Tuesday, October 29, 2013

One Year Later

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.
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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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