A Multi-Factor Approach to Stock Selection Using Earnings Estimate Revisions, Price Trends, and Valuation
In this presentation, Sam Burns of Mill Street Research will review some of the key findings in his quantitative stock selection research and highlight some tools and techniques used to implement them. The focus is on the importance of a multi-factor approach to stock selection. Sam will summarize his analysis and results for indicators based on earnings estimate revisions, price momentum and mean-reversion, and valuation metrics. He will then show how you could apply these factors with Mill Street’s stock selection tool called MAER. It is a ranking model and graphical tool for busy portfolio managers and traders. He will also review some examples of strong and weak stocks based on current indicator readings.
Date: Tue, Sep 28, 2021 12:00 PM – 1:00 PM EDT
Contributed by: Mill Street Research
Presented By: Sam Burns, Chief Strategist, Mill Street Research
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