Headquartered in Phoenix, Arizona, Sabrient Systems is an independent investment research firm offering quantitative research, multi-factor models, and “quantamental” stock portfolio selection that combines quantitative prescreens with fundamental research.
We use a fundamentals-based, quantitative approach to build powerful investment strategies for the creation of stock indices (tracked by ETFs), unit investment trusts (UITs), and other types of investable products for portfolio managers and fund sponsors.
These strategies are also used to create rankings and ratings on nearly 4,000 U.S.- listed equities, resulting in investor products for retail customers of brokerage firms, professional advisors, and private wealth managers.
In 2009, we published our first “Top Stocks” list which became our flagship product, the Baker’s Dozen Portfolio, an unmanaged, buy-and-hold portfolio that is currently reconstituted with a new portfolio every January.
In 2011, Sabrient acquired the fundamental business unit of independent equity research firm Gradient Analytics for its expertise in financial analysis and forensic accounting
In 2013 we began creating strategies for Unit Investment Trusts (UITs) which are packaged and marketed by First Trust Portfolios, LLC.
Also in 2013, we introduced the Earnings Quality Rank (EQR), our first product to combine Sabrient's quantitative power with the expertise of our subsidiary Gradient Analytics. EQR is used as an alpha factor in most of Sabrient’s models, rankings, strategies, and indexes
In 2019-2021, we introduced a number of new multi-factor models related to Growth, Value, Quality, Dividend, Momentum, Sentiment, Low-Volatility, and Size themes.
Sabrient has eight employees located in Scottsdale, Santa Barbara, Palm Springs, Seattle, and Austin.