- Strategies & Ranks
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Sabrient ranks more than 7,500 U.S. and Canadian stocks, ADRs, indexes, and sectors to identify those most likely to outperform or underperform the market. Asset managers use our rankings to identify stocks predicted to outperform or underperform the market, for long and short stock ideas, and as a crosscheck to current portfolios.
The Sabrient Short Rankings are extracted from the bottom 50 stocks of our rankings. These are the stocks with the most negative fundamentals, poorest accounting practices, and weakest outlook in our ranked database. All of which make them excellent candidates for shorting and for mitigating risk in a down market. Backtested annual returns for the bottom 2% of the rankings have averaged -19% over the past 8 years.
Sabrient’s SectorCast model was designed to provide fundamentals-based relative rankings among any given set of stock baskets, such as sectors, industries, market capitalizations, or ETFs, based on Sabrient’s proprietary Outlook Score.
Outlook Score The Outlook Score employs a forward-looking, fundamentals-based, quantitative multi-factor algorithm to create a bottom-up aggregate profile of the constituent stocks within the stock baskets. The multi-factor model considers forward valuation, historical earnings trends, earnings growth prospects, the dynamics of Wall Street analysts' consensus estimates, accounting practices and earnings quality, and return ratios.
Bull and Bear Scores To facilitate trading, the SectorCast rankings also show Sabrient's proprietary Bull Score and Bear Scores. The Bull and Bear scores are backward-looking indicators of recent sentiment trends. A high Bull Score indicates that stocks within the basket have tended recently toward relative out-performance during particularly strong market periods, while a high Bear Score indicates that stocks within the basket have tended to hold up relatively well during particularly weak market periods.