Analytics

StarMine Combined Alpha Model

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  1. Overview
  2. Features & benefits
  3. How it works
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An overview of StarMine Combined Alpha Model

The StarMine Combined Alpha Model (CAM) combines all available StarMine alpha models in an optimal, static, linear combination. The weights assigned to each model vary by region. StarMine CAM takes advantage of the fact that some regions, such as the US and Japan, are more value focused while in Developed Europe and Asia excl-Japan, momentum plays a larger role. The model intelligently handles missing data and makes use of all available models for a given security.

The StarMine models used in StarMine CAM are Analyst Revisions (ARM), Relative Valuation (RV), Intrinsic Valuation (IV), Price Momentum, Earnings Quality (EQ), Smart Holdings, Insider Filings (US only), and Short Interest (US only).

Key Facts 

  • Geographical coverage
    Global
  • History
    From 1998
  • Data format
    CSV
    Delimited
    GZIP
    JSON
    Python
    SQL
    User Interface
    XML
    Zip Archive
  • Delivery mechanism
    API
    Cloud
    Deployed/Onsite Servers
    Desktop
    Excel
    FTP
    SFTP
  • Data frequency
    Continuous
    Daily

Features & Benefits

What you get with StarMine Combined Alpha Model

  • StarMine CAM is StarMine’s best performing alpha model to date.
  • StarMine CAM combines all the available StarMine signals into one exceptionally strong multifactor signal.
  • StarMine CAM achieves superior performance over any of the individual models used as inputs.
  • StarMine CAM also outperforms the other StarMine combination model, StarMine Valuation-Momentum, which combines the StarMine momentum models (Analyst Revisions Model and Price Momentum) with the StarMine valuation models (Intrinsic Valuation and Relative Valuation).

RELEVANT USE CASES

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How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

DETAILED DATA SUPPORT

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