One of the most frequently studied issues in financial research is the predictability of stocks. Finding a functioning forecasting model not only seems to challenge the efficiency market hypothesis, which is significant for stock predictions, but also enables profitable investments in the capital market. The forecasting models used often rely on multifactor models, while scoring models represent an alternative. Scoring models originate from decision theory and thus have no direct connections to capital market topics. This study examines the predictive ability of scoring models using aggregated information signals for the German stock market.