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Sentiment & Fundamental Indicators

Data Feed by Valspresso

Added as Candidate: Oct. 31, 2019

Available for Testing
The data is available for testing in FactSet's Data Exploration product. It is in the review/onboarding process towards full availability.
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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
Business Services 520Securities2004
Consumer Cyclicals 580Securities2004
Consumer Non-Cyclicals 720Securities2004
Consumer Services 490Securities2004
Energy 820Securities2004
Finance 2,680Securities2004
Healthcare 1,840Securities2004
Industrials 1,050Securities2004
Miscellaneous 610Securities2004
Non-Corporate 110Securities2004
Non-Energy Materials 1,020Securities2004
Technology 1,740Securities2004
Telecommunications 330Securities2004
Utilities 210Securities2004
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 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.