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Analyst Evaluation System
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Evaluation and ranking service for security analysts. Measures overall efficacy of security ratings and provides custom analyst rankings.
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Daily Attribution of Performance and Style (DAPS)
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Monitors the performance of major market and sector indices and the returns of Abacus’ alpha generators and risk factors on a short-term basis.
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Strategy Monitor
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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.
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Alpha Scorecard
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Displays factor loadings for 60+ alpha generators and 20+ risk factors. Available for standard or custom stock universes.
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Alpha Report Card
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Comprehensive performance evaluation of alpha generators and risk factors, showing five-year profitability, reliability, and breadth.
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Portfolio Analysis Report (PAR)
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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.
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Custom Screens
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Screens for purchase and sale candidates incorporating proprietary Abacus indicators. Tailored to a client’s selection criteria and opportunity set.
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Portfolio Themes
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Standard screens to identify purchase or sale candidates, designed around a variety of market themes.
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