The Our Performance:   Decile vs S&P 500 Returns chart showing Series 1 series.

Welcome to Haugen Equity Signals LLC

produces quantitative investment research in the form of monthly expected returns and stock alphas for over 14,000 U.S. and international stocks to:

  • Commercial banks, hedge funds, mutual funds and other institutional managers.
  • Pension funds, insurance companies, foundations, endowments and family offices.

Our research is based on a proprietary expected return factor model which capitalizes on the market's inefficiency. Analyzing more than 60 factors, the model predicts expected returns for about 14,000 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? Haugen is one of Investars top ranked research firms.

This chart shows the real-world performance of our U.S. predictions. What you see here is the cumulative result of investing $1 in each decile (10% of the stocks) for a ten year period, compared to $1 invested in the S&P 500 over the same ten years.

Who was Bob Haugen?

CEO Bob Haugen, PhD was a pioneer in the field of quantitative investment and the leading proponent of the case that stock markets are inherently inefficient. Toward the end of his 30-year academic career in finance, in the mid-nineties, he published his breakthrough research on the predictive power of an expected return factor model in the Journal of Financial Economics..

Shortly thereafter, having enhanced and expanded his prototype, he opened Haugen Custom Financial Systems. Ever since, clients have capitalized on Haugen's out-of-the-box views and have been consistently rewarded with an investment edge for their clients.

He made guest appearances on CNBC, CNN, ABC, NBC and CBS. You can read Bob's research results, views and innovative ideas in any of his published books, articles, and presentations.

News

  • News Feb 9, 2016
    Our U.S. model is number one on investars.com in the following catagories:

    S&P Stocks, longs (6 yrs)
    S&P Stocks, shorts (6yrs)
    Russell 2000 stocks, shorts (6yrs)
    Our Entire Universe, shorts (6yrs)
  • News Jan 21, 2016
    Come and see us at Terrapin's The Trading Show in San Francisco on March 3, 2016. We will have an exhibition booth and also be attending a round table discussion on: Emerging markets quantitative strategy - leveraging machine learning models to capture alpha in up-and-coming economies.