research Market Intelligence /marketintelligence/en/news-insights/research/u-s-stock-selection-model-2015-performance-review content esgSubNav
Log in to other products

 /


Looking for more?

Contact Us
In This List

U.S. Stock Selection Model 2015 Performance Review

Blog

Asia Pacific Markets Monthly Newsletter March 2021

Blog

ESG hits the mainstream for European private equity sponsors

Sweden Takes The Lead In Nordic TMT Restructuring

Can ComScore Break Nielsen's Near-Monopoly On Ratings


U.S. Stock Selection Model 2015 Performance Review

Highlights

We assess the underlying drivers of the four S&P Capital IQ U.S. stock selection model’s performance in 2015 and since inception in 2011.

Feb. 03 2016 — Since the launch of the four S&P Capital IQ® U.S. stock selection models in January 2011, the performance of all four models (Growth Benchmark Model, Value Benchmark Model, Quality Model, and Price Momentum Model) has been positive each year. The models’ key differentiators – a distinct formulation for large cap versus small cap stocks, incorporation of industry specific information for the financial sector, sector neutrality to target stock specific alpha, and factor diversity – enabled the models to outperform across disparate market environments. In this report, we assess the underlying drivers of each model’s performance in 2015 and since inception (2011), and provide full model performance history from January 1987.

U.S. Stock Selection Model 2015 Performance Review

Download the full report