Ranking Example
The Alpha Engineer Stock Ranking
Below you'll find an example of a typical ranking blog post. The post with new top stocks for consideration and the detailed spreadsheet, is delivered to paid subscribers before markets open each Monday.
Note that this illustrative example utilizes Joel Greenblatt's magic formula methodology rather than The Alpha Engineer model—my purpose here is to demonstrate the format and not the actionable data.
New top stocks:
Using the Rankings
For details on how The Alpha Engineer stock rankings are utilized in both my personal portfolio and The Alpha Engineer Model Portfolio, check out the methodology.
Understanding the Ranking Terms
Ticker – Every stock is identified by its primary ticker, based on the country where most of its trading occurs. Non-US stocks include a colon followed by a three-letter country ISO code.
Name – The official company name.
Sector – The primary industry sector of the company. While it's useful to ensure portfolio diversification, I don’t actively manage sector weights.
Country ISO Code – A three-letter ISO standard country code (more details here). My model covers stocks globally to maximize opportunities and minimize market risk, but individual investors can adjust the universe based on personal preference or brokerage limitations.
Market Cap (USD) – Market capitalization in USD. My strategy primarily targets microcaps (below $300M) and small caps (below $2B). Typically, the model portfolio consists of approximately 80% microcaps and 20% small caps. Note: Microcaps, particularly those between $20M and $50M (nanocaps), are significant contributors to excess returns.
Current Rank – The stock’s position in the latest weekly ranking.
Previous Rank – The stock’s ranking position in the prior update.
Liquid – Indicates whether the stock has an average liquidity greater than $50K USD and a stock price above $0.50 USD over the past two weeks.
The Alpha Engineer --- Investing with a quantitative edge
Disclaimer: The Alpha Engineer shares insights from sources I believe are reliable, but I can't guarantee their accuracy---data's only as good as its inputs! This content (whether on Substack, via email newsletters, X, or elsewhere) is for informational and educational purposes only---it's not personalized investment advice. I'm not a registered investment advisor, just an engineer crunching numbers for alpha. My opinions are my own and may shift without notice. Investing involves risks, including the chance of losing money. Past performance, whether from back-testing or historical data, does not guarantee future results---outcomes can vary. So, please consult your financial advisor to see if any strategy fits your situation. Full disclosure: I may own positions in the securities I mention, as I actively manage my own portfolio based on these strategies.