Die Komponenten

Description of the 'equity screener' function

We are convinced that active stock selection based on robust metrics can beat the broad stock market (and thus most ETFs). In our stock screening, different style strategies can be used and the universe can be individually defined.

We have chosen a “scientific” approach for the screening. We calculate a score for all stocks and according to this score we divide the stocks into attractive, neutral and unattractive categories. Depending on the number of equities, between three and ten portfolios are created.

There are three groups of selection strategies:

  1. Predefined guru strategies
  2. Predefined single-style strategies
  3. Individual strategies that you can put together individually from different key figures

You can configure the universe individually. As a starting point, we offer the pan-European market, shares from the euro zone and German shares. But you can also define one of your portfolios as the starting universe.

In the second step, you can exclude certain countries, sectors or market caps.

It is important that at least 30 stocks are available for screening. This enables an attractive, neutral and unattractive portfolio to be created.

The calculation of the back test usually takes a few seconds. During this time, our software simulates the screening for the last five to six years. In the case of annual rebalancing, the screening is carried out at the beginning of the respective year and the performance is measured in the respective year. If you set the rebalancing frequency to monthly or quarterly, the rebalancing will take place correspondingly more often. But the back test takes a little longer. The current portfolios, which you can also view in the results table, are calculated using the most recently available data. All key figures for the screener are updated weekly.

Depending on the number of stocks in the starting universe, between three and ten portfolios are formed. It was important to us to design the screening and the backtest in a realistic way. If there were too few stocks in the portfolio, the individual value risk would prevail, which a portfolio manager does not allow in practice. On the other hand, the maximum number of stocks in an actively managed portfolio is limited. Most managers hold no more than 60 stocks in a portfolio.



+49 69 949488 050



+49 69 949488 050