Key facts for StarMine Price Momentum Model
Coverage metric
Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
From 1998
Coverage count:
Legal entities - 39400 Public companies
Asset Class
Ordinary Shares, Equities
Delivery metadata
Data Frequency
Daily
Language
English
Delivery methods:
Excel, Deployed/Onsite Servers, API, Web Service, SFTP, Cloud, Desktop, FTP, Bulk, Snowflake, Website, RSS Feed
Data formats:
PDF, GZIP, XML, JSON, CSV, SQL, Text, Python, HTML, Bitmap, MPEG, User Interface, PCAP
Minimum service frequency
Daily
Overview of StarMine Price Momentum Model
Equity Momentum Signals
Advanced Momentum Model
• Measures momentum across multiple return horizons
• Combines stock and industry-level momentum signals
• Evaluates both trend strength and return consistency
• Delivers a comprehensive momentum score
Identify Market Leaders Early
Stronger Momentum Insights
• Enhances traditional price momentum approaches
• Helps identify persistent market trends earlier
• Improves responsiveness during market turning points
• Supports alpha generation through momentum signals
Built for Momentum Screening
Multi-Dimensional Analysis
• Combines short-, mid- and long-term price trends
• Incorporates industry momentum effects
• Accounts for consistency and volatility of returns
• Uses signal smoothing to reduce noise
Description of the dataset
- LSEG provides the StarMine Price Momentum Model to rank stocks by recent historical price performance. Our percentile-based scores help clients identify securities with stronger or weaker momentum relative to peers.
- We express the overall momentum signal on a 1-100 scale, where higher scores indicate stronger price momentum. LSEG enables an intuitive interpretation, where a score of 95 indicates stronger momentum than approximately 95% of comparable securities.
- Our headline StarMine Price Momentum score uses a regional ranking approach that compares a stock against others in its region. We also provide a global rank to support broader cross-market analysis.
- StarMine Price Momentum analytics from LSEG support screening, factor research, portfolio construction and risk monitoring. We help quantitative and fundamental investors incorporate a disciplined momentum signal into equity decision-making.
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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