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Alpha Factor Library

Identify new sources of alpha with the Alpha Factor Library -- the first of its kind built using our Global Point-in-Time databases. The Alpha Factor Library facilitates the construction of investment screens and candidate lists from a catalog of proven stock selection signals.

Overview

Analyze top-down macroeconomic regimes and what is working across 94 countries, drill down into industry-specific signals and trends, and quickly incorporate ideas into your fundamental and quantitative portfolio construction processes. With a focus on new and novel datasets, our teams of experienced researchers expand your field of vision to the cutting edge of alpha generation.

Access over 500 stock selection and industry-specific signals spanning seminal academic literature and the latest practitioner expertise, coupled with S&P Global Market Intelligence’s Quantamental Research articles. Complete global coverage for over 40,000 securities in 94 countries, including both Developed & Emerging Markets and country specific universes.

In addition to the Alpha Factor Library, S&P Global Market Intelligence’s Quantamental Research team has developed a variety of robust data feed solutions for direct integration into your portfolio construction process. The feed is available in a customized format deliverable by FTP or in a predefined database structure available in Xpressfeed.

Identify new sources of alpha

Key Features

Updated daily to determine what is working currently and historically.
Market Snapshot
The market snapshot feature provides global perspective allowing you to compare investment styles and signals worldwide.

Compare the strength and consistency of each signal across all economic sectors, S&P Dow Jones Indices, and Russell Indices.

Quickly query across the entire factor library and build user-specific reports with robust screening.
Compare investment styles and signals worldwide.
Country Monitor
Unique heatmap enables you to quickly explore investment styles and global signals.

Slice and dice into detailed performance matrices with multiple dimensions.

Upload proprietary factors and create custom multi-factor models through a private factor library interface.
Overlays factor performance into macro-economic and market context.
Regime Monitor
The Alpha Factor Library's unique regime monitor tracks over 40 economic, market, political, and regulatory regimes, allowing you to quickly determine which stock selection signals have the strongest performance in every regime.

Determine which stock selection signals perform best in every regime.

Easily compare and contrast the current environment with historical regimes.

Understand trends in factor performance around inflection points.

Key Features

Market Snapshot
The market snapshot feature provides global perspective allowing you to compare investment styles and signals worldwide.

Compare the strength and consistency of each signal across all economic sectors, S&P Dow Jones Indices, and Russell Indices.

Quickly query across the entire factor library and build user-specific reports with robust screening.
Country Monitor
Unique heatmap enables you to quickly explore investment styles and global signals.

Slice and dice into detailed performance matrices with multiple dimensions.

Upload proprietary factors and create custom multi-factor models through a private factor library interface.
Regime Monitor
The Alpha Factor Library's unique regime monitor tracks over 40 economic, market, political, and regulatory regimes, allowing you to quickly determine which stock selection signals have the strongest performance in every regime.

Determine which stock selection signals perform best in every regime.

Easily compare and contrast the current environment with historical regimes.

Understand trends in factor performance around inflection points.

Try our platform.

Our products turn data into actionable insights -- and give you an edge on the competition.