ICX 3000 LIVE
Databases and systems are designed for researchers and model builders to make predictions and are functional for portfolio managers.
We collect and prepare the data the week before quarter end. The data is expectational and includes vendor predictions such as Value Line. Universe is set on market cap at the time.
- No look forward bias
- No success bias
- No survivor bias
- No backfill bias
- No selection bias
- No missing companies
- At-the-time data
ICX 3000 Live
The ICX 3000 Live Database is ZPR's investment decision-making tool for predictions. It simulates the true investing information environment which existed at the time. The membership of the ICX 3000 Live Database is set quarterly to include the 3,000 largest companies by market capitalization. We include the entire S&P 500 Index, the Mid Cap 400 Index and we flag the Small Cap 600 Index members that satisfy ZPR's universe requirements. ZPR excludes companies from the ICX 3000 Database if they are foreign, REITs, Trusts, Limited Partnerships, ADRs, and Closed End Funds.
We have over 80 methodologies consisting of many vendors (Value Line, Zack's Indicator, Columbine data, etc.) and other more traditional investment variables (Return On Equity, Estimate Revisions, Price/Book, etc.). In addition to these methodologies, ZPR has created composite models of investment methodologies including the ZPR Momentum Model. All methodologies for decision-making are available for clients either as actual at the time data or in a transformed uniform quintile ranking format (ranking 1 through 5, 1 is the best and 5 is the worst).
ZPR can easily construct a new universe within the ICX 3000 Database if client desires. We can also back test any specific investment strategy you might have.
The ICX 3000 database is available quarterly from December 31, 1985. It is available on the internet using the ICX Browser.