Gain access to current, comprehensive, and comparative information on securities in worldwide developed and emerging markets. Composed of annual and interim/quarterly data, detailed historical financial statement content, per share data, and calculated ratios, FactSet Fundamentals provides you with the information you need for a global investment perspective. Data Frequency: Quarterly; Update Frequency: Intraday.
This product is in the review and/or onboarding process towards full availability. It is not currently available for purchase via FactSet.
- Leverage innovative indicators and intelligent technology to identify under- or over-valued securities. Valspresso’s patented measurement method quantifies the market’s price sentiment for every U.S. stock. Their Automated Stock Analyst performs deep fundamental analysis to provide meaningful, actionable insight into a stock’s current price.
- Build persistent alpha-generating strategies based on one of Valspresso’s proven predefined templates or customize a baseline strategy to create your own model portfolios. Easily evaluate historical performance back to 2004.
- Seamlessly integrate indicators and signals into new or existing trading strategies. Better adapt to market conditions and manage portfolio risk by leveraging the model’s predictive factors.
- Feed Coverage
Sector Count Type Start Date Basic Materials 815 Securities 2003 Capital Goods 244 Securities 2003 Conglomerates 29 Securities 2003 Consumer Cyclical 849 Securities 2003 Consumer/Non Cyclical 436 Securities 2003 Energy 783 Securities 2003 Financial 2,146 Securities 2003 Healthcare 1,664 Securities 2003 Industrials 721 Securities 2003 Services 1,101 Securities 2003 Technology 1,877 Securities 2003 Telecommunication Services 88 Securities 2003 Transportation 111 Securities 2003 Utilities 184 Securities 2003
- Feed Details
- Valspresso’s data feed empowers subscribers to design and deploy persistent alpha-generating strategies. Valspresso’s proprietary technology and patented methods make it easy for quants, analysts, and portfolio managers to integrate proven indicators and signals into new or existing trading strategies with the objective of reducing risk and improving returns. Historical values are available from 2004 to 20018 along with an example use case that clearly demonstrates how the Valspresso data can deliver higher alpha and lower beta, consistently. The signals for the use case strategy are available for subscribers to independently reproduce the results and perform their own analysis.
- Firm Information
- Valspresso is a financial technology and investment strategy development firm based in Reston, Virginia. Two decades of research and innovation culminated with the grant of a U.S. patent for producing sentiment data, and the development and deployment of a suite of rules-based artificial intelligence software applications to automate the entire asset management process - from analysis to portfolio constructions to trade execution - with a clear objective: reduce risk and improve returns.
- Additional Research
- Video - Gain insights into how and why Valspresso’s indicators work to produce alpha-generating strategies.
Fact Sheet - Download our one page description of the sentiment and fundamental indicators data feed product.
White Paper - Dive deep into the technical details of the indicators and the research behind them as well as how to build strategies.