achievers 2013
International Buyback Achievers 2013
The PowerShares International BuyBack Achievers ™ Portfolio is based on the NASDAQ International BuyBack Achievers ™ Index. The Fund will normally invest at least 90% of its total assets in common stocks that comprise the Index. The Index is designed to track the performance of foreign companies that meet the requirements to be classified as International BuyBack Achievers ™. The NASDAQ International BuyBack Achievers Index is comprised of securities issued by corporations that have effected a net reduction in shares outstanding of 5% or more in the trailing 12 months. The Fund and the Index are reconstituted annually in January and rebalanced quarterly in January, April, July and October.VIEW PDF
QVM Quality Value Momentum 2014
Quality Value Momentum 2014
The AIQVM Index is based on the analysis and expertise of the Ford Equity Research long time leader's factor-based investment strategies. As the name implies, the QVM strategy relies on a Tri-Factor approach of common stock selection through a combination of quality, value, and momentum.VIEW PDF
Using its 40 years of experience serving the Institutional Equity Management industry, Ford Equity Research has designed its EPIC research platform from the perspective of the Institutional Portfolio Manager.
EPIC is an easy to use, yet substantive software and database system, allowing a Portfolio Manager to quickly screen, rank, and manipulate the premier Ford Equity Research current database.
- Sectoring on any data item
- Batch Operations to run screens, sectors and export results as ticker or complete views
- Report Writing
- Full Financial Statement data
- Export data to Excel
- Import portfolio data and client data
- Compare stock data along with Index data
- Create or import custom variables
- Over 4500 companies
- Dropdown access to historical data bases
Ford Equity US Research Reports
Ford Equity US Research Reports
Ford Equity US Research Reports cover more than 4,000 stocks traded on US and Canadian exchanges. Coverage includes approximately 3300 US companies, 400 international companies traded on US exchanges and 300 Canadian companies traded on US and Canadian Exchanges. Ford's five recommendation ratings include strong buy, buy, hold, sell and strong sell. The rating reports which are generated each week, include the fundamental details behind each recommendation and reflect the fundamental and price data as of the last trading day of the week.
Ford US Stock Rating Rating Distribution 12-month Relative Return Forecast STRONG BUY 8.7% Significantly Above Average BUY 16.6% Above Average HOLD 57.8% Average SELL 11.9% Below Average STRONG SELL 5.0% Significantly Below Average
The recommendation ratings are based on a proprietary quantitative model that evaluates a company's earnings strength, its relative valuation and recent price movement.
Earnings Strength: Earnings strength is a weighted combination of factors that measures a company's earnings growth performance. These include Ford's proprietary Earnings Momentum model, changes in analysts' estimates for the current and next fiscal year, and earnings surprises as compared to estimates.
Relative Valuation: The coverage universe is sorted in descending order based on Ford's operating earnings yield measure. Operating earnings yield is the ratio of 12-month operating earnings per share (including the current quarter estimated EPS) to closing share price on the report date.
Price Movement: Price movement is a proprietary evaluation based on a company's relative share price change in the past 1-year, 1-quarter and 1-month period. In the Ford analysis, positive price changes in the past 1-year period are a favorable indication of near term price gain. Conversely, positive price changes in the past quarter or month periods can indicate a short-term overbought condition resulting in negative near-term price change.View Screen Shot
Intrinsic Research is focused on building and delivering a predictive analytics platform by providing unique content, and analytical capabilities to enable investment management firms to visually validate, or disprove market theories and determine equity behavior.
- Analyze PE’s and growth rates utilizing the Intrinsic Research interactive present value model to determine the market implied growth rates, and justified PE’s
- Relative valuation analysis charting provides statistical significance levels as multiples expand or contract outside of normal distribution Vs history
- Get a top-down perspective of the characteristic of specific broad markets, sectors, industries and/or portfolios and identify risk and return opportunities
- Run what-if scenarios by adjusting company growth rates, expected earnings, and discount rates to determine intrinsic value
- Run regression tests to determine correlations between a security, industry, sector or a broad market Vs any economic variables that drive equity performance. Verify whether the current correlation has existed historically between the comparative series.
- Simple creation, and import of user defined custom data series, or custom data panel displays
- Monitor market moving events within your portfolio that signal potential downside risk, or upside opportunities
- Determine through statistical analysis what metrics are leading, or lagging indicators when comparing macro-economic and security specific data series.
- Read to, or write from the Intrinsic Research back end database residing in the cloud, and fully integrate the data throughout the system for screening, scoring and charting
- Build, or import your own stock groups using the Intrinsic Research stock group creation engine and analyze the group as you would a stock, or portfolio