Research

ValuEngine Capital Management LLC is a Registered Investment Advisor (RIA) that invests based on the proprietary, quantitative research of ValuEngine Inc.

ValuEngine, Inc. is a stock valuation and forecasting service founded by University academics working in tandem with trading professionals. ValuEngine utilizes the most advanced quantitative techniques and analysis available. Our research team continues to develop, test, and improve the ValuEngine Stock Valuation Models and econometric models for forecasting stock price movement. In recent years, ValuEngine has expanded its research program to include portfolio construction and tracking products.

ValuEngine models are more sophisticated than traditional valuation models. ValuEngine employs a three-factor approach to stock valuation using fundamental variables–the company’s trailing 12-month Earnings-Per-Share (EPS), the analyst consensus estimate of the company’s forecasted 12-month EPS, and the 30-year Treasury yield–to create a highly accurate reflection of a company’s fair value. Armed with these framework features, the ValuEngine Stock Valuation Model then calculates the ValuEngine proprietary “fair market valuation” for the stock.

The recent work of several Ivy League scholars provide the intellectual theory behind VE’s Stock Valuation Model.

Stock Valuation in Dynamic Economies, Bakshi, Chen, 2001.
A Generalized Earnings-Based Stock Valuation Model, Dong, Hirshleifer, 2004.
Stock Valuation and Investment Strategies, Chen, Dong, 2001.
Investing With a Stock Valuation Model, Chang, Chen and Dong, 1999.