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Report Archive - MarketQA

TSX Composite Earnings Scorecard
Aggregate Estimates and Revisions
05-Jan-2018
The TSX Composite Earnings Scorecard provides updates on aggregate earnings revisions, growth rates and valuations.
Regions: Canada
Authors: David Aurelio (View Blog | View Bio)
Products: MarketQA
Keywords: earnings, revenues, valuation
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S&P 500 Earnings Scorecard
Aggregate Estimates and Revisions
17-May-2017
The S&P 500 Earnings Scorecard provides updates on aggregate earnings revisions, growth rates and valuations.
Regions: United States
Authors: David Aurelio (View Blog | View Bio)
Products: Eikon, MarketQA, None
Keywords: earnings, revenues, S&P 500, S&P 600, valuation
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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:
Authors:
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:
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:
Authors:
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:
Products: MarketQA
Keywords: guidance, S&P 500
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