This week marks the one year anniversary of superstorm
Sandy and our continued thoughts and prayers go out to all those families who were
so tragically effected by this event.
Yesterday we highlighted the top-ranked, equity ETFs as
ranked by their overall ETFG Quant
scores. Many of our users also like to
analyze the momentum that certain ETFs may be gaining or losing within these scores. For example, you may want to
understand where the ranking on a certain ETF was a month ago as compared to
where it stands today. You can easily do
this within several categories of the ETFG Quant score.
Below the surface of the ETFG Quant Model, the
cornerstone of our overall ETF ratings and rankings, you will find four key
categories of analysis: Behavioral
Finance, Fundamental, Global Themes and Quality. To track these scores over time simply go to ETFG Quant Movers. Each of the ETFs covered by ETFG Quant is also
able to be analyzed by their respective categorical scores over various time
periods. As an example, here are the Top
Quant movers for their overall ETFG Quant Score over the last month:
Ticker
|
Name
|
ETFG
Quant
|
Change
|
63.55
|
10.50
|
||
56.66
|
10.50
|
||
59.15
|
9.73
|
||
58.45
|
9.40
|
||
37.62
|
9.27
|
||
67.76
|
8.97
|
||
65.95
|
8.95
|
||
57.64
|
8.13
|
For a more macro and collective view, there are dedicated
sub-pages within the ETFG
Quant Movers page for the top 25 ranked ETFs for the Behavioral,
Fundamental
and Global
Themes categories. In addition to the Quant Movers page, the ETFG Tearsheet can provide a
quick overview of the overall ETFG Quant score and its underlying four
component scores.
Thank you for reading ETFG Daily Perspectives.
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