Performance dispersion is a golden opportunity for active investors
Discover how ample the performance dispersion is across stocks and learn how you can profit from it.
Every investment universe exhibits a broad performance dispersion.
Whatever is your investment approach and selection strategy you can exploit the performance dispersion existing in your own investment universe.
Example - US large-cap stocks (700)
Last 3 Months Performance Dispersion
(as of end of April 2022)
Top 25% Performers
Mid 50% Performers
Bottom 25% Performers
Below you can find free up-to-date statistics to measure and analyze the dispersion in the markets and sectors of your interest. Next you can learn how to exploit dispersion by discriminating between best and worst performers.
Performance dispersion data
See the dispersion insights at market and sector level below.
Click on the flag in order to get the desired report.
Profit from performance dispersion
Dispersion measures the magnitude of stocks price trends and the differential between bull trends and bear trends. Dispersion is a unique opportunity for active investors using the right data and tools to track and capture trends. Being able to identify in time part of the outperformers while avoiding most of the underperformers can guarantee superior returns on a consistent basis, as dispersion is a broad and recurring phenomenon
Price trends are the result of the combined impact of buyers and sellers for any specific stock. If the aggregated money flow from buyers exceeds the outflow from sellers on a consistent basis then a bull trend is produced. A bear phase happens when the balance is weighted on the sellers side. But how investors decide to buy or to sell? Understanding this is critical
Some investors can be guided by fundamental analysis. This was a key driver of the past. Today the world is more complex. Investors can be influenced by a variety of motivations including social media influence, rapid shifts in sentiment, fast changing economic changes. The big pools of money controlled by large players as sovereign funds can decide to change the allocation on the basis of ESG and other investment policy considerations. And a growing army of momentum players create and fuel trends up and down. So at the end trends are the result of the combination of several forces at work, where traditional fundamental valuations have a decreasing impact
If you want to capture trends just analyze and measure trends. Common data and tools are ineffective at discriminating bull vs. bear trends. Conventional methodologies and traditional metrics ignore the actual price action, the only thing that counts to exploit trends. Capturing trends requires specific methodologies that can evaluate and rate trends, objectively differentiating between up and down trends, as any other approach misses the point. The most effective methodologies are based on massively tested and well proven mathematical models, as any human interaction can only be a drag due to potential biases, arguable opinions and tricky emotions
How can you profit from the dispersion inherent in your investment universe?
Discover Trendrating proprietary advanced rating methodology .
Our trend discovery model provides a rating metric to discriminate bull vs. bear trend and to quickly spot trend reversals across stocks with a high level of accuracy.
Why it works?
Our approach works because is agnostic, opportunistic, pragmatic and unbiased, as it is based on a multi-factors AI pattern recognition model that avoids any human interpretation and forecast. Our fresh, innovative data and technology delivers a layer of logical market intelligence whose value is fully transparent and measurable.
Bull trends are identified by positive ratings. Bear phases by negative ratings
A = Strong Trend
B = Beginning of a Bull Trend
C = Inception of a Bear Trend
D = Strong Bear Trend
Upgrades and downgrades signal trend reversals and are notified via alerts.
Trendrating model provides a robust, actionable rating framework that fills a critical gap of market intelligence. The Trendrating model is able to exploit dispersion capturing a large part of the top performers while avoiding most of the underperformers in any investment universe
Evidence of accuracy
Our 200+ clients use Trendrating advanced analytics to gain critical insights and profit from performance dispersion.
Here you find a few links to documented evidence of the effectiveness of Trendrating analytics:
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Contact us to access a free trial, do your own evaluations and see if the edge we offer works for you
Trendrating is a global leader in the field of advance analytics and “trend capture” technology. We offer a new, different set of analytics and tools to measure performance dispersion and rate price trends, filtering out market noise, arguable opinions and disputable research. Serving more than 200 institutional customers globally, our proprietary methodologies are used as part of their investment decision-making process in wealth management, private banking, advisory and hedge fund fields to maximize returns and better control risks. Our key strategic partners include Bloomberg and Euronext.