Sabrient Indices

Since 2006 Sabrient has used its multi-factor, 100-percent-rules-based quantitative methodology to build a unique index franchise. Our nontraditional approach to index construction incorporates macroeconomic and micro-dynamic strategies that layer alpha generation on beta exposure to sectors, style boxes, and a variety of market niches. The result is a growing family of innovative indices, shown below.  Cap-specific and sector-specific indices are available for licensing.

Sabrient Defensive Equity Index

The Sabrient Defensive Equity Index is a large-cap index designed to achieve a superior risk-return during periods of weakness in the markets and/or the overall American economy, while still offering the potential for gains during periods of market strength and economic growth.

Sabrient Insider Sentiment Index

The Sabrient Insider Sentiment Index is an all-cap index designed to help markets incorporate significant insider information into stock valuation.

GARP Index

The Sabrient GARP 50 Index is an all-cap index that leverages Sabrient’s flagship Growth at a Reasonable Price model, which is based on forward valuation, consensus earnings growth expectations, the dynamics of recent analyst revisions, earnings quality, and the consistency and reliability of a company’s earnings history. Similarly, the Sabrient GARP-SMID Index applies the same model to a small-mid cap universe.

GARP-Dividend Index

The Sabrient GARP-Dividend Index is a multi-cap index that applies Sabrient’s flagship Growth at a Reasonable Price model, which is based on forward valuation, consensus earnings growth expectations, the dynamics of recent analyst revisions, earnings quality, and the consistency and reliability of a company’s earnings history, to a universe of solid dividend-paying stocks to deliver attractive growth & income (including a target dividend yield in excess of 4%).