Developed by SMACOM Access Ranking Score - World News Report

Developed by SMACOM Access Ranking Score – World News Report

【FG1】

The SMACOM Access Ranking Score, which is currently under development, uses ranking data to create effective investment strategies.

TOKYO, JAPAN, September 15, 2022 /EINPresswire.com/ — There are currently many alternative data available to investors, but it is very difficult to choose among such data when choosing an investment location for fund asset management. In particular, even if one wants to invest in Japan, the language barrier often makes it difficult to view most of the Japanese alternative data, and also creates a heavy burden for analysis.

SMACOM, provided by Nikkei FTRI, distributes valuations and alternative data useful for asset management. In particular, the site specializes in Japan, making it easy to consider investment options using the points it provides, even if you don’t understand Japanese. Here, we would like to present an access ranking score currently under development that uses Qr1 access ranking data from QUICK, a member of the Nikkei Group.

Qr1 is a financial information service provided by QUICK that provides real-time stock price information, corporate information and news, and has a large number of users owned by securities companies in Japan. The Qr1 access rating is based on the frequency with which Qr1 users visit the company page. This makes it easy to understand what stocks users are interested in on a given day. Using this data, an access ranking score is generated using Nikkei FTRI data analysis methods. It is not only an access frequency count, but also a tool for creating and modeling multiple variables.

While the model is currently under development, we would like to explore some backtesting results. The model calculates scores that follow a normal distribution from 1 to 100 scores. Higher scores are interpreted as better scores and score performance is compared to TOPIX as shown in the figure below.

【FG1】

The orange line shows the performance of an access ranking score in which long positions score 30 or higher and short positions score 10 or lower. As you can see from the graph, the access ranking score (orange line) outperformed the TOPIX score (blue line), indicating its high performance. It also confirms that superior performance can be obtained even in the medium and long term.

However, we have confirmed that a long strategy that simply uses the first quarter access ranking does not produce excess returns after day 4, so a more effective investment strategy can be created by combining this measurement with other Nikkei FTRI analysis technologies.

About Qr1 access rating:

https://corporate.quick.co.jp/data-factory/en/product/data022/

ABOUT SMAKOM:

https://www.ftri.co.jp/product/smacom/en

Nikkei FTRI is currently offering a free trial of SMACOM. If you are interested, please contact us by clicking below:

https://www.ftri.co.jp/eng/index.html#company

Disclaimer (PDF file):

https://www.ftri.co.jp/eng/pdf/SMACOM_Disclaimer-EN.pdf

SMACOM associated with risk, “scoring”

SMACOM’s “Credit Rating” associated with risk

Unique FS forecast score from SMACOM

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