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Libra Apollo - the Smart Alpha Solution

Data Feed by Libra Investment Services

Added as Candidate: Jan. 28, 2019

Candidate Product
Candidate Definition
This product is in the review and/or onboarding process towards full availability. It is not currently available for purchase via FactSet.
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  • Understand the value of a stock at any given moment, as well as the fundamental factors that are driving that valuation. Identify trends over time and quantify the market risk appetite toward a company using Apollo’s proprietary set of signals and indicators.
  • Enhance existing investment models with Apollo’s unique approach to stock level valuation. Due to the systematic nature of their continuous time series stock level dataset, signals can also be aggregated cross-sectionally to create portfolio, sector or market indicators.
  • Incorporate valuable alternative data into any stock selection, risk management or portfolio construction process. Leverage Apollo’s proprietary signals or add their bespoke datasets to existing systems.
Feed Coverage
Region CountTypeStart Date
Europe 1,890Securities2000
Americas 2,180Securities2000
Asia 2,638Securities2000
Feed Details
Apollo is an asset pricing model that incorporates implied cost of capital to determine both the return opportunity and the risk of loss for over 6700 stocks worldwide. Updated daily, the dataset stretches back to 2000 and provides users with both estimated future cash-flows and the rate at which they’re being discounted. Factors such as style, rating, value, volatility, growth and potential alpha are used to create a proprietary stock level indicator. The dataset can also be used to create aggregate indicators at the portfolio, sector or market level.
Firm Information
Established in 2010, Libra is an award-winning London based FCA regulated advisory firm that runs a systematic equity valuation product. Based on their proprietary Apollo methodology that was first developed in 2004, their Smart Alpha solution offers a comprehensive dataset of daily stock level signals and indicators for global stocks. Libra provides both bespoke research content and customised data products to help institutional clients create a more effective investment process.