A collection of investment tools is available for portfolio owners and managers. The general purpose of the tools is to assist position taking. The collection is regularly updated with new tools and content. Stay tuned.
The Investment Tools are free to use.
Asset Classes | Trend Phases
Use this tool to determine the current Trend Phase for a number of asset classes as well as the aggregate concentration of the different Trend Phases.
Asset Classes | Indicator Dashboard
Timing of trade entry and exit is of great importance for all investors, irrespective of investment style. The Indicator ScoreCard presents, in a heat-map format, the current normalized readings for a number of price-based market indicators. There are cross-overs, oscillators, rate of change and other trend-focused indicators.
Want to know if a particular asset class is trending and if so by how much? Answers to these and similar questions are found in the Indicator Dashboard.
For macro-styled value investors and momentum traders, it is important to gauge when the prices of asset classes have moved extensively in one direction, up or down. The following reports show how much ‘overbought’ and ‘oversold’ a number of asset classes currently are, over 2-month and 12-month periods.
- Asset Classes Overbought/Oversold Medium-term, 2 months
- Asset Classes Overbought/Oversold Long-term, 12 months
Do remember that markets can stay extended for a long time, or as John Maynard Keynes is attributed to having said – “the market can stay irrational longer than you can stay solvent”. Ensure that your position sizing can withstand irrational markets.
Asset Classes | Realized Volatility Index
The Realized Volatility Index shows, for a number of asset classes, the recent level of volatility. This tool can be used to find candidates for buying/selling volatility and it also provides, given mean-reversion, an indication of the future volatility environment.
For top-down and bottom-up investors it is essential to gauge the current state of the business cycle, as it is highly correlated to price moves of financial assets. In the Growth/Price Quadrant we split the business cycle into four phases – Reflation, Inflation, Stagflation and Deflation. Current and recent environments are indicated as well as which asset classes and hedge fund strategies that, in general, are favored in the different phases.
Note that macro-economic data is released with a time lag. For the Growth/Price Quadrant the lag amounts to 1 – 2 months.
Individual Securities | Profit Protection Overlay (“PPO”)
A common problem among many investors is to know when to take profits. Often a position is cut too early, before a run up or down, or too late, thereby giving up unrealized profits. One of our solutions to this problem is the Profit Protection Overlay.
Equities | Stock Ranking System
Given the large number of stocks to choose from and the vast amount of information available, it is easy to feel overwhelmed.
To your aid is our stock ranking system – FF Stock Rank – that currently ranks more than 2,000 listed US companies/stocks along quality and sentiment dimensions. The stocks are assigned ranks from ‘Strong Buy’ (rank #1) to ‘Strong Sell’ (rank #5). You can use the ranking to find buy and sell candidates for your stock portfolio. Read more.