
MarketLens
Kavout to be Featured by Eagle Alpha in New York City
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)

| Statistics | Alpha | Volatility | Beta | CAGR | Sharpe |
|---|---|---|---|---|---|
| Top Picks | 4.84% | 13.64% | 1.06 | 18.83% | 1.34 |
| S&P 500 | 0.00% | 11.36% | 1.00 | 12.79% | 1.12 |
| Bottom Picks | -3.81% | 14.75% | 1.09 | 9.34% | 0.68 |
To learn more about K Score and our methodology, please schedule a demo.
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