Sabrient QES Quality Index Series
Sabrient has launched the Sabrient QES Quality Index Series (QES stands for “Quantitative Equity Solutions”). The 6 most timely of these indexes are listed below. Each employs a 100% rules-based strategy to rank the relevant universe and select stocks according to Sabrient's proprietary quantitative factors, reconstituted quarterly and rebalanced to equal weights.
Sabrient QES High-Quality Energy Index (SBRHQE)
The index seeks to outperform Energy sector benchmarks by selecting 25 US-listed stocks across a range of market caps from within the Energy sector and related industries (including vertically integrated oil & gas, upstream, midstream, downstream, ocean transport, equipment suppliers, oilfield services, and uranium & nuclear) that display high earnings quality.
Sabrient QES High-Quality Healthcare Sector Index (SBRHQH)
the index seeks to outperform Healthcare sector benchmarks by selecting 50 US-listed stocks across a range of market caps from within the Healthcare sector and related industries (including pharma, biotech, genomics, medical equipment, health insurers, health IT, services & providers) that display an optimal combination of high earnings quality and attractive valuations for strong growth, as well as positive price momentum.
The index seeks to outperform value benchmarks by selecting 30 diversified US-listed stocks from within a broad all-cap universe, across all sectors and industries, that display an optimal combination of high earnings quality and attractive valuations, as well as positive price momentum.
The index seeks to outperform small/mid-capitalization benchmarks by selecting 50 diversified US-listed stocks from the small/mid universe, across all sectors and industries, that display a history of consistent & reliable earnings growth, attractive valuations, and high earnings quality, as well as positive price momentum.
The index seeks to outperform dividend-payer benchmarks by targeting both capital appreciation and an aggregate annual yield of around 4% or more. It selects 30 diversified US-listed stocks from a broad all-cap universe, across all sectors and industries, that display an optimal combination of strong growth trends, a history of consistent & reliable earnings growth, attractive valuations, high earnings quality, and an attractive dividend yield.
Sabrient QES High-Quality Defensive Equity Index (SBRQDE)
The index seeks to outperform low-volatility benchmarks by targeting both capital appreciation and reduced volatility versus the broad market. It selects 50 diversified US-listed stocks from within a broad all-cap universe, across all sectors and industries, that display an optimal combination of defensive price behavior (during adverse market conditions), solid balance sheets, consistent earnings growth, and an attractive dividend yield.
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