Top Stocks According To 8 Quantitative Strategies
Summary
- Below I give the best global stocks according to 7 quantitative strategies and a US-only strategy.
- This information is from 12 April 2021. Many of these stocks are still good picks.
Need research and recent ideas? For more information on my quantitative deep value newsletter see here.
I try to be useful for others. I do that in several ways: by writing for my subscribers, by writing for Seeking Alpha and also by writing these free blogs.
To serve my subscribers I can only publish limited research and rankings as free blogs or as regular articles on Seeking Alpha.
Among others I publish outcomes for the stocks I researched 2 years ago. See my latest blog with outcomes for stocks from 2 years ago. Several of these stocks are still cheap. Sometimes I also publish research on stocks I discussed in detail for my subscribers at least one month earlier.
What I also do is publishing rankings of my strategies with a delay, a month or so. In this article I publish the very best stocks of each of the strategies I cover, from about a month ago.
Subscribers get an up to date spreadsheet twice a month. That spreadsheet contains many more stocks and also fundamental metrics for each stock. They also get research for many of these stocks. Furthermore I keep track of two lists with stocks for them: "Selected Stocks" and "Played Out".
Below are the best ranked stocks based on stock prices from 12 April 2021. It is important to realize not all these stocks were good picks even when I generated these lists. Sometimes the fundamental data used for generating the lists contains errors that can only be found by reading the filings. So be aware that the information in these lists is not always accurate. Sometimes there is important information available on such stocks from other sources. I try to collect that kind of information for my subscribers.
For several of the stocks below prices have moved or fundamentals have changed. But most of them are still cheap. Therefore I still think these lists are useful.
For my net-nets there is even some statistical proof for this: Victor Wendl finds investors investing in net-nets based on even much more outdated information enjoy more or less the same high returns but with higher risks.
His result also suggests someone complementing quantitative investing with checking fundamentals, so with minimal research, can get better returns than a purely quantitative investor.
Net-nets
| Symbol | Company name | Share price (listed currency) |
| HKG:6058 | China Industrial Securt Intnl Fn Grp Ltd | 0.225 |
| HKG:556 | Pan Asia Env Protection Group Limited | 0.485 |
| HKG:2789 | Yuanda China Holdings Ltd | 0.061 |
| HKG:519 | Applied Development Holdings Ltd (OTCPK:ADHLF) | 0.128 |
| HKG:1742 | Hpc Holdings Ltd | 0.095 |
| HKG:1292 | Changan Minsheng APLL Logistics Co Ltd (OTC:CMGLF) | 2.720 |
| NYSE:JT | Jianpu Technology Inc - ADR | 18.800 |
| HKG:243 | QPL International Holdings Limited | 0.340 |
| EPA:ALCOF | Cofidur SA | 335.957 |
| HKG:8326 | Tonking New Energy Group Holdings Ltd | 0.130 |
Nanocaps
| Symbol | Company name | Share price (listed currency) | Market cap (million USD) |
| OTC:HAWEL | Hawaiian Electric Co Inc | 20.900 | 5.225 |
| OSL:ADS | Ads Maritime Holding Plc | 1.782 | 4.911 |
| EBR:SOFT | Softimat SA | 2.760 | 14.692 |
| WAR:AZC | AZTEC INTERNATIONAL SA | 3.120 | 2.801 |
| MCX:MRSB | Mordovskaya energosbytovaya kompaniyaPAO | 0.389 | 6.764 |
| FRA:UP7 | United Power Technology AG | 0.635 | 9.291 |
| MCX:STSB | Stavropol-energosbyt PAO | 0.568 | 8.234 |
| LON:PPIX | ProPhotonix Ltd | 0.058 | 7.371 |
| CVE:EW | East West Petroleum Corp | 0.055 | 3.933 |
| CVE:NTE | Network Media Group Inc | 0.150 | 8.862 |
Low EV/EBIT stocks
| Symbol | Company name | Share price (listed currency) | Market cap In USD |
| TSE:CCS.PR.C | Co-Operators General Insurance Co. | 25.050 | 79.99 |
| SIN:P36 | Pan Hong Holdings Group Ltd | 0.149 | 57.64 |
| MCX:TRNFP | Transneft- PAO | 146249.550 | 2,939.89 |
| HKG:1277 | Kinetic Mines and Energy Ltd | 0.500 | 541.92 |
| HKG:113 | Dickson Concepts (International) Ltd (OTCPK:DCOHF) | 4.180 | 211.85 |
Low EV/EBIT + quality stocks
| Symbol | Company name | Share price (listed currency) | Market cap (millions USD) |
| TYO:7643 | DAIICHI CO., LTD. | 851.00 | 88.78 |
| ASX:TBR | Tribune Resources Ltd | 5.170 | 206.728 |
| TSE:CPH | Cipher Pharmaceuticals Inc (OTCPK:CPHRF) | 1.354 | 28.938 |
| TLV:RLCO | Ralco Agencies Ltd. | 35.780 | 44.428 |
| MCX:LNZL | Lenozoloto PAO | 14600.652 | 280.876 |
Low trading volume + value + smooth momentum
| Symbol | Company name | Share price (listed currency) | Market cap in million USD |
| OSL:SADG | Sandnes Sparebank | 85.000 | 230.499 |
| OSL:SOAG | Sparebank 1 Ostfold Akershus | 290.000 | 423.311 |
| OSL:VVL | Voss Veksel og Landmandsbank ASA | 177.000 | 46.309 |
| TSE:GDL | Goodfellow Inc. | 11.500 | 78.393 |
| CM | Canadian Imperial Bank of Commerce USA | 99.084 | 44228.261 |
Low EV/EBIT + smooth momentum
| Symbol | Company name | Share price (listed currency) | Market cap in million USD |
| TYO:9967 | SAKAI TRADING CO., LTD. (OTC:SKAIF) | 2265.000 | 37.452 |
| TSE:GBT | BMTC Group Inc | 12.480 | 337.218 |
| TYO:8365 | Bank of Toyama Ltd | 2798.000 | 138.928 |
| CPH:AOJ P | Broedrene A + O Johansen A/S | 788.000 | 281.960 |
| HEL:EVLI | Evli Pankki Oyj | 17.500 | 197.391 |
Falling knives
| Symbol | Company name | Share price (listed currency) | Market cap (million USD) |
| HKG:9938 | Wah Wo Holdings Group Ltd | 0.145 | 18.643 |
| HKG:1360 | NOVA Group Holdings Ltd | 0.123 | 28.693 |
| HKG:8357 | Republic Healthcare Ltd | 0.155 | 10.363 |
| FRA:ADD | Adler Modemaerkte AG | 0.205 | 4.514 |
| OTCPK:RHDGF | Retail Holdings NV | 0.467 | 2.172 |
US-listed low EV/EBIT + quality
| Symbol | Company name | Share price (listed currency) | Market cap (millions USD) |
| SBSW | Sibanye Stillwater Ltd | 17.761 | 13094.656 |
| OTCPK:MCEM | Monarch Cement Co | 105.000 | 273.956 |
| OTC:WCRS | Western Capital Resources Inc | 6.750 | 62.437 |
| SGU | Star Group LP | 10.920 | 440.159 |
| RIO | Rio Tinto plc | 79.713 | 129048.000 |
Need research and recent ideas? For more information on my quantitative deep value newsletter see here.
Analyst's Disclosure: I/we have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.
In my blogs I do not disclose which stocks I own. I do not disclose which or when I plan to buy or sell them. Because I have many small positions that would take too much of my time. Furthermore many of these stocks have low trading volume. So be careful since small trades can easily move these stocks.
Seeking Alpha's Disclosure: Past performance is no guarantee of future results. No recommendation or advice is being given as to whether any investment is suitable for a particular investor. Any views or opinions expressed above may not reflect those of Seeking Alpha as a whole. Seeking Alpha is not a licensed securities dealer, broker or US investment adviser or investment bank. Our analysts are third party authors that include both professional investors and individual investors who may not be licensed or certified by any institute or regulatory body.