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Sentiment & Fundamental Indicators

Data Feed by Valspresso

Added as Candidate: July 10, 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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Highlights
  • 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 CountTypeStart Date
Basic Materials 815Securities2003
Capital Goods 244Securities2003
Conglomerates 29Securities2003
Consumer Cyclical 849Securities2003
Consumer/Non Cyclical 436Securities2003
Energy 783Securities2003
Financial 2,146Securities2003
Healthcare 1,664Securities2003
Industrials 721Securities2003
Services 1,101Securities2003
Technology 1,877Securities2003
Telecommunication Services 88Securities2003
Transportation 111Securities2003
Utilities 184Securities2003
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.