Rank Equity @RankEquity

Investing in micro and nanocap stocks via multi-factor strategies | Author of Ranking, Right On! | Education, No Advice. rankeq.com Joined May 2025

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Rank Equity @RankEquity

4 hours ago

Factors that are known and mundane to one, can be new and exciting to an other. Sharing of ideas is great. Wish it happened more.

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Creating factors based on earnings calls, 10k's and company news with LLMs. A great starting point is improving proven factors. Information on future capital expenditures and operating improvements better FCF projections. M&A activity can be more clearly defined as well.

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Rank Equity @RankEquity

5 days ago

Next year EPS estimate divided by price target estimate minus TTM EPS estimate divided by current price, ranked against industry peers. Lower is better. Seems like betting on expected multiple expansion (yield compression) works?

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Rank Equity @RankEquity

6 days ago

Let's say we (1) take next quarter's EPS estimate and divide it by the analysts' target price. That is a forward yield. Now (2) divide last quarter's EPS by current price. That is the current yield. Subtract (1) by (2). What do you expect? Is higher or lower better?

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Rank Equity @RankEquity

6 days ago

13-week change in the FY EPS consensus, scaled by the stock’s typical quarterly EPS volatility (over 8 quarters). Blue = top 5%, Orange = bottom 5%.

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Rank Equity @RankEquity

6 days ago

Ranking companies is one thing. Creating a portfolio based on rank, transaction costs, timing and low stress, is another.

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Rank Equity @RankEquity

7 days ago

Key question. Is this company characteristic important enough to take into account? And if so, to what extend?

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Rank Equity @RankEquity

a week ago

Debt covenants are usually based on EBITDA. On Interest Expenses. On Total Debt. Probably good to include factor consisting of just that. Blue = TOP 5%. Orange = Bottom 5%.

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Dan Rasmussen @verdadcap

a week ago

@junkbondinvest And that’s with valuing at par, take a 10pct or 20pct discount to actually sell your PE in secondary market and the numbers look even worse

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Rank Equity @RankEquity

2 weeks ago

Long term stable free cash flow growth for equity holders. Blue = Top 5% Orange = Bottom 5%. Works in US and Europe, before and after the GFC.

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Rank Equity @RankEquity

2 weeks ago

The growth in median Free Cash Flow to Equity (FCFE) between two consecutive 12-quarter periods. Blue top 5%, Orange bottom 5%. Simple. Robust. Nice. Perhaps I should stop sharing this stuff so openly on X.

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Rank Equity @RankEquity

2 weeks ago

Quarterly YoY Gross Profit increase over TTM YoY absolute changes in R&D and Capex vs sector peers. Good luck finding that one in your favorite academic journals.

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Rank Equity @RankEquity

2 weeks ago

Investing is not just about finding the best investments. It is about portfolio construction too. A portfolio that leads to high returns, little personal stress and - often forgotten - a manageable time investment for those monetairy rewards you get.

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Rank Equity @RankEquity

2 weeks ago

Some guy told me company "x" is good, so it must be good. Buffett says "xyz" is an important characteristic and this company also has that, so it must be good. I bought companies before with "abc" and that worked out for me, so a company that also has "abc" must be good. I ran…

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Rank Equity @RankEquity

2 weeks ago

Companies with tax rates similar to their peers (blue) do much better than companies with either very low or very high tax rates (orange). As a graduate in Quantitative Finance (MSc) as well as Dutch Tax law (LLM), this factor makes me smile :D! Below for EU. Similar for US.

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Rank Equity @RankEquity

3 weeks ago

What is a good company? What characteristics should a company have to be considered good? Searching and defining these characteristics is just so much fun.

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Rank Equity @RankEquity

3 weeks ago

Not all M&A is value-destructive. The trouble is lumpy, outsized deals by inexperienced buyers. I built a simple score: - Seasoned acquirers doing bite-sized, affordable deals rank high; - Rare, oversized bets rank low. Works in US and Europe.

Ryan Telford @RTelford_invest

3 weeks ago

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Gappy (Giuseppe Paleologo) @__paleologo

3 weeks ago

Anecdotally, it seems that the rate of opening hedge fund offices in Dubai & Abu Dhabi has increased from last year (and last year had increased from the previous one). Rokos, Tyrus, Hudson Bay, QRT, Jane, Blue Crest, Arini, King St., Millennium, BAM. Also, this does not seem…

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Rank Equity @RankEquity

3 weeks ago

I would really like to see Python code to: (1) Do the tests in Assaying Anomalies (2024) (2) Combine it with Non-Standard Errors in Asset Pricing: Mind Your Sorts (2023) (4) Export results as in AI-Powered (Finance) Scholarship (2025) Shouldn't be that hard.