Alpha Signals Suite
The Alpha Signals Suite is a comprehensive factor library built using a variety of proprietary data inputs. It combines traditional financial data from sources like Compustat® Financials and Capital IQ—offering quantitative fundamental factors—with alternative data themes, such as cybersecurity and social media indicators sourced through niche data partnerships.
Alpha Signals help users refine their strategies by boosting alpha or improving risk assessment. This suite provides data on Equities, ETFs and macro themes, but use cases extend beyond those asset classes.
The Alpha Signals Suite includes:
- Alpha Factor Library: Comprehensive library of 600 factors and over 60 composite style models for global equities covering various themes.
- Industry Factors and Models: Equity level information on equities sourced from financial statement footnotes, proprietary estimates data and data partnerships.
- Specialty Models: Provide additive information by leveraging proprietary S&P content sets and creating a unique complementary quantitative dataset.
- Dividend Forecasting Factors
- CDS to Equity Factors
- Short Sentiment Factors
- Bond to Equity Factors
- Cybersecurity Factors
- Institutional Ownership Factors
- Shipping Factors
- Short Squeeze Model
- Company Connections: Detailed Estimates
- Equity Risk Models: Provide risk forecasting and portfolio construction capabilities for short and medium-term horizons.
Vendor information
At S&P Global Market Intelligence, we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction.