King’s Capital’s Proprietary Screeners
At King’s Capital, we’re committed to using the latest tools and technologies to make informed investment decisions. This semester, our Quant Associates, Samen Polishchuk and Joseph Eames, have developed a set of powerful real-time stock screeners using Bloomberg’s advanced API query language. These screeners are designed to provide our team with deeper insights, helping us to identify key investment opportunities and enhance our stock pitches.
Four key screeners have been developed specifically for the S&P500, each focusing on different aspects of market performance to identify the full potential of a stock.
The Price-to-Earnings (PE), Enterprise Value (EV), and Earnings Per Share (EPS) Screener enables us to compare these key valuation metrics against sector averages. This allows our equities team to identify undervalued stocks, uncovering deep-value opportunities that might be missed using traditional valuation methods.
The Comprehensive Income Monitoring Screener provides us with a more detailed view of a company’s financial health by tracking important metrics such as Cost of Goods Sold (COGS), Selling, General & Administrative (SG&A) expenses, and R&D spending, all relative to a company’s market capitalisation. This level of detail gives us a clearer view of how efficiently a company is managing costs and resources, which is crucial for assessing its long-term viability.
Our Implied Volatility (IV) Screener is another essential tool, allowing us to visualise expected short-term market sentiment. It gives us a sense of the interest amongst institutional and retail investors, helping us understand market expectations and identify potential shifts in sentiment that could affect stock prices.
Lastly, the Volume, Stock Buyback, and Short-Float Ratio Monitor provide valuable insight into market liquidity and investor sentiment. By tracking buyback activity, short-float ratios, and overall market liquidity, this screener helps us gauge how market makers are positioning themselves and approximately quantifies market sentiment, which can be a critical indicator of upcoming price movements.
Together, these tools will empower our Equities Team to make more informed, data-driven decisions, spotting undervalued stocks and high-potential opportunities. In parallel, our Derivatives Team will use the data from these screeners to develop risk-adjusted strategies, employing complex options and derivative techniques to hedge King’s Capital’s portfolio positions effectively.
At King’s Capital, we believe that data-driven insights are crucial for staying ahead in the fast-paced world of investing. These innovative stock screeners are just one example of how we’re embracing cutting-edge technology to refine our decision-making process and deliver returns.
Stay tuned for more updates on how these screeners are helping us make effective investment decisions and develop beneficial strategies at King’s Capital!
