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Analytics Data | Quantitative Analytics

StarMine Price Momentum Model

Quantitative analytics dataset for StarMine price momentum model signals and systematic analysis.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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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.

LDMS - LSEG Data Management Solution
Cloud-hosted data management and repository platform for commodities content. Supports loading and consolidation of LSEG, third-party, and proprietary data and delivers near-streaming and non-streaming datasets such as pricing, reference data, and fundamentals via a unified interface for integration and analysis.
  • Data formats:
    • CSV, XML, JSON, Text, Python, HTML, User Interface
  • Delivery methods:
    • Excel, Web Service, API, Cloud, Desktop
  • Minimum service frequency:
    • Daily
  • Service Frequency Description:
    • Updated every hour

All categories

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