The links below tranfer you to charts demonstrating our results for the U.S., Europe, Japan. In our process each stock in the universe is ranked or rated by its monthly expected return derived from our model. After all the stocks in our universe are ranked we then place them into one of tne different groups or deciles according to their respective rankings, stocks with high expected returns are in the higher deciles, stocks with lower expected returns are in the lower deciles.

It is important to note that these deciles are equally weighted as opposed to many indexes used today which are capitalization weighted, that is larger stocks are weighted more heavily.

You will find the annual, quarterly, and monthly returns for each of the deciles as well as the returns to the benchmark index, the slope of the line of best fit, and the r-squareds showing the precision of fit around the line. These results are based upon a back-test of our most recent models. We use a date-stamped database to avoid "look-ahead" bias. In addition, firms that do not currently exist are used in the modeling process to avoid survival bias.

European Universe

Japanese Universe

US Enhanced Universe