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MAER Stock Ranking Model

Data Feed by Mill Street Research

Added as Candidate: Mar. 12, 2019

Candidate Product
Candidate Definition
This product is in the review and/or onboarding process towards full availability. It is not currently available for purchase via FactSet.
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Highlights
  • Leverage proprietary implementations of well-established drivers of returns to obtain results that are more effective, robust, and institutionally investable than most other models. Investment professionals can integrate this unique data into existing models to add alpha.
  • Rely on a model designed to generate positive risk-adjusted returns in all types of stocks with reasonable turnover. MAER’s model construction avoids the tendency to rely on very small, illiquid, or highly volatile stocks to generate favorable results on paper.
  • Gain broad global coverage of 6,000+ stocks in both developed and emerging markets that meet the following investment criteria: (1) market capitalization of at least $200 million for US stocks and $500 million for non-US stocks, (2) at least 3 analysts reporting estimates for each of the next two fiscal years, and (3) Three-month average daily trading volume of at least $2 million/day.
Feed Coverage
Region CountTypeStart Date
North America 2,800Securities2003
Developed Europe 1,000Securities2003
Developed Asia 1,000Securities2003
Emerging Markets 1,200Securities2003
Feed Details
MAER, the Monitor of Analysts' Earnings Revisions, is a proprietary multi-factor equity ranking model. Updated monthly, it incorporates trends in analyst estimate revisions, price action and valuation to rank stocks globally with an intermediate-term (3-6 month) forecasting horizon.
Firm Information
Mill Street Research is a boutique consulting and research company focused on providing high quality, independent Global Portfolio Strategy research to their clients. The firm provides proprietary quantitative data and rankings as well as tools and commentary to help institutional investors make better asset allocation and stock selection decisions. Mill Street also offers customized work and special research projects for clients.