Using Turnover in Factor Based Strategies
In today’s post, we’ll take a closer look at the turnover of investment indicators.
Turnover in factor analysis gives us the average monthly percentage change in the portfolio for the rebalancing period.
Analysis of indicators and stocks
We analyze investment indicators and show you stocks with the best and worst values. Rely on data, statistics, and proven investment indicators.
How market sentiment influences stock prices
In this newsletter, we will examine whether it is possible to obtain excess returns or otherwise improve the parameters of an investment portfolio by investing in stocks with certain volume and sentiment characteristics.
The Dividend Dilemma: Are High Yields a Sound Investment Strategy?
In the early months of 2025, the dividend yield has emerged as an unexpected star in the investment landscape. Stocks with the highest dividend yields have gained significant traction, outperforming the S&P 500 by a notable margin of 14.73% year-to-date.… Read More »The Dividend Dilemma: Are High Yields a Sound Investment Strategy?
Investment Indicators Performance in 2025
Let’s examine how investment indicators have prospered in the turbulent year 2025. Factor Mimicking The Dividend Yield (DY) indicator performed best[1] in the first two months of the year. As late as the end of January, the indicator’s performance was… Read More »Investment Indicators Performance in 2025
Best stocks according to the Sales per Share Position 252 indicator
We analyze investment indicators and show you stocks with the best and worst values. Rely on data, statistics, and proven investment indicators to build your stock portfolio. Analytical Platform brings a quant approach to managing your investments. Sales per Share… Read More »Best stocks according to the Sales per Share Position 252 indicator
Best stocks according to the Total Assets Change indicator
We analyze investment indicators and show you stocks with the best and worst values. Rely on data, statistics, and proven investment indicators to build your stock portfolio. Analytical Platform brings a quant approach to managing your investments. Total Assets Change… Read More »Best stocks according to the Total Assets Change indicator
Trending stocks and investment factors – November 27, 2024
Analytical Platform brings a quant approach to managing your investments. Rely on data, statistics, and proven investment indicators to build your stock portfolio. Trending investment indicators The most profitable investment factor Momentum continues to rule both the rising factors and… Read More »Trending stocks and investment factors – November 27, 2024
Trending stocks and investment factors – November 26, 2024
Analytical Platform brings a quant approach to managing your investments. Rely on data, statistics, and proven investment indicators to build your stock portfolio. Trending investment indicators The most profitable investment factor Regarding factors with an upward signal direction, stocks in… Read More »Trending stocks and investment factors – November 26, 2024
Trending stocks and investment factors – November 25, 2024
Analytical Platform brings a quant approach to managing your investments. Rely on data, statistics, and proven investment indicators to build your stock portfolio. Trending investment indicators The most profitable investment factor The most earning factor (indicator) in the last week… Read More »Trending stocks and investment factors – November 25, 2024
Trending stocks and investment factors – November 22, 2024
Analytical Platform brings a quant approach to managing your investments. Rely on data, statistics, and proven investment indicators to build your stock portfolio. Trending investment indicators The most profitable investment factor The most trending factors[1] in the last week have… Read More »Trending stocks and investment factors – November 22, 2024