Quantitative Analytics

Short Ideas provides institutional investors with predictive equity analytics that add insight and generate alpha.

The Short Ideas Quantitative Model (SIQM)* is a five bucket ranking of stocks that employs a quantitative multi-factor approach to predict the persistence of earnings.

Our model differentially weights the sources of earnings based on analysis of their relative sustainability. SIQM incorporates several components according to their contribution to the persistence of earnings. Key inputs include: accruals, cash flow, momentum, and valuation among others. Rankings are actively rebalanced.

SIQM evaluates more than 3,000 companies, not just those with poor earnings quality. Our model generates superior returns using robust selection factors. Clients may choose to use our model on a standalone basis, or as an input into a larger, multi-factor model.

Clients can access the Short Ideas Quantitative Model by an FTP XML data feed.

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