Welcome To The Piper Sandler Portfolio Strategy Portal!
Our Strategy Portal is a complement to the team’s research product. The portal provides interactive, under-the hood analysis of what is driving market trends below the surface. In addition, the portal includes a myriad of “outside-the-box” risk-management and stock-selection tools for investors with any mandate.
If there’s something specific you’re looking for that’s not listed or if you have any questions or suggestions, please reach out to us at strategy@psc.com. We love to hear feedback!
Monitoring the Markets: Dashboards
Visit our live dashboards for an under-the-hood look at global markets and economic data.
- Earnings Dashboard
- Factor Dashboard
- Chartbook
- LEI Dashboard
- Model Dashboard
- Dividend Dashboard
- What's Priced In
- Global Dashboard
- Ownership Dashboard
Our Earnings Dashboard includes must-see tables and charts for investors throughout earning season. The EPS dashboard includes progress reports, EPS estimate data, sector and style breakdowns and more.
Our Factor Dashboard is an interactive website that allows you to look at sector-neutral factor performance from various perspectives. It provides daily updates to factor performance for several market indexes and for each individual sector. The dashboard also shows how factors interact with each other and how correlations amongst factors change over time.
The Portfolio Strategy Chartbook presents the latest performance data (updated daily) for size, style and sector universes to help investors easily see what is driving market performance within their mandate.
Our LEI dashboard allows clients to easily monitor the macroeconomic and market series we deem to be leading economic indicators.
Our Model Dashboard is an interactive tool that allows you to dig deep into our quantitative models. The tool allows you to interactively screen for stocks with specific rankings for a given model, see how stock rankings have changed over time, and understand the underlying reasons behind your stocks’ rankings. Ranking data is updated weekly and model performance is updated daily.
Our Dividend Portal tracks companies that have raised and cut dividends. The portal includes the Ability-to-Sustain screen which identifies stocks that are most at risk of cutting their dividends based on potential inability to cover payments with cash flow.
Click here to read our primer report.
The “What’s Priced In” dashboard tracks the performance of stocks most/least sensitive to various macro variables (i.e., PMIs, CPI, rates, etc.). It evaluates analysts’ 12-month price targets for those baskets of highly correlated stocks to determine what level is “Priced In” for the macro variables in 12 months.
Click here to read our primer report.
Our Global Dashboard tracks a whole host of economic and market data in major markets around the globe. Use this dashboard to track PMIs, earnings, style, sector and factor performance within individual countries and regions. It also contains up-to-date screens for our quantitative models in each country.
Click here to read our primer report.
The “Ownership” dashboard allows investors to monitor the performance of stocks that are most owned by different types of investors. Each chart looks at the top decile (150 stocks) from the S&P 1500 for each category of ownership, from various types of institutions to retail investors.
Click here to read our primer report.
Portfolio Risk Management Suite
Our Portfolio Risk Management Suite keeps investors abreast of the macro risks and exposures in their portfolios.
Our Macro Aware suite helps investors better understand the macro sensitives of their portfolios and interest lists. The tools calculate correlations of stocks, industries, and ETFs to over 60 macroeconomic variables. In addition, this excel-based suite includes factor and performance analytics.
Click Here For A Video Walk-Through
The Macromentals Suite looks at how correlated stock fundamentals (i.e. margins, earnings or revenues) are to key macro variables. The tools calculate 5-year correlations to over 60 macroeconomic variables (i.e. CPI, PMIs, Rates, Etc.).
The Foreign Sales Barometer identifies stocks with high and low revenue exposure to foreign countries. This barometer allows investors to see how their portfolio’s foreign exposure compares to a chosen benchmark.
The Factor Screen is a screening tool that allows investors to identify the stocks that best embody various factor traits. The interactive tool allows investors to select a factor and see which stocks fall into each decile.
Click here to download the latest screen.
The Event Study Suite allows investors to see how markets behaved in historical episodes such as peaks in the ISM, troughs in inflation, Fed pivots, etc. Clients can also see custom analysis by pasting in dates of their choosing to see how markets behaved before and after those dates.
Quantitative Stock Screens
Our stock screens offer frequently updated lists of stock rankings to help navigate various equity investing themes.
- Model Highlights
- Macro Select
- Sell Model
- F Score
- G Score
- Ability To Sustain
- Market Cycle
- Credit Model
- Accounting Quality
- All Seasons
The Model Highlights file allows clients to evaluate their current holdings and/or screen for new names through both a macro and a micro lens. The file includes summary data for three of our most popular tools: 1. Our Macro Select (long model), 2. the Sell Model and 3. our Macro Aware Analysis. Our highest conviction long ideas are stocks that rank well in the Macro Select model (i.e. decile 1,2) that are ALSO negatively correlated to the US PMI. Our highest conviction short ideas are stocks that rank poorly in the Sell Model (i.e. 10s, 9s) that are ALSO positively correlated to the US PMI.
Click here to download the latest screen.
The Macro Select portfolio is a model positioned to include the stocks we determine to have factor characteristics that are best poised to outperform in the prevailing economic backdrop.
Click here to download the latest screen.
The Sell Model targets stocks most at risk of underperforming. It is a sector-neutral ranking system (i.e. sector neutral) with the goal of identifying stocks with the most red flags relative to their peer group. It targets asymmetric risk, which means that it helps to specifically identify underperformers, as opposed to simply flagging the worst-ranked stocks for a long model. The Sell Model has an impressive track record of isolating stocks that perform poorly.
Click here to read our primer report.
Click here to download the latest screen.
Value investors can look to the F-Score developed by Joseph Piotroski to identify stocks that are high or low quality within the Value universe. Coupling the F-Score with valuation is a way to identify potential value traps and identify high quality stocks with strong fundamentals.
Click here to read our primer report.
Click here to download the latest screen.
Growth investors can look to the G-Score developed by Partha Mohanram to identify stocks that are high or low quality within the Growth universe. This model is often thought of in a similar vein to Piotroski’s F-score model for the Value universe. Look to the G-score to highlight potential outperformers and also potential Growth torpedoes.
Click here to read our primer report.
Click here to download the latest screen.
Dividend investors can look to the Ability-to-Sustain ratio to reveal a company’s ability to maintain its dividend payouts in the future. Over time this factor has provided significant outperformance when compared to high dividend investing alone.
Click here to read our primer report.
Click here to download the latest screen.
The Market Cycle model is a rotational stock-selection model that transitions between baskets of stocks primed to outperform during the prevailing business cycle phase.
Click here to download the latest screen.
The Credit Model identifies potential changes in company credit ratings before they happen.
Click here to download the latest screen.
The Accounting Quality model evaluates earnings quality based on the conservatism of its reporting. The model is an amalgamation of six diverse metrics for measuring conservatism or aggressiveness in accounting.
Click here to read our primer report.
Click here to download the latest screen.
The All Seasons model targets stocks that are likely to perform well regardless of the economic backdrop. The model is based on the Market Cycle Model and it EXCLUDES stocks that are determined to be either highly risk-off or highly risk-on.
Click here to download the latest screen.
Supplemental Resources
Here you can find a selection of resources that help get better acquainted with our research process.
Our Field Guide to Macro & Markets offers a refresher on an assortment of investment topics, ranging from the basics of economic data to more advanced topics like portfolio construction and factor positioning around the business cycle.
Click here to check out the guide.
Our Field Guide to Factors offers a walkthrough to using factors in the investment process, from understanding the basics of factor portfolio composition to using factors to invest around the business cycle.
Click here to check out the guide.
Our Field Guide to the Strategy Portal walks through key highlights of our portal, broken out by investor type.
Click here to check out the guide.
Investment Outlook
Below you’ll find our latest investment outlook summary
As always, please feel free to reach out to us at strategy@psc.com if you’re looking for something specific or have any research requests or general feedback for the Strategy team. Thanks!
| Michael Kantrowitz, CFA | Stephen Gregory | Emily Needell, CFA | Joe Ramirez, CFA | Dan Nivasch |
| (212) 257-4971 | (212) 257-4972 | (212) 257-4974 | (212) 257-4975 | (212) 257-4976 |
| michael.kantrowitz@psc.com | stephen.gregory@psc.com | emily.needell@psc.com | joe.ramirez@psc.com | dan.nivasch@psc.com |