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PRODUCTS

Analyst Evaluation System

Evaluation and ranking service for security analysts. Measures overall efficacy of security ratings and provides custom analyst rankings.

Daily Attribution of Performance and Style (DAPS)

Monitors the performance of major market and sector indices and the returns of Abacus’ alpha generators and risk factors on a short-term basis.

Strategy Monitor

Comprehensive source of top-down strategy data. Summarizes performance of alpha generators and risk factors, with performance and fundamental data for market sectors and major benchmarks.

Alpha Scorecard

Displays factor loadings for 60+ alpha generators and 20+ risk factors. Available for standard or custom stock universes.

Alpha Report Card

Comprehensive performance evaluation of alpha generators and risk factors, showing five-year profitability, reliability, and breadth.

Portfolio Analysis Report (PAR)

Identifies factors which most influence a portfolio’s performance. Includes both alpha generators and risk factors, and analyzes both magnitude and quality of portfolio tilts.

Custom Screens

Screens for purchase and sale candidates incorporating proprietary Abacus indicators. Tailored to a client’s selection criteria and opportunity set.

Portfolio Themes

Standard screens to identify purchase or sale candidates, designed around a variety of market themes.