Sabrient Insider/Analyst Quant-weighted Indexes
"Insiders might sell their shares for any number of reasons,
but they buy them for only one:
they think the price will rise"
Peter Lynch
Former Manager of the Magellan Fund
Index Performance
White Paper
The
Sabrient Insider/Analyst Quant-weighted Indexes
include two quantitatively-weighted indexes, each comprising approximately 100 publicly traded companies that reflect positive sentiment among those "insiders" closest to a company’s financials and business prospects, such as top management, directors, large institutional holders, and the Wall Street research analysts who follow the company.
The indexes are rebalanced monthly.
The
Sabrient Multi-cap Insider/Analyst Quant-weighted Index (SBRQAM)
requires that its consitutents be a member of the S&P 1500 Index.
The
Sabrient Large-cap Insider/Analyst Quant-weighted Index (SBRQAL)
requires that its consitutents be a member of the S&P 500 Index.
SBRQAM is tracked by the
Direxion All Cap Insider Sentiment Shares
(NYSE Arca: KNOW).
SBRQAL is tracked by the
Direxion Large Cap Insider Sentiment Shares
(NYSE Arca: INSD).
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