Smart Screens

Smart Screens
Powered by Sabrient

Key Features

  1. Based on models that have long displayed excellent market-beating performance, in collaboration with Sabrient, our smart screens employ proven fundamentals-based multifactor quantitative models as the underlying engine for a variety of indexes, actionable idea lists, and model portfolios.
  2. We look “under the hood” at the quality and sustainability of reported earnings in order to help avoid companies at higher risk of performance-offsetting meltdowns due to earnings misses or restatements.
  3. Sabrient-powered Smart Screens utilize a proprietary Earnings Quality Rank (EQR), a pure accrual accounting risk assessment signal that can be used for fundamental screening or within quant models as both a screening and scoring factor.
  4. Sabrient’s quant methodology is somewhat unique among quant shops:
  • Rather than employing a lot of multiple regression, data mining, optimization, and curve fitting, they use a scientific hypothesis testing approach to build models that make sense.
  • Sabrient uses relevance scoring rather than filtering and sequential elimination.
  • Sabrient employs a strong forward-looking emphasis rather than just screening for historical trends. This relies upon sell-side earnings projections, including the consensus estimates as well as the internal dynamics of those estimates, i.e., the number of analysts revising up or down and the magnitude of those revisions.