Boutique Indie offers Quant, Short Ideas, and Forensic Insights

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AlphaMetrics LLC is an independent provider of quantitative solutions for investors with emphasis on short idea generation and forensic analysis.  AlphaMetrics has successfully applied non-linear pattern classifiers to equity markets.  Its methodology combines stock fundamentals with stock price momentum to yield return forecasting indicators applicable to equities and industry sectors.

AlphaMetrics’ statistically derived stock-selection tool covers U.S equities across industries.  In addition to stock-specific indicators, AlphaMetrics generates weekly Economic Sector and Industry Group Indicators.  The firm currently covers 16 economic sectors (Financial Sector: Price Momentum only) and 62 industry groups (real estate, major banks, banks & thrifts industry groups: price momentum only).

Clients of the AlphaMetrics Indicator Suite receive the weekly Combination Indicator rankings, which include earnings manipulation, fundamental, and price momentum indicators.  This indicator covers over 3,200 U.S stocks.  Clients also receive the Price Momentum rankings for over 7,000 institutionally available equities.  Secondary indicators include earnings quality and margin accruals (which encompasses margin, receivables, inventory, and payables factors).

Products and services

Clients may access the entire AlphaMetrics Indicator Suite online including interactive:

  • Stock Scoring
  • Portfolio Scoring

On a Weekly basis AlphaMetrics provides its clients*:

  • Indicator Scoring on the AlphaMetrics Universe of Stocks coverage
  • Best-of-Best, Worst-of-Worst, Very Best-of-Best and Very Worst-of-Worst stock lists
  • The AlphaMetrics watch list of Potentially Over-Priced and Under-Priced stocks
  • Sector and Industry Group Scores, Score Histories, and Performance summaries
  • Performance summaries for Primary Stock Selection Indicators

On a Monthly basis AlphaMetrics provides its clients via push email:

  • Monthly Performance summaries on Stock Selection Indicators, Economic Sectors and Industry Groups
  • Sector Distribution histories for the top and bottom deciles of its model Combination Indicator portfolio

AlphaMetrics Indicator Suite Weekly Deliverables are also available via push email.

For more information, please contact Greg Mc Ewin at 214-559-2490 or greg@alphametricsllc.com

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