Gain access to 20+ years of comprehensive estimates and statistics on a wide variety of financial statement items as well as industry specific metrics. Updated intraday, FactSet’s consensus estimates are aggregated from a wide base of contributors and cover over 19,000 active companies across 90+ countries. Data Frequency: Quarterly; Update Frequency: Intraday.
- Leverage proprietary implementations of well-established drivers of returns to obtain results that are more effective, robust, and institutionally investable than most other models. Investment professionals can integrate this unique data into existing models to add alpha.
- Rely on a model designed to generate positive risk-adjusted returns in all types of stocks with reasonable turnover. MAER’s model construction avoids the tendency to rely on very small, illiquid, or highly volatile stocks to generate favorable results on paper.
- Gain broad global coverage of 5,800+ stocks in both developed and emerging markets that meet the following investment criteria: (1) market capitalization of at least $200 million for US stocks and $500 million for non-US stocks, (2) at least 3 analysts reporting estimates for each of the next two fiscal years, and (3) Three-month average daily trading volume of at least $2 million/day.
- Feed Coverage
Region Count Type Start Date United States 2,430 Securities 2003 Canada 200 Securities 2003 Developed Europe (Incl UK) 940 Securities 2003 Developed Asia 970 Securities 2003 Emerging Markets 1,270 Securities 2003
- Feed Details
- MAER, the Monitor of Analysts' Earnings Revisions, is a proprietary multi-factor equity ranking model. Updated monthly, it incorporates trends in analyst estimate revisions, price action and valuation to rank stocks globally with an intermediate-term (1-3 month) forecasting horizon.
- Firm Information
- Mill Street Research is a boutique consulting and research company focused on providing high quality, independent Global Portfolio Strategy research to their clients. The firm provides proprietary quantitative data and rankings as well as tools and commentary to help institutional investors make better asset allocation and stock selection decisions. Mill Street also offers customized work and special research projects for clients.
- Documentation/Additional Information
- MAER: A multi-factor approach to stock selection
MAER product video