research Market Intelligence /marketintelligence/en/news-insights/research/introducing-sp-capital-iq-stock-selection-model-for-the-japanese-market content
Log in to other products

Login to Market Intelligence Platform

 /


Looking for more?

Contact Us
In This List

Introducing S&P Capital IQ Stock Selection Model for the Japanese Market

Machine Learning and Credit Risk Modelling

5G Survey: Despite COVID-19 delays, operator roadmaps still lead to 5G

Credit Suisse Research - Now Available in the S&P Global Market Intelligence Aftermarket Research Collection

Barclays Research – Now Available In The S&P Global Market Intelligence Aftermarket Research Collection


Introducing S&P Capital IQ Stock Selection Model for the Japanese Market

Highlights

In this report, we introduce a stock selection model for the Japanese equity market that completes our global model offering.

S&P Capital IQ® provides professional investors with high quality data, stock selection models (signals), and value-added research, helping its clients achieve superior results. Since the launch S&P Capital IQ's four U.S. stock selection models in January 2011, we released a suite of global stock selection models targeting both developed  and emerging markets. In this report, we introduce a stock selection model for the Japanese equity market that completes our global model offering.

The S&P Capital IQ Japan model offers a systematic and robust approach to stock picking in Japan. The model was tested within the S&P Japan Broad Market Index (BMI) and we document the following:

  • The Japan model generated statistically significant excess returns in the S&P Japan BMI.
  • Institutional Ownership, or 'Smart Money,' based signals are complementary to fundamental and technical signals.
  • The model showed robust performance across 7 GICS sectors (Energy, Telecommunications, and Utilities are excluded due to limited coverage).
  • Consistent Performance in both Value and Growth regimes.
  • Robust model performance after controlling for market capitalization and beta exposures.

Click here to view the full report.

Introducing S&P Capital IQ Stock Selection Model for the Japanese Market

Download the Full Report