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.
- 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 Business Services 520 Securities 2004 Consumer Cyclicals 580 Securities 2004 Consumer Non-Cyclicals 720 Securities 2004 Consumer Services 490 Securities 2004 Energy 820 Securities 2004 Finance 2,680 Securities 2004 Healthcare 1,840 Securities 2004 Industrials 1,050 Securities 2004 Miscellaneous 610 Securities 2004 Non-Corporate 110 Securities 2004 Non-Energy Materials 1,020 Securities 2004 Technology 1,740 Securities 2004 Telecommunications 330 Securities 2004 Utilities 210 Securities 2004
- 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.
- Documentation/Additional Information
- Webcast: Valspresso - Market Risk Mitigation
- At a Glance
- Valspresso Sentiment & Fundamental Indicators
- 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.