Kavout to be Featured by Eagle Alpha in New York City

May 15, 2019 | Company News

With a growing partnership with Eagle Alpha, we are excited that Kavout has a strong presence at the Eagle Alpha Access & Alpha conference on May 15th, 2019.

Kavout’s K Score data products have garnered strong interests by receiving the maximum click views on Eagle Alpha’s buyside database since January 2019. In addition to a full day of 1 on 1 meetings, we are presenting case studies illustrating portfolio returns based on the usage of high K Scores.

Case Study: Generate Alpha with a Quantamental Approach – K Score

K Score, an equity rating score of 1 to 9, can be used to discover new investment ideas, select equity to long/short, and overlay with your privately developed models as alpha signal. Here Top Picks Portfolios were constructed with S&P 500 component stocks that are in high K Scores (7-9).

Cumulative Return of Portfolios (2012-01-04 to 2019-04-02)

StatisticsAlphaVolatilityBetaCAGRSharpe
Top Picks4.84%13.64%1.0618.83%1.34
S&P 5000.00%11.36%1.0012.79%1.12
Bottom Picks-3.81%14.75%1.099.34%0.68

To learn more about K Score and our methodology, please schedule a demo.

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