Analytics

StarMine Insider Filings Model

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

StarMine's Insider Filings Model US uses insider holdings and insider trades to determine the overall sentiment of insiders towards their company. Insider purchasing reflects bullish sentiment while insider selling reflects bearish sentiment. A score of 1-10 is a bearish indicator and a score of 91-100 is a bullish indicator.

The model considers insider sentiment along three dimensions: agreement among insiders regarding acquiring or disposing of stock ("Net Buyer Ratio"); amount of purchasing ("Buying Depth"); and amount of selling ("Selling Depth"). Each company receives a 1-100 for each of those three components. The final score combines those three components to rank companies on a 1-100 scale. The StarMine Insider Filings Model US currently only scores US companies.

Key Facts 

  • Geographical coverage
    United States
  • History
    From 1998
  • Data format
    CSV
    JSON
    Python
    Text
    User Interface
    XML
  • Delivery mechanism
    API
    Desktop
    Excel
    FTP
    SFTP
  • Data frequency
    Continuous
    Daily

Features & Benefits

What you get with StarMine Insider Filings Model

  • Insider model exploits the information advantage of insiders to predict future stock performance while maintaining a low correlation to all other standard quantitative factors.
  • Insider Filings Model has been specifically formulated to succeed in the post-Sarbanes-Oxley regime, where it outperforms a basic insider trading model by 2.3% annually on a decile spread basis.

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.

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