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Partner Solutions Global Factor Suite StockScouter New Solutions

Partner Solutions

Since 1996 Verus has delivered numerous category creating, scientifically rigorous and commercially successful products for Global Partners. Verus Partner products are the best of breed within their category and have been maintained/enhanced by Verus for many years.

partner
product names
dates
role
markets served
LSEG Data & Analytics
Insider Trading Data Feeds
1997 - current
Backend expert systems and ftp delivery for LSEG clients
Investment Management/ Academic/Various
LSEG Data & Analytics
Stock Reports Plus (and predecessor LA.com) & Insider Trading Model v1, v2 and v3
1999 - current
Backend calculations to support web apps and first generation web applications
Investment Management
LSEG Data & Analytics
ETF Reports Plus
2022 - current
Scoring algorithm development and risk factor data calculations
Investment Management and Wealth Advisors
Fidelity Investments
Company In Context Report Via LSEG Data & Analytics
2004 - current
All backend calculations and auto text language
Advisors & Retail Investors
Intercontinental Exchange/NYSE
Pure Exposure Index Family
2015 - current
Backtest construction and quarterly rebalance
ETF Issuers & Insurance Carriers
FreeRealTime.com
StockScouter
2018 - current
All backend calculations and auto text language to support web application
Retail Investors
2iQ Research (AG)
European and Asian Insider Data Feeds and European Insider Trading Model
2009 - current
All backend calculations and ftp delivery to clients
Investment Management/ Various
Microsoft Corporation
StockScouter
2001 - 2011
All backend calculations and auto text language to support apps
Retail Investors
Credit Suisse (AG)
Insider Indexed Product
2003 - 2011
All backend equity rankings plus index calculations
High Net Worth Investors
Grenzbach Glier + Assoc/ CB Partners
DonorScape
2004 - 2012
All backend calculations and hosted web app for end use clients
Not for Profit
Scorelab
Scorelab Insiderscores Asiascores
1998- 2001 (sold)
Backend analytics and assistance with web-based tools
Retail investors

Global Factor Suite

Verus has a 27-year track record of delivering innovative data-intensive products on many platforms for global financial market partners and clients. We are uniquely positioned to help global partners because of our innovative experienced people, proven disciplined processes, enormous data warehouse, and 24-7 virtual production environment.

Global Verus Factor Suite represents cutting-edge research that has been transformed into time-tested quantitative signals for securities designed to help managers generate excess returns and reduce portfolio risk. Our models are robust on a standalone basis while exhibiting low correlation with other commonly used factors, including other factors in the suite.

Our models are developed rigorously using separate in-sample and out-of-sample periods. Extensive backtests reveal that the resultant factors generate significant excess returns on average. Results can be generalized to firms of different countries, market capitalizations, sectors/industries, risk levels, and price-to-fundamental relationships.

Each model runs weekly, on Friday mornings, for all U.S. companies listed on the major exchanges, select ADRs, and approximately 5,000 international companies. Depending on the model, stocks are scores on either an 8-to-1 or 10-to-1 (best-to-worst) scale.

U.S. Comprehensive Model

The Verus Comprehensive Model (COMP) is based on a combination of four Verus Analytics equity rating models, dynamically re-weighted monthly.

View Fact Sheet
U.S. Earnings Quality Model

The Verus Earnings Quality Model Version 2 (EQMv2) leverages over a decade of quantitative and qualitative research on the multitude of ways companies manipulate earnings.

View Fact Sheet
U.S. Fundamental X-Ray Model

The Verus Fundamental X-Ray Model (FXM) is a quantitative factor that is designed to capture the information contained in key fundamental metrics encompassing growth and valuation.

View Fact Sheet
International Earnings Quality Model

The Verus International Earnings Quality Model (EQMI) is framed by more than a decade of research experience modeling the relationship between earnings-quality metrics and stock returns.

View Fact Sheet
European Insider Trading Model

The Verus European Insider Trading Model (EITM) leverages over a decade of success modeling the relationship between insider trading behavior and stock returns.

View Fact Sheet

StockScouter®

Created in 2001, the StockScouter® System by Verus Analytics is a proprietary stock scoring model which covers companies listed on the major U.S. exchanges, currently totaling approximately 4,600. Four Core models form the initial basis for a stock's rating or score, with each Core model separately examining Fundamental, Technical, Ownership, and Valuation characteristics. Then, a Risk model is applied to derive the overall StockScouter score, which is based on the security's expected risk and return. StockScouter ratings are available at FreeRealTime.com and can be accessed here.

Core Models

  • Fundamental
  • Valuation
  • Technical
  • Ownership

Risk Models

  • Assess historical volatility
  • Adjustment to average Core Model grade

Final StockScouter Output

  • Overall score on 10 (best) to 1 (worst) scale
  • Positive/ Concern language

Frequently asked questions

To learn more about FreeRealTime, click here.

New Solutions

Our suite of services and solutions include quantitative products that uniquely meet the needs of portfolio managers regardless of fund type or investment objective.

Index Development & Analytics

Leveraging our vast experience in developing quantitative scoring methodologies for global equities, Verus develops advanced equity indices and analyzes existing index families as well. Our backtest engine, risk modeling, and vast point-in-time data library uniquely position us to create next-generation indices to serve all markets as well as to conduct performance attribution and analytics.

Most recently we partnered with the Intercontinental Exchange/NYSE Global Index Group and Alpha Beta Works to produce the NYSE Pure Exposure Sector Index Family. These indices control for overall stock market influences to provide “pure” exposure to the residual return streams of the sectors that make up the U.S. market. End-market applications include ETFs, Fixed Index Annuities, and Structured Products.

Portfolio Strategies

Verus develops equity investment strategies by leveraging the same strengths, experience and tools as we do for index development. Whether we assist an investment management firm to build a backtest of a previously developed strategy, or whether we create a new strategy based on one of our scoring algorithms, we can help to deliver superior risk-adjusted returns over time. End-market applications include ETFs, institutional investors, and wealth management.

Most recently we partnered with Equity Armor Advisors. to assist their team in building portfolios with an emphasis on dividends, defensive earnings, and growth at a reasonable price (GARP). Their strategies are primarily offered in the wealth management space.