History of US Stock Predictions

The data comes from our latest backtest which utilized the current Haugen Model, based on 71 factors. The population includes roughly the largest 3,000 US stocks plus additional stocks that are in the S&P 500 index plus stocks that are requested by individual clients. Each line in the file includes the following fields:

• Ticker at that time
• CompuStat Ticker
• Current Cusip
• Cusip at that time
• Name at that time
• Date the alpha was created
• Alpha: annualized and adjusted  

US Standard Model

US Enhanced Model

European Enhanced Model

Japanese Enhanced Model