KEA | Kavout

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Region:: United States; China

K Score - US - Non Financial

All the major US stock exchanges, up to 4,000 tickers

K Score - US - Top 500 Stocks by Market Cap

All the major US stock exchanges, up to 500 tickers

K Score - China A-Share

Shanghai/Shenzhen stock exchanges, close to 800 tickers, All sectors

Value Factor - US

10 value ratios & composites, history since 2003

Quality Factor - US

Profitability, growth, safety, combined quality, history since 2003

Piotroski F-Score - US

Quality, value, growth, combined f score

Price Momentum Factor - US

Short, medium & long term, breadth momentum

Risk-Adjusted Momentum Factor - US

Risk metrics for periods of 50, 100 & 200 days

Idiosyncratic Momentum Factor - US

Also called residual momentum, history since 2003

Trend Momentum Factor - US

Price & return moving average, trend analysis

G-Score - US

Earnings, profitability, cashflow, growth

Profitability Trend - US

Quarterly gross profit, regression model

Kavout’s K Score – US stock ranking is now accessible via IEX Cloud, under Premium Data.