Research Signals, originated from IHS Markit, offer a wide range of fully-integrated research and signal management services, with data standardized across indicators and regions. You can utilize these factors to complement a rich set of analytical tools that support sophisticated performance analysis, research, idea generation, portfolio exposure analysis, and bespoke model development.

This dataset includes:

• CDS to Equity Factors: Utilizes proprietary credit default swap pricing data to analyze company credit risk in the form of equity factors. The dataset contains four factors measuring risk, changes in risk, slope of the credit risk term structure, and the divergence between equity and credit market prices, which are primarily used for alpha generation and risk management.
• Dividend Forecast Factors: Utilizes forecasted dividends from the IHS Markit Dividend Forecasting dataset to produce yield, growth and payout ratio signals, covering global equities. The 8 factors in this suite measure dividend yields, forecasted growth rates, and dividend payout ratios using both normal and total (including special) dividend forecasts.
• Short Squeeze Model: The model is designed to predict short squeezes among stocks with high short interest. The multifactor model combines capital constraints indicators using our proprietary transaction-level securities lending data, allowing estimation of short position profit and loss, alongside news sentiment, event indicators, and trading volume signals to predict triggers of short covering.
• Short Sentiment Factors: Provides signals on short interest levels, borrowing costs, and lending supply levels and utilization on a daily basis. The suite of 11 factors, such as demand-supply ratio, implied loan rate, and active utilization, can be used to identify the negative sentiment of stocks that institutions are shorting.