Analyst Rankings

This box ranks all analyst’s in your selected universe against each other to show users who are the best.

The box gives the details of the ranking (e.g 1/2539, first out of 2539 analysts) and the analyst details.

AVERAGE RETURN The average returns given by following an analyst’s recommendation across all the stocks they cover. These are calculated in several time windows starting from the present day (6 month, 12 month, 18 months… 5 years). These windows include any analyst recommendations which are re-evaluated or reissued in the window or which close on the present day.

OVERALL ANALYST RANKING This shows a score out of 5 stars with 5 being the best and zero the worst. The ORTEX overall analyst ranking is calculated by combining an alpha score (alpha vs zero, alpha vs sector index, alpha vs stock performance and success rate), an accuracy score (historical accuracy for analysts prediction of EPS, EBITDA and Target price), evaluation of the analysts ability to act as a leader (Essentially, the ratio between the time of issuance of changes vs other analysts recommendations preceding and lagging the recommendation.) and a measure of statistical error. The code produces an overall ranking of the analysts per sector and a list of all the recommendations per trading item with their skill evaluated, thereby producing a set of time dependent rankings. The returns given by following analyst recommendations are calculated in several time windows starting from the present day (6 month, 12 month, 18 months… 5 years). These windows include any analyst recommendations which are re-evaluated or reissued in the window or which close on the present day.

AVERAGE IMPACT This is the average stock impact across all the stocks an analyst covers. A measure of an average time-weighted impact on how the stock changes based on the analyst recommendation change over the following 3d,5d,2w,1m and 3m windows (with a greater weighting towards 3d) vs s and p index

The box also shows the other sectors and companies that the analyst covers.