RESEARCH

Your Outsourced Experts at Quantamental Investing Strategies and Tools

Stock Rankings

The KCR team has been working together since 2010 and has over 55 combined years of real money management experience using a quantamental approach to investing. We believe quantitative analysis is integral to the fundamental research process, and we know of no other method to successfully create systematic alpha. Steeped in behavioral finance, we seek to exploit pricing errors that arise from herding, confirmation bias, and self-attribution bias among others. Our models were built using hand-cleaned data.

KCR’s stock ranking models are used by some of the top institutional investors and asset allocation firms in the world.

With a combined 55+ years of experience in the industry, as you can imagine KCR has worked with professionals across multiple industries with the aid to help them excel in their respective businesses. To check out what some of the best and brightest have had to say, please visit our Public Citations.

Our Ranking Process:

  • Verify and validate the underlying data
  • Assess and compare each stock
  • Use factors known for that stock
  • Use sophisticated algorithms to compare the qualities of a company across multiple dimensions against the rest of the companies in index
  • Ultimately arrive at a relative ranking of aggregate attractiveness for each stock in the index

Ranking Model: Modules, Weight Ranges & Factor Basics

SP 500

S&P 500

~500 Stocks Ranked on
Proven Fundamental Factors

Large Cap

Large Cap (R1000)

~850 Stocks Ranked on
Proven Fundamental Factors

Small and Mid Cap

Small & Mid Cap (R2500)

~1,400 Stocks Ranked on
Proven Fundamental Factors

Micro cap

Micro Cap

~1,500 Stocks Ranked on
Proven Fundamental Factors

TSX

Canada TSX

~200 Stocks Ranked on
Proven Fundamental Factors

Best Stock Idea Lists

KCR is committed to helping people interested in compounding capital using the most time-tested method we are aware of. While it will underperform indexes intermittently, we believe that systematically investing in solid companies helmed by honest management teams at reasonable prices allows investors to compound capital faster and with lower risk of permanent capital impairments.

We also provide shortlists that seek out poorly ranked firms, consuming cash, high street expectations, poor capital allocation policies, and a recent tendency to disappoint street expectations which point to impending fallout.

Dedicated Stock Tool Kits

KCR’s Research Offerings Bring the Best-of-Breed Quantamental Tools to Your Desktop

Single Stock Financial Dashboard

Answering fundamentals with math constructs.

A neat layout that allows the financials to be seen and understood in a different way.

Short Sellers
Signal

Built in 2010.

Proven remarkably effective at signaling when low quality shorts are about to run higher.

Earnings Manipulators

Based on the legendary work of Beneish, Nichols and Lee.

A simple and strategic method of identifying companies more likely to manipulate their accounting.

Equity
Duration

Unlike most risk factors this tool is forward-looking.

Shown to separate winners from losers during periods of inflation.

Single Stock Heat Map

Assists in drawing final conclusions with an easy-to-read relative financial heat map.

Managerial
Integrity

Systematically score management based on discretionary actions.

Proper
Peers

Finding firms with the most-similar economic characteristics.

Providing better valuation targeting when analysts are looking for price targets.

Investment Newsletters

Since 2012, our published research has used our quantamental approach to successfully identify and exploit bubbles in everything from dividend stocks to pockets of speculative excess akin to that seen in 1999. Similarly, our work has identified areas where undue pessimism has gripped the market and allowed us to buy blue-chip companies trading at significant discounts to intrinsic value. Our monthly investment newsletters are wide-ranging and provide research to spark insightful dialogue as well as commentary from our research team.

White Papers

A monthly, deep dive, and rigorous piece identifying Extraordinary Value Spreads, Mispriced Quality, and Behavioral Errors

Quick Take for the Curious

A monthly, wide ranging, and informal note based on discussions and readings

Charts for the Curious

A twice monthly chart with thoughtful bullets that we hope create insightful dialogue

Ranking & Screening Tools

Our ranking and screening tools are highly functional and interactive with unprecedented granularity of financial ratios.

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