Agathos Analytics

Agathos Analytics performs an analysis of financial markets an individual stocks. The research universe contains seven countries: Switzerland, USA, Japan, Eurozone, Great Britain, Australia, and Canada (sometimes referred to as ‘M7’).┬áTypes of analysis performed range from simple observation and ranking of stock performance within each country, to highly sophisticated, and proprietary methods of behavioural finance. Part of this work is shown here but the greater portion of detailed output is made available only through specific subscriptions.

Sample Market Profiles

The Agathos universe of stocks in each market is grouped into ten performance rank tiers. For each tier as well as the full Agathos universe the median price change is calculated and shown against the performance of the general market index.

This is done for a number of time frames, where the days from Friday to Thursday are defined as ‘week’.

  • 4 weeks
  • 52 weeks
  • 18 months

The public portion of M7 market profiles is found here.

Sample Market Breadth Analysis

The market breadth analysis is based entirely on 52-week price changes within each local stock universe. Plotted against the index are the performance of:

  • Median Stock Performance
  • Top Decile Performance (80% Quintile)
  • Bottom Decile Performance (20% Quintile)
  • Stocks Above 52 Wk Moving Average
  • Positive Momentum
  • Negative Momentum

The public portion of market breadth analysis for M7 markets is found here.

Sample AVA Quadrant Distribution

Close scrutiny of AVA ratings helps identify major turning points in equity markets.

The core of analytical work consists of the Agathos Vector Analysis (AVA), in which numerous indicators measure the dynamics of price changes across multiple time frames. Based on that data, each index (or stock) is rated as moving within one of 16 cycle stages. The stages are grouped into four quadrants:

  • Q1 (consolidating/basing, Stages 1, 2, 3, and 4)
  • Q2 (rising, Stages 5, 6, 7, and 8)
  • Q3 (consolidating/topping, Stages 9, 10, 11, and 12)
  • Q4 (falling, Stages 13, 14, 15, and 16)

In essence, cycle stages and quadrants describe specific constellations of potential reward, potential risk and the probabilities of either outcome.

The public version of AVA consist of monthly quadrant distribution of fixed samples of stocks in the M7 and is found here.