AIQ research methodology

How the AIQ Score is built

The composite uses four factors on a 0–100 scale. The implemented base weights are fixed at 25% Momentum, 30% Value, 30% Quality and 15% Risk Resilience. SentimentPulse and timing signals are reported separately and are excluded from the composite.

Composite = sum of available factor scores × their weights, divided by the sum of those available weights. Factor construction and inputs can differ between stocks and ETFs; a fund should not be interpreted as an operating company.

Worked example — illustrative, not a live ticker

Momentum 80, Value 60, Quality 70 and Risk Resilience 50 produce: (80 × 0.25) + (60 × 0.30) + (70 × 0.30) + (50 × 0.15) = 66.5.

If Value is unavailable, the remaining weights total 0.70. The same other factors yield 48.5 ÷ 0.70 ≈ 69.3. That increase reflects changed coverage, not improved company evidence. Missing factors must be considered alongside the score. Some upstream paths can emit a neutral fallback when all factors are absent; a neutral number alone is not proof of coverage.

Factors can disagree

A security can have strong Quality and weak Momentum. Read the supporting and conflicting factors together. These dimensions are not guaranteed to be statistically independent. Momentum does not establish institutional accumulation, and a Quality score does not establish a leading indicator of price performance.

AIQ Edge and state labels

AIQ Edge is a separate 1–10 relative measure. Peer calculations can use sector and capitalization cohorts, smoothing and coverage safeguards; fallback paths may use a score-derived proxy. Check the displayed cohort and coverage before treating an Edge value as a precise peer rank. It is not a return estimate.

Market and signal state labels have their own rules and versions. A newly observed trigger differs from a condition that remains active. An AIQ score change is a proprietary state change, while a ranked opportunity list describes the current cohort.

Updates, history and comparison windows

Research uses scheduled data snapshots. Read each module’s data-through date, comparison date and coverage; the date this reference was reviewed is not a market-data timestamp. Sources may update at different times.

Daily comparisons require the prior eligible trading session. Missing history is unavailable, not a zero change. Weekly comparisons and changes in cohort membership must retain their actual windows. Model changes, corrections and missing observations can affect comparability.

Limitations

Coverage, stale inputs, corporate actions, revisions, liquidity and asset-specific inputs can affect results. Scores summarize the implemented model rather than intrinsic value or personal suitability. Descriptive research does not establish causality, a future-return advantage or a backtested strategy.

Source attribution

AIQ scores, state classifications and research summaries are derived by AlgovestIQ from financial, price, technical, macro and news inputs. Refer to the individual research page for available source dates and evidence. Provider coverage and publication timing vary. A citation to AlgovestIQ does not grant permission to redistribute underlying third-party datasets.

Inspect current evidence

Citations and corrections

Cite “AlgovestIQ Research”, the research page title, its canonical URL and the data-through date. State the metric and comparison window. Live pages change; use a dated study with retained evidence when citing a historical finding.

For a correction, include the page URL, symbol, observation date and the disputed value at [email protected]. Corrections should preserve the distinction between a source revision and a methodology change.

Reference history

September 4, 2026: canonical methodology reference introduced; fixed factor weights, missing-data normalization, separate sentiment/timing and evidence limitations clarified. This is a documentation revision, not a scoring-model change.