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Factor Investing: How to Rank Stocks (Beginner Tutorial)

In this video, you’ll learn what a factor ranking system is — the core engine behind every quantitative and multi-factor investing strategy.
We’ll walk through how to rank stocks using Portfolio123, how to interpret factor scores, and how to backtest results using real examples like the S&P 500 and Microsoft.

You’ll see how factors such as value, momentum, quality, growth, and sentiment combine to build a complete multi-factor ranking system — and how you can use ranks to identify high-potential stocks in your own portfolio.

📊 What you’ll learn:
How a factor ranking system works (and why Fama–French models use this concept)
How to build and test a simple stock ranking screen
How to visualize rankings over time and find signals
How to backtest and select the top-ranked stocks

Timestamps
0:00 Intro – What is a factor ranking system?
0:20 How ranking drives multi-factor portfolios
0:30 Using Quick Rank in Portfolio123
0:40 Example: Ranking S&P 500 stocks by Price-to-Sales
1:12 Viewing ratios and industry averages
1:35 Checking historical ranks (2008 example)
1:50 From single-factor to multi-factor systems
2:05 Exploring Portfolio123 Core Combination model
2:25 Factor styles: Growth, Value, Momentum, Quality, etc.
2:26 Viewing factor weights and components
2:28 Time-series rank analysis – seeing ranks over time
2:32 Rank chart example with Microsoft
2:58 Importance of universe selection (S&P 500)
3:12 Visualizing ranking vs. price
3:22 Building a simple ranking screen
3:38 Selecting top-ranked stocks by Quality
3:55 Backtesting the ranking system (10-year test)
4:04 Filtering by rank threshold (≥95)
4:33 Adding rank improvement condition (4-week change)
5:03 Using rank momentum filters
5:06 Summary and what’s next
5:10 Preview: Building your own custom ranking system

Try it yourself:
Start building your own factor models today with a free sign-up at https://www.portfolio123.com/, the platform used by professional quants and universities worldwide.

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👉 Next video: How to research and build your own custom factor ranking system.

Disclaimer: This video is for educational and informational purposes only and does not constitute financial, investment, tax, or legal advice. Nothing in this video should be taken as a recommendation to buy or sell any security. Always do your own research or consult with a licensed professional before making any investment decisions. Past performance is not indicative of future results.