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Re: Johnmm post# 47954

Wednesday, 10/01/2014 11:56:48 AM

Wednesday, October 01, 2014 11:56:48 AM

Post# of 98675
Performance evaluation methodology
Macroaxis grades portfolios and equities in two separate categories
1. Market Performance
Relative market performance score is an integer between 0 and 100. For individual equities the formula is based on multiple non-fundamental factors including expected return and market volatility, industry specifications, most recent price movement and media hype as well as types of securities that compose user portfolios. For portfolios of equities this score is generated from placing the portfolio it on the efficient frontier and comparing it against the current Most Efficient Portfolio that is found on the Efficient Frontier. Within this framework the scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify most of unsystematic risk away.
2. Probability Of Bankruptcy
This score is used to predict probability of a firm, fund, or ETF experiencing financial distress in the next 24 months. For stocks, the formula is based on Altman Z-Score. For funds and ETFs it is based on a fundamental model developed by Macroaxis. In both cases the methodology is based on simple, linear, multi-factor function that measures the financial health and economic stability of a company fund or ETF based on fundamental factors.


Could this grading reveal a future increase in shares to raise more money for the company?

All emotions aside we should be asking these kinds of questions.
Volume:
Day Range:
Bid:
Ask:
Last Trade Time:
Total Trades:
  • 1D
  • 1M
  • 3M
  • 6M
  • 1Y
  • 5Y