Quant corner

Article Abstract:

Weekly closing prices for every stock are assessed by the quantitative model in comparison with the prices where insider transaction was made and with the stock's 52-week high, low and trading range. This is made possible by the model's capability to systematically organize pricing data for the 7,700 stocks monitored. It also continually indicates which stocks with no new insider activity offer good prices. It demonstrates that a forward-looking approach in investment management, such as that practised by insiders, must also be adopted by investors.

Analysis

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Quant corner

Article Abstract:

Investors who stake their money on stocks ranked +2, which represents the strongest buy recommendation under the Signal II quantitative model, are guaranteed to get excess returns over a period of time. The Signal II model also designates a -2 rank as the strongest sell indicator. For instance, Chic By HIS Inc. did not register significant insider trading in the stock for 1995. After active insider buying in Mar. 1995, the stock was assigned a +2, after which the model gave it a strong buy recommendation.

Securities & Commodities Exchanges, Securities and Commodity Exchanges

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Quant corner

Article Abstract:

The Signal II quantitative model assesses the trading history of insiders. The model determines the riskiness of trades and computes the minimum and maximum values for three holding periods in order to provide a rating for insiders with successful track records. However, Signal II can also provide strong buy recommendations despite abnormal returns due to the lack of sufficient data.

Stockholders

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