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Our back-test was performed on our Accounting Risk Score, comprised of 25 separate accounting red flags. This was tested on the constituents of the Russell 1000 over a period of 12.5 years from 1.1.2013 to 6.30.2025. Our short basket was represented by high-risk stocks with a score of 9 or 10 and our long basket was represented by stocks with a score of 0 to 8.
Over the 12.5 year period, cumulative performance of the long basket was + 331%, while the cumulative performance of the short basket was + 121%. The long basket outperformed the short basket in 10 out of the 13 years.
Our machine intelligence helps Portfolio Managers to spot critical red flags hidden deep within the financial statements and governance disclosures.
Forensic Alpha uses proprietary machine intelligence to identify risks hidden deep within the financial statements and governance disclosures.
Forensic Alpha Limited
Level 39, One Canada Square
Canary Wharf
London E14 5AB
Forensic Alpha US INC
12 East 49th Street
New York
NY 10017
USA
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