Current Product Descriptions

Recent Research Documents (pdf)

Where We Are Now: Earnings Momentum & Economic Profitability (July 2009)
A new measure of economic profitability that can be compared across time, companies, sectors, and industries.
Market Outlook: 12/31/2009
Our short-term bottom-up forecast of the markets using discounted cash flow, relative valuation, earnings, and insider transactions.
Quarterly Review 4Q2009
What happened in the economy and the markets.
EPS Momentum Ratio 1/1/2010
Our bottom-up evaluation of the changes in direction and speed of Earnings Per Share.
Earnings Surprise 12/31/2008
Our look back at the earnings surprises over the most recent 12 months.
Why Midcap? (Updated January 2010)
An update to the original Midcap alpha analysis
SAM Research - Why Midcap? (July 2005)
Why look at midcap as a separate allocation within or in addition to large cap? Because that is where the Alpha is!
Earnings Models Post-bubble (Update 12/04)
An update to the analysis of a unique time and market structure described below.
Earnings Models Post-bubble (12/03)
Earnings models of every kind worked perversely following the bursting of the Internet bubble. Read our analysis as to why because it could happen again!
Research Brief July 2004
An quick update to the article below looking back at all of the data for 2003 now available through 2Q 2004.
Research Brief Dec 2003
A look back at the performance of our stock selection models through the bursting of the bubble in 2000-2002 and the subsequent recovery in 2003.
SAM Research - Russell Index Simulation (12/2005)
Can the same investment process be applied to different benchmarks? This research brief describes how and the results.
Low Quality Leadership April 2006
When markets love the junk. Is there a method to the madness?

Current Product Descriptions

Recent Research Documents (pdf)

Document Archive