Mill Street Research: MAER Stock Ranking Model

Leverage proprietary implementations of well-established drivers of returns

Description:

Leverage proprietary implementations of well-established drivers of returns to obtain results that are more effective, robust, and institutionally investable than most other models. Investment professionals can integrate this unique data into existing models to add alpha.

Rely on a model designed to generate positive risk-adjusted returns in all types of stocks with reasonable turnover. MAER’s model construction avoids the tendency to rely on very small, illiquid, or highly volatile stocks to generate favorable results on paper.

Gain broad global coverage of 5,800+ stocks in both developed and emerging markets that meet the following investment criteria: (1) market capitalization of at least $200 million for US stocks and $500 million for non-US stocks, (2) at least 3 analysts reporting estimates for each of the next two fiscal years, and (3) Three-month average daily trading volume of at least $2 million/day.

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About the Provider:

Mill Street Research is a boutique consulting and research company focused on providing high quality, independent Global Portfolio Strategy research to their clients. The firm provides proprietary quantitative data and rankings as well as tools and commentary to help institutional investors make better asset allocation and stock selection decisions. Mill Street also offers customized work and special research projects for clients.

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