Flexibility is one of the key benefits of our expected return factor
model. It can:
- Be used to improve portolio performance by distinguishing the real winners from
the "also rans" within a group of value or growth stocks.
- Enhance the payoffs to long, short and market neutral strategies
- Respond effectively to changing market conditions.
Click here to download a copy of Bob Haaugen's most resent paper,
"Case Closed".
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Haugen Custom Financial Systems (HCFS) produces quantitative
investment research for:
- Pension fund, mutual fund, hedge fund and other
institutional managers
- Commercial banks, insurance companies and
financial planners
Our research is based on a proprietary expected return
factor model. Analyzing more than
70 factors, the model
predicts expected returns for about 7,000 US and international stocks. Each month
we rank these expected returns from lowest to highest, then divide them into 10 deciles, each including 10% of the stocks.
How accurate are our predictions? HCFS is one of
Investars top ranked research firms.
We offer subscriptions to a Standard US Model, an Enhanced US Model, a European Model,
and a Japanese Model. On request we can customize a
model to meet a client’s specific needs.
This chart shows the real-world performance of our U.S. predictions. It is based upon
actual returns sent to clients. What you see here is the cumulative result of investing
$1 in each decile (10% of the stocks) for the period listed above the chart, compared
to $1 invested in the S&P 500 over the same period.
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