All the major US stock exchanges, up to 4,000 tickers
product_id kscore_us · 3000+ stocks · daily refresh · since 2011-12-30 · 5 data columns · API/CSV
curl "https://www.kavout.com/api?product_id=kscore_us&api_key=YourAPIKey"
symbol / trade_date / field to filter · docs →GET · JSON · CSVK Score is a predictive equity rating powered by machine learning (ML) technologies. Kavout takes in vast and diverse datasets including fundamentals, pricing, technical indicators, and alternative data, and then uses a combination of statistical analysis and ML techniques with ranking algorithms to deliver an actionable equity rating score with values ranging from 1-to-9.
A higher K Score (7-9) assigned to a stock indicates a higher probability of outperformance, whereas a lower K Score (1-3) indicates a lower probability of outperformance in the next month.
To test the performance of the K Score, we constructed two portfolios – Top Picks and Bottom Picks. The Top Picks portfolio is comprised all the tradable stock equities on the US stock exchanges with a K Score of 9, while the Bottom Picks portfolio have stocks in K Score of 1.
K Score covers all the tradable stock equities on the US stock exchanges, including major securities markets such as NYSE, Nasdaq and Dow Jones Industrial.
On average 3,600 to 3,800 tickers are rated and ranked daily on all the trading days. Investors can look at the historic trends of a company, and evaluate the strength of a company relative to their sector.
Below are the top 10 sector coverage for the US stock market.
| Sector | Count | Type | Start date |
|---|---|---|---|
| Information Technology | 551 | Equities | 2011-12-30 |
| Consumer Discretionary | 464 | Equities | 2011-12-30 |
| Industrials | 463 | Equities | 2011-12-30 |
| Health Care | 426 | Equities | 2011-12-30 |
| Energy | 249 | Equities | 2011-12-30 |
| Materials | 190 | Equities | 2011-12-30 |
| Financials | 152 | Equities | 2011-12-30 |
| Consumer Staples | 139 | Equities | 2011-12-30 |
| Utilities | 89 | Equities | 2011-12-30 |
| Telecommunication Services | 62 | Equities | 2011-12-30 |
K Scores are calculated daily for thousands of stocks around the globe.
Data history goes back to January 2012 (available for back testing).
Data is updated on trading days, and available 3-5 hours before the market opens on the next day.
This data is available via API and CSV download.
Harnessing years of historical data and a variety of data sources, Kavout takes in structured and unstructured data including fundamental information, pricing and trading volumes, technical signals, and alternative data, to deliver an actionable and easy-to-use equity rating score from 1 to 9.
The development of K Scores apply the best-of-breed learning algorithms, and encompass methods such as regression, classification, model selection, deep learning and more to produce a rating to rank stocks. Our state-of-the-art machine learning (ML) models identify the intrinsic relationships, uncover the dependency structure and calculates predictive analytics for future performance.
Pairing fundamental research with quantitative analysis, our ML model evaluates over 200 factors and signals. Some factor groups include but are not limited to :
On any given day, Kavout processes millions of diverse data sets, and runs models encompassing many traditional and advanced financial engineering methods such as regression, classification, deep learning, and reinforcement learning to produce a predictive rating to rank stocks.
All the major US stock exchanges, up to 500 tickers
$1,500/moK ScoreK Score — China A-ShareShanghai/Shenzhen stock exchanges, close to 800 tickers, All sectors
Contact salesMomentumRisk-Adjusted Momentum FactorRisk metrics for periods of 50, 100 & 200 days
$39/mo