Certain valuation, momentum, and growth metrics have been academically shown to predict stock returns over time. We measure the average excess returns that these factors have produced ... more

Certain valuation, momentum, and growth metrics have been academically shown to predict stock returns over time. We measure the average excess returns that these factors have produced historically, by analyzing academic paper results or doing the backtesting ourselves. Using these results, our algorithms then rank stocks on their strength in different metrics and predict the amount of alpha they will generate in the future, specifically focusing on 12-month timelines.