Today's Top 10 Long/Short Estimize Signal Scores
Top 10 Positive Signal Scores
Highlest likelihood of a positive pre/post earnings drift
1 STC Stewart Information Services Corporation
Thu, Apr 20 96.62 post 2 SXC SunCoke Energy Inc.
Thu, Apr 20 94.21 post 3 ALKS Alkermes, Inc.
Thu, Apr 27 87.39 pre 4 CQP Cheniere Energy Partners LP.
Thu, May 4 86.68 pre 5 NYLD NRG Yield, Inc.
Tue, May 2 81.72 pre 6 ASPN Aspen Aerogels, Inc.
Thu, May 4 79.42 pre 7 RGEN Repligen Corporation
Thu, May 4 78.33 pre 8 QDEL Quidel Corp.
Mon, Apr 24 78.22 pre 9 CPE Callon Petroleum Company
Tue, May 2 74.44 pre 10 OIS Oil States International Inc.
Wed, Apr 26 73.72 pre
Bottom 10 Negative Signal Scores
Highlest likelihood of a negative pre/post earnings drift
1 SBAC SBA Communications Corp.
Mon, May 1 -96.75 pre 2 NTNX Nutanix Inc
Thu, May 4 -96.37 pre 3 CWST Casella Waste Systems, Inc.
Thu, May 4 -95.51 pre 4 KS KapStone Paper and Packaging Corporation
Wed, Apr 26 -94.77 pre 5 LPX Louisiana-Pacific Corp.
Fri, May 5 -94.75 pre 6 RVLT Revolution Lighting Technologies, Inc.
Tue, May 2 -94.74 pre 7 MIC Macquarie Infrastructure Company LLC
Wed, May 3 -94.32 pre 8 MTH Meritage Homes Corporation
Thu, Apr 27 -94.27 pre 9 CCO Clear Channel Outdoor
Wed, May 3 -94.10 pre 10 KRA Kraton Corporation
Wed, Apr 26 -93.95 pre
As one example of the Signal's predictive power, we tested it in isolation as a stock selection signal over the last 5 years and found it produced 23.1% returns and 1.75 sharpe. We used a dollar neutral portfolio consisting of the top and bottom decile of scores rebalanced daily at the open. Use the Signal in your own strategies and models to generate alpha and manage risk. We work directly with discretionary and quantitative hedge funds ($500AUM) to help them incorporate our data into their models and workflows. Want to get set up with premium access? Email us »
