A framework,
not a view.

Every market in the benchmark valued against its own economy. Every sector modelled the same way. Every company put through three unrelated disciplines. Published in full, every month.

Scroll

Most equity research begins with a company and works outward. This begins with the economy and works in, because that is where most of the answer lives.

The framework has run in its essentials for many years. What follows is all of it: the five macro factors and why each was chosen, the arithmetic that turns a model reading into a portfolio weight, the ten screens and the two things ranking costs you, and the four fundamental models built from the accounts. There is nothing withheld for the paid section, because a method you cannot examine is not a method, it is a claim.

1
Global model
23
Country models
11
Sector models
8×11
Allocation matrix
~1300
Companies modelled

Benchmark as at 08/Sept/2026. Every figure on these pages is current model output and moves when the models are re-estimated.

Where a share price comes from

The observation the whole framework is built on.

40%
The market

Which market a company is listed in explains more of its price movement than anything about the company.

30%
The sector

What it does, in global terms, rather than where it is domiciled.

30%
The company

The part most research spends all of its time on, and the smallest of the three for a large listed business.

The proportions are approximate and they shift as you move down the capitalisation scale. Read as a statement of where analytical effort should go for large global equities, they are hard to argue with, and almost universally ignored.

Four components

I

Econometric Country Models

Valuing a whole equity market against the economy underneath it.

Read the chapter
II

Econometric Sector Models

The same discipline applied sector by sector, and how the two become an allocation.

Read the chapter
III

Quantitative Screens

Narrowing thirteen hundred companies to the ones worth the accounting work.

Read the chapter
IV

Multiple Stock Models

Three unrelated disciplines, asked the same question about the same company.

Read the chapter

What happens each month

The whole chain, in order, with nothing running on cached results.

1
The benchmark is refreshed

Constituents and weights are taken from the MSCI World. Companies entering are added; companies leaving keep their models but are flagged so that they drop out of every benchmark calculation from the date they left.

2
Macro series are gathered from primary sources

National statistics agencies and central banks, per country. Where a series is stale, it is not used; a source that has stopped publishing is not a source.

3
Thirty five macro models are re-estimated

One global, twenty three country, eleven sector. Each produces a model value, a mispricing and a goodness of fit.

4
The matrix is rebuilt and reconciled

Weights must sum to the whole from both directions. If they do not, the run stops rather than publishing a matrix that does not add up.

5
Every company is re-scored

Econometric models, ten screens, four fundamental models, forensic panel, then the composite.

6
The analysis is written

Written commentary is generated for each card on each company page, and for the allocation as a whole.

7
The run is published and frozen

Each run is archived at its own permanent address, so a figure quoted in a document sent last month still resolves to the figures that document quoted.

Then the part that is not arithmetic.

Models are replicable. Anyone with the data and the patience can build them, and we would rather say so than pretend otherwise. What is not replicable is what gets written next to them: an explanation of where the models disagree, which reading the evidence supports, and what would have to change for the conclusion to change.

That is what the client area is for, and it is the only part of this that is not described in full above.

Enter the research

One of four. The others are built the same way.

I
23 markets
II
11 global sectors
III
ten ratios, every constituent
IV
Econometric Stock ModelsQuantitative ScreensFundamental Models
three tiers
Figures shown are current model output and change when the models are re-estimated. Prepared for information purposes only. Nothing here is investment advice, a solicitation, or an offer to buy or sell any security. Past performance is not a reliable indicator of future results.