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A Multi-Factor Approach to Stock Selection Using Earnings Estimate Revisions, Price Trends, and Valuation

A Multi-Factor Approach to Stock Selection Using Earnings Estimate Revisions, Price Trends, and Valuation

Aired On

Sep / 28 / 2021
12:00 pm - EDT
Sam Burns
Mill Street Research

In this presentation, Sam Burns of Mill Street Research will review some of the key findings in his quantitative stock selection research and highlight some tools and techniques used to implement them. The focus is on the importance of a multi-factor approach to stock selection. Sam will summarize his analysis and results for indicators based on earnings estimate revisions, price momentum and mean-reversion, and valuation metrics. He will then show how you could apply these factors with Mill Street’s stock selection tool called MAER. It is a ranking model and graphical tool for busy portfolio managers and traders. He will also review some examples of strong and weak stocks based on current indicator readings.

Disclosure: Mill Street Research

Source for data and statistics: Mill Street Research, FactSet, Bloomberg

This report is not intended to provide investment advice. This report does not constitute an offer or solicitation to buy or sell any securities discussed herein in any jurisdiction where such offer or solicitation would be prohibited. Past performance is not a guarantee of future results, and no representation or warranty, express or implied, is made regarding future performance of any security mentioned in this report.

All information, opinions and statistical data contained in this report were obtained or derived from public sources believed to be reliable, but Mill Street does not represent that any such information, opinion or statistical data is accurate or complete. All estimates, opinions and recommendations expressed herein constitute judgments as of the date of this report and are subject to change without notice.

Disclosure: Interactive Brokers

Information posted on IBKR Campus that is provided by third-parties does NOT constitute a recommendation that you should contract for the services of that third party. Third-party participants who contribute to IBKR Campus are independent of Interactive Brokers and Interactive Brokers does not make any representations or warranties concerning the services offered, their past or future performance, or the accuracy of the information provided by the third party. Past performance is no guarantee of future results.

This material is from Mill Street Research and is being posted with its permission. The views expressed in this material are solely those of the author and/or Mill Street Research and Interactive Brokers is not endorsing or recommending any investment or trading discussed in the material. This material is not and should not be construed as an offer to buy or sell any security. It should not be construed as research or investment advice or a recommendation to buy, sell or hold any security or commodity. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

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