Key facts for StarMine Combined Alpha Model
Coverage metric
Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
From 1998
Coverage count:
Legal entities - 39100 Public companies
Asset Class
Ordinary Shares, Equities
Delivery metadata
Data Frequency
Continuous
Language
English
Delivery methods:
Excel, Deployed/Onsite Servers, API, Web Service, 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
Continuous
Overview of StarMine Combined Alpha Model
BUILT FROM COMBINED ALPHA MODELS
Smart Factor Integration
- Combines multiple proven StarMine alpha models.
- Tailors factor combinations to regional market dynamics.
- Improves signal robustness through factor diversification.
- Intelligently manages missing data to maximise coverage.
IDENTIFY EQUITY OPPORTUNITIES
Stronger Alpha Insights
- StarMine's best-performing alpha model to date.
- Identifies diversified sources of alpha in one model.
- Enhances predictive power beyond standalone signals.
- Combines complementary sources of predictive insight.
MULTI-FACTOR ALPHA SIGNALS
Unified Multifactor Alpha Model
- Combines StarMine's leading quantitative equity signals in a single framework.
- Integrates valuation, momentum, quality and smart money factors.
- Applies regionally optimised weighting methodologies.
- Delivers a single, comprehensive alpha score.
Description of the dataset
- LSEG delivers the StarMine Combined Alpha Model to bring together multiple StarMine alpha signals in a single optimised ranking framework. We apply a static linear combination of available models, with regional weights calibrated to reflect differences in market behaviour.
- Our approach recognises that value, momentum and other alpha drivers can vary by region. LSEG adjusts model emphasis across markets such as the US, Japan, Developed Europe and Asia excluding Japan to support more relevant security rankings.
- We combine signals from StarMine models including Analyst Revisions, Relative Valuation, Intrinsic Valuation, Price Momentum, Earnings Quality and Smart Holdings. LSEG also incorporates Insider Filings and Short Interest where available for US securities.
- We handle missing inputs intelligently so clients can use the strongest available signals for each security. LSEG provides a consolidated alpha view designed for screening, portfolio construction and quantitative investment workflows.
Accessing the dataset
This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.
All categories
