One score for the health of a stock

A scale from -5 to +5

Every score is a whole number. Zero is the neutral baseline of an average market performer; the further a score sits from zero, the more clearly the signals point in one direction. Five bands name the ranges.

Critical-5 to -3

The signals weigh heavily against the stock.

Fragile-2 to -1

More signals point down than up.

Stable0

The signals balance out, in line with an average market performer.

Strong+1 to +2

More signals point up than down.

Very Strong+3 to +5

The signals line up clearly in the stock's favor.

What goes into it

Our models read over 30 signals from five categories, weigh them against each other and condense them into the score. They build on the same professional market data Ultramarin uses to manage institutional portfolios.

Fundamentals

Cash profitability, valuation multiples, balance sheet strength, and growth metrics.

Technical Indicators

Momentum, volatility patterns, mean reversion signals, and trend analysis.

Analyst Estimates

EPS revision trends, earnings estimate upgrades and downgrades, consensus shifts.

Earnings Calls

NLP-driven sentiment analysis, linguistic complexity, and positivity scoring from transcripts.

Short Sentiment

Short seller concentration, borrowing cost dynamics, and crowded-trade indicators.

How to read it

It starts at zero

Each score starts at 0, the neutral baseline of an average market performer, and is adjusted upward or downward by the core drivers the models find.

It ranks, it does not predict a price

The Health Score is a relative ranking within a stock's universe, not a price target. A high score says the signals favor the stock relative to the rest of its universe today, not how far its price will move.

It shows its reasons

Every score comes with a transparent breakdown of the drivers behind it, grouped by signal category, so you can check it against your own view of the company.

It is updated every day

The models re-evaluate every covered stock each day as new market data arrives. Each model is trained for a specific forecast horizon, which is shown alongside every analysis.

Does it work?

We test the score with simulated portfolios formed from its bands. Over the backtest window, the top-rated band returned +78.4%, against +51.4% for all stocks in equal weights. The result is simulated, not a promise of future returns.

What it is not

Since there are no absolute certainties in the market, Shyller deliberately refrains from simplistic buy or sell recommendations. The Health Score is a model-based assessment that subjects your own hypotheses to a data-driven reality check, not a recommendation to buy or sell a security. Shyller provides information and analysis for educational purposes only; investment decisions remain your own.