Global Gradient Factor Suite represents cutting-edge research that has been transformed into quantitative signals for securities designed to help managers generate excess returns and reduce portfolio risk. Our models are robust on a standalone basis while also having low correlation with other commonly used factors, including other factors in the suite.

Our models are developed rigorously using separate in-sample and out-of-sample periods. Extensive backtests reveal that the resultant factors generate significant excess returns on average. And the results can be generalized to firms of different countries, market capitalizations, sectors/industries, risk levels, and price-to-fundamental relationships.

Each US model runs weekly for each of the largest 5,000 U.S. based companies (by market capitalization) plus select ADRs. International model provides scores for an additional thousand developing countries issuers. Scores are produced ranging from 1 (equivalent to strong sell) to 8 (equivalent to strong buy). A more granular score of 1 to 100 is available for each model.

Factor Suite Overview EQM-I Overview EQM International Whitepaper Backtest Agreement