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  QuantitativeInvestment.com


Flexibility is one of the key benefits of our expected return factor model.  It can:
  • be used to improve portfolio performance by accurately predicting near term winners and losers within a group of value or growth stocks
  • enhance the payoffs to long, short and market neutral strategies, and
  • respond effectively to changing market conditions
 

  HCFS News: 

(10) Sept 2008 Robert Haugen mentioned for work in Minimum Variance
Dr. Haugen ranked 17th most prolific author in Finance




To see Nardin Baker & Robert Haugen's latest research: "Low Risk Stocks Outperform within All Observable Markets of the World" Click here

For a singular source of information and tools regarding LowVolatilityStocks and/or to download the comprehensive spreadsheet underlying the Baker-Haugen research, click here.

Haugen Custom Financial Systems (HCFS) produces quantitative investment research in the form of monthly expected returns and stock alphas for 7,000 U.S. and international stocks to:

  • Commercial banks, hedge funds, mutual funds and other institutional managers
  • Pension funds, insurance companies, foundations, endowments and family offices

Our research is based on a proprietary expected return factor model which capitalizes on the market’s inefficiency. Analyzing more than 70 factors, the model predicts expected returns for about 7,000 US and international stocks. Each month we rank these expected returns from lowest to highest, then divide them into 10 deciles, each including 10% of the stocks.

How accurate are our predictions? HCFS is one of Investars top ranked research firms.

We offer subscriptions to a Standard US Model, an Enhanced US Model, a European Model, and a Japanese Model. On request we can customize a model to meet a client’s specific needs.

                           
The Our Performance:   Decile vs S&P 500 Returns chart showing Series 1 series.

This chart shows the real-world performance of our U.S. predictions. What you see here is the cumulative result of investing $1 in each decile (10% of the stocks) for a ten year period, compared to $1 invested in the S&P 500 over the same ten years.


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