ERS’s Alpha Algorithmics X-Factor™ (AA X-Factor™) produced the results below in 4 historic studies:
Alpha Algorithmics X-Factor™ – 3-Year Study
Average 1-year return: 31.5%
| Hold Period |
# of Co’s |
AA X-Factor™ Return |
S&P 500 Return |
| 3 Months | 50 | 12.5% | 1.4% |
| 6 Months | 48 | 17.8% | 2.8% |
| 9 Months | 39 | 27.3% | 5.4% |
| 1 Years | 34 | 31.5% | 8.4% |
| 1.5 Years | 21 | 55.6% | 8.7% |
Alpha Algorithmics X-Factor™ – 5-Year Study
Average 1-year return: 159.6%
| Hold Period |
# of Co’s |
AA X-Factor™ Return |
S&P 500 Return |
| 3 Months | 67 | 45.1% | 13.2% |
| 6 Months | 66 | 66.7% | 18.8% |
| 9 Months | 58 | 100.1% | 29.8% |
| 1 Years | 53 | 159.6% | 39.4% |
| 2 Years | 34 | 190.8% | 74.7% |
Alpha Algorithmics X-Factor™ – 10-Year Study
Average 1-year return: 123.1%
| Hold Period |
# of Co’s |
AA X-Factor™ Return |
S&P 500 Return |
| 3 Months | 78 | 36.5% | 11.1% |
| 6 Months | 77 | 52.4% | 16.0% |
| 9 Months | 70 | 79.4% | 25.0% |
| 1 Years | 65 | 123.1% | 33.3% |
| 2 Years | 45 | 143.4% | 60.5% |
Alpha Algorithmics X-Factor™ – 25-Year Study
Average 1-year return: 78.2%
| Hold Period |
# of Co’s |
AA 7™ Return |
S&P 500 Return |
| 3 Months | 194 | 20.4% | 3.9% |
| 6 Months | 193 | 35.8% | 8.7% |
| 9 Months | 187 | 54.7% | 14.8% |
| 1 Years | 185 | 78.2% | 21.3% |
| 2 Years | 169 | 117.2% | 33.3% |