- Asset Managers
- Wealth Managers
- Fund Providers
- Sabrient UITs
- Sabrient Indices
- Individual Investors
- Indices, UITs & BTNs
- About Us
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 VCU strategy 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 VCU 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.
The Outlook Score employs a forward-looking, fundamentals-based, quantitative multifactor 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.
Although the model allows us to compare any group of stock baskets or market segments, we generally publish two versions of the rankings: one—Sabrient SectorCast — using our entire US-listed universe as categorized by the Thomson Reuters Business Classification, and the other—Sabrient SectorCast ETF—using just the constituents of the ten US sector iShares ETFs as categorized by the S&P Dow Jones sector indices.
The primary difference between the two lies in the size, composition, and sector-categorization of the universe being ranked. Also, the securities in the SectorCast ETF rankings are all exchange-listed and tradable, whereas our basic SectorCast rankings have no exact proxy securities to trade.