Report Archive - MarketQA
A World of Difference
The Importance of Worldscope Point-in-Time Data- 01-Jun-2010
Worldscope Point-in-Time (PIT) data generate more accurate analyses than do non-date-specific data. PIT metrics are more exacting, yielding more targeted backtest results for 10%-20% of S&P 500 companies. This study demonstrates how Worldscope PIT data increase backtesting accuracy, and avoid skewing returns of a backtest.
- Regions: Global
- Authors: Sridharan Raman (View Blog | View Bio)
- Products: MarketQA, Worldscope
- Keywords: fundamentals
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Economic Fear Lingers, S&P 500 Firms Boost Liquidity
Analyzing Corporate Liquidity & Financing- 10-Dec-2009
S&P 500 companies continue to hoard cash, boosting balance sheet liquidity. This study compares liquidity levels at Financials and Nonfinancials. Cash and short-term investment balances hover at ten-year highs for S&P 500 Financials and Nonfinancials. Financing patterns reveal that Nonfinancials are more liberal as far as shareholder distributions. Ranking S&P 500 companies by balance sheet liquidity reveals that shares of companies with high- and medium-liquidity had greater price swings during volatile economic periods, but they also lead recovery phases, potentially generating higher returns for investors.
- Regions: United States
- Authors: Amitesh Kumar
- Products: MarketQA
- Keywords: liquidity, S&P 500
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Advantage Point In Time
Point-In-Time Data Remove A Backtesting Bias- 07-Jul-2009
A study to show how Point-In-Time data helps with backtesting accuracy. Deciles are calculated correctly and portfolio performance metrics are more reliable. Point-In-Time data available for Global equities and indexes data like the FTSE and S&P 500.
- Regions: North America
- Authors: Sridharan Raman (View Blog | View Bio)
- Products: MarketQA
- Keywords: S&P 500
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Failure To Communicate
Fewer S&P 500 Firms Are Issuing Q1 EPS Guidance. Why An Eventual Uptick In Guidance Volume May Be Bullish- 16-Apr-2009
Aggregate levels of company-issued quarterly EPS guidance have fallen substantially for first-quarter 2009, indicating that executives are still unsure about the future of their businesses. Until this phenomenon changes, equity markets will have to work with less transparency, data, and confidence.
- Regions: United States
- Authors: David Dropsey
- Products: MarketQA
- Keywords: guidance, S&P 500
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MORE REPORTS
ASSET4
- China's Rising Resource Consumption
Implications and Opportunities for Utilities - 31-Aug-2010
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Datastream
- Product Insight: Ho Ho Hum! Holiday Cheer for the Thrifty and Wealthy
Discounters and Luxury Stores Expected to Receive Financial Cheer - 19-Dec-2011
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- Product Insight: Black Friday Deals Drive Consumers Earlier To The Malls
Retailers Open Earlier To Gain More Market Share This Year - 22-Nov-2011
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- The Easter Effect: What's In Store For Retailers
A Steep Decline In March Followed By A Hop In April Sales - 05-Apr-2011
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StarMine Professional
Thomson ONE Investment Analyst
- November Same Store Sales Preview
Retailers Open Earlier On Black Friday Leading Them To Post Healthy Comps - 29-Nov-2011
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Thomson ONE Investment Management
Thomson Reuters Spreadsheet Link
- Tracking Crack Spreads
Metric Suggests Gains Ahead for Oil Refining Equities - 16-Feb-2011
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ThomsonONE.com Investment Banking
- European Market Commentary
Basic Materials And Oil & Gas Likely To Drive European Earnings In 2011 - 18-Mar-2011
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- European Market Commentary
European Earnings Estimates Favor Basic Materials and Technology in Q1 2011 - 04-Mar-2011
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- European Market Commentary
The Number of Companies Missing Q4 Expectations Is Outpacing Those Beating Expectations - 18-Feb-2011
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