The market is missing footnotes, and our research is the first and best at collecting footnotes data that delivers novel alpha – as proven by Core Earnings: New Data & Evidence, published in The Journal of Financial Economics.
We are very excited to partner with Bloomberg to launch a family of indices and bring more investors access to the proven novel alpha in our proprietary data and research. Details on other indices are here.
Details:
This index tracks the stocks in the Bloomberg 1000 Index that get our Very Attractive Rating. In other words, it’s an index of nearly all our Very Attractive-Rated stocks.
Official Docs: Fact Sheet and the Index Methodology.
On the Bloomberg website or terminal, you can track performance with these tickers:
- Total Return Index BNCVA1T:IND
- Net Return Index BNCVA1N:IND
- Price Return Index BNCVA1P:IND.
More details in Figures 1 and 2.
Figure 1: New Constructs Ratings VA-1 Index on the Bloomberg website
Sources: New Constructs, LLC & Bloomberg
Figure 2: New Constructs Ratings VA-1 Index on the Bloomberg Terminal
Sources: New Constructs, LLC & Bloomberg
This article was originally published on October 29, 2024.
Disclosure: David Trainer, Kyle Guske II, and Hakan Salt receive no compensation to write about any specific stock, sector, style, or theme.
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