History of US Stock Predictions

The data comes from our latest backtest which utilized the current Haugen Model, based on 71 factors. The population includes roughly the largest 3,000 US stocks plus additional stocks that are in the S&P 500 index plus stocks that are requested by individual clients.

Each line in the U.S. files include the following fields:

• Date the expected return was created
• Ticker at that time
• Company name at that time
• Expected return: annualized and adjusted

Each line in the European and Japanese files include the following fields:

• Date the expected return was created
• Company name at that time
• Sedol at that time
• Expected return: annualized and adjusted