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About tickrz
Key Concepts
Great Investors
tickrz MFM Rank

At tickrz we embrace factor-based investing. A factor is simply an attribute or characteristic that a stock possesses. The factor typically plays an important role in explaining the stock’s return or risk profile. We focus on fundamental factors, specifically the value, momentum, volatility, dividend and quality factors. You can use our screens to sort S&P 500 stocks on these factors or use our Guru screens that combine several factors together.

Each week we download 18,500 fundamental data points. After we scrub and clean the data, our algorithms get to work. They rank each stock on the single and multi-factor models that we have designed. These algorithms are based on well-researched market anomalies such as value, momentum, yield and quality (learn more about factor investing). Over 140,000 calculations are performed to produce the screens and company profiles featured on tickrz.com.

Like our Guru screens, the tickrz MFM Rank is a multi-factor model. Unlike any of our Guru screens, the tickrz MFM Rank combines all the factors we follow (with the exception of dividend yield). The goal of this approach is to generate a list of stocks that rank well on valuation, are financially strong, produce high returns on invested capital and/or returns on equity, and have good relative price momentum. Stocks that rank in the top 25% of all stocks in our multi-factor model receive an “A” ranking with “B”, “C”, and “D” rankings given to the next quartiles.

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tickrz MFM Rank

At tickrz we embrace factor-based investing. A factor is simply an attribute or characteristic that a stock possesses. The factor typically plays an important role in explaining the stock’s return or risk profile. We focus on fundamental factors, specifically the value, momentum, volatility, dividend and quality factors. You can use our screens to sort S&P 500 stocks on these factors or use our Guru screens that combine several factors together.

Each week we download 18,500 fundamental data points. After we scrub and clean the data, our algorithms get to work. They rank each stock on the single and multi-factor models that we have designed. These algorithms are based on well-researched market anomalies such as value, momentum, yield and quality (learn more about factor investing). Over 140,000 calculations are performed to produce the screens and company profiles featured on tickrz.com.

Like our Guru screens, the tickrz MFM Rank is a multi-factor model. Unlike any of our Guru screens, the tickrz MFM Rank combines all the factors we follow (with the exception of dividend yield). The goal of this approach is to generate a list of stocks that rank well on valuation, are financially strong, produce high returns on invested capital and/or returns on equity, and have good relative price momentum. Stocks that rank in the top 25% of all stocks in our multi-factor model receive an “A” ranking with “B”, “C”, and “D” rankings given to the next quartiles.

About tickrz
Key Concepts
Great Investors