Analyst Buys Strategy
About
The Analyst Buys Strategy uses Quiver’s proprietary Analyst Scoring method, which rates Wall Street Analysts based on the accuracy of their historical price targets. We use these scores to weight each analyst’s most recent forecasts, giving a stronger weight to analysts with historical success, and lower (or in some cases, negative) weights to analysts with poor historical accuracy. We then take all forecasts made over the last year, and find the average weighted forecast for every ticker. We take the stocks with the top 100 scores, and then narrow it down to the top 10 largest by market cap (to avoid stocks with sparse analyst coverage). The strategy takes an equal-weighted position in those 10 companies, and rebalances on a monthly basis.
- 1M
- 3M
- 6M
- YTD
- 1Y
- 2Y
- 5Y
- MAX
About
The Analyst Buys Strategy uses Quiver’s proprietary Analyst Scoring method, which rates Wall Street Analysts based on the accuracy of their historical price targets. We use these scores to weight each analyst’s most recent forecasts, giving a stronger weight to analysts with historical success, and lower (or in some cases, negative) weights to analysts with poor historical accuracy. We then take all forecasts made over the last year, and find the average weighted forecast for every ticker. We take the stocks with the top 100 scores, and then narrow it down to the top 10 largest by market cap (to avoid stocks with sparse analyst coverage). The strategy takes an equal-weighted position in those 10 companies, and rebalances on a monthly basis.
Key Metrics
Return (1d)
-1.18%Return (30d)
-0.67%Return (1Y)
18.09%CAGR (Total)
32.97%Max Drawdown
-26.10%Beta
1.24Alpha
0.06Sharpe Ratio
0.975Win Rate
79.86%Average Win
0.64%Average Loss
-0.80%Annual Volatility
3.24%Annual Std Dev
0.18Information Ratio
0.97Treynor Ratio
0.14Total Trades
296Metrics Definitions
Disclaimer: The performance results shown are based on historical backtesting and are hypothetical in nature. Backtested performance does not represent actual trading and does not account for all market factors that may affect execution, such as liquidity, slippage, and changing market conditions. Past performance is not necessarily indicative of future results. There is no guarantee that any trading strategy will be profitable or avoid losses.
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Alpha
Measures a portfolio's risk-adjusted performance against that of its benchmark
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Annual Standard Deviation
Measures how much the portfolio's total return varies from its mean or average.
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Annual Volatility
A statistical measure of the dispersion of returns for the portfolio.
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Average Win
The average return (%) for trades that resulted in a positive return.
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Average Loss
The average return (%) for trades that resulted in a negative return.
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Beta
A measure of the volatility of the portfolio compared to the market as a whole.
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CAGR
CAGR (Compounded Annual Growth Rate), is the historical annualized rate of return for an investment strategy, throughout the backtest period.
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Information Ratio
A measurement of portfolio returns beyond the returns of its benchmark compared to the volatility of those returns.
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Max Drawdown
the maximum observed loss from a peak to a trough of a portfolio, before a new peak is attained.
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Sharpe Ratio
The Sharpe Ratio is a measure of historical risk-adjusted return, which quantifies the amount of return that an investor received per unit of risk.
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Total Trades
The total number of trades made by this strategy.
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Treynor Ratio
Attempts to measure how successful an investment is in providing compensation to investors for taking on investment risk.
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Win Rate
The percentage of total trades that resulted in a positive return.
Portfolio Insight
Holdings
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Ticker
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Amount
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% of NAV
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Return (1d)
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Return (Since Open)
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Upcoming Trades
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Ticker
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Allocation
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Recently Opened
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Ticker
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Open Date
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Direction
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Recently Liquidated
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Ticker
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Liquidation Date
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Direction
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Recent Rebalances
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Ticker
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Date
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Direction
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Size (% of NAV)
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Frequently Asked Questions
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What is Quiver Strategies?
Quiver Strategies is a collection of automated trading strategies built around Quiver's alternative data. Quiver Premium subscribers get full access to all of the strategies, including copytrading on select strategies.
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Who is Quantbase?
Quantbase is a quantitative hedge fund for aggressive investors. They are democratizing access to powerful, lucrative, aggressive and alternative investment strategies - the same ones that financial institutions run - in a trusted, passive, SEC-registered fintech platform.
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How can I copytrade with Quantbase?
With your Quiver Premium subscription, you receive full access to all of the strategies based on Quiver's data that are deployed on Quantbase's platform. Click here for a tutorial on how to get set-up with Quiver's strategies on Quantbase.
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How does the free trial work?
New accounts receive a 7-day free trial when signing up for a Premium monthly plan, and a 30-day free trial if you sign up for an annual plan. After your trial ends, you will be charged the amount listed at sign up. You can always cancel before then.
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Can I cancel my subscription at anytime?
Yes, you can cancel your subscription at any time. You will not be charged as long as you cancel before your subscription's next renewal date.
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Where can I learn more about Quiver?
To learn more about the Quiver platform and how to use our data, visit the About Us and Tutorial pages.
