What’s New in Our Approach?
Updated scoring logic to reflect recent academic findings
Sector-aware comparisons and asset-light bias consideration
Integrated with the Turbulence Index: dynamically highlights which factors are most penalized during specific risk-off regimes
How It Works - In Practice
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Quality: ROA, accruals, leverage, earnings variability
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Value: P/E, P/B, Free Cash Flow/EV, earnings yield
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Momentum: Medium-term price trends
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Risk: Volatility, beta, balance sheet strength
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Dividend: Yield, payout growth, consistency
Screening Metrics
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Metrics converted to Z-scores vs. universe & peer group
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Weighted aggregation to form a composite QVMRD score
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Visualization via factor radar charts
Standardization & Scoring
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Post-screening analysis of filings, transcripts, and reports
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Highlights red flags (expenses, governance) and confirmatory signals
AI-Enhanced Due Diligence
Why the QVMRD Model Matters
Combines proven factors:
Quality, Value, Momentum, Risk (Low Volatility), Dividend
Mitigates factor cyclicality:
Diversified signals smooth out individual factor drawdowns
Refined scoring system:
Modernized aggregation methods, peer-relative Z-scores, and advanced screening logic
Behavioral edge:
Identifies mispricings often overlooked by markets due to investor biases and constraints
Real-world validated:
Built on empirical studies (Fama-French, Novy-Marx, Carhart, AQR) and adapted to today’s market conditions
Plans & Access
Included in Core and Professional Plans:
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Core Plan: Provides a high-level mention of factor trends by sector only, without stock-level detail.
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Professional Plan: Full access to single-security outputs, organized by market capitalization and geographical area — including composite QVMRD scores and factor breakdowns.