StarMine Quantitative Models

Summary

Grounded in sound economic intuition and backed by rigorous analysis, the Thomson Reuters StarMine Quantitative Analytics models span sectors, regions, and markets to help you achieve higher returns.

Features and Benefits

The key to the StarMine approach is to build clearbox, alpha-generating models of observable market anomalies based on intuitive economic hypotheses.

With StarMine, you are adding a deep well of global expertise to your investment team.

For over 16 years, our financial researchers and analysts have developed a reputation for creating unique and profitable stock selection, credit and sovereign risk and economic prediction analytics and models.

StarMine has a long and proven track record in successful predictive modeling

Additional Content Info

How successful are the StarMine models?

The numbers tell the story: StarMine has a long and proven track record in successful predictive modeling – both short- and long-term, with on going performance reporting. We leverage factors that others overlook – and the result is simple: better Alpha generation.

Clear-box design is transparent and customizable

While our models perform well as formulated, they’re designed so you can see – and understand – the underlying analytics. You can use the final model ranks or the underlying component ranks as part of your quantitative process or use them to test your own hypotheses.

Discover more profitable opportunities

Today, no one can sit back and react to the market. You have to reliably predict what the market will do, where it’s headed, where the gaps fall and when the trends start. StarMine gives you a unique, proven way to see and seize these opportunities – often ahead of other market participants.

StarMine Quantitative Models are built using industry-leading content from Thomson Reuters

  • I/B/E/S Estimates
  • Reuters Fundamentals
  • Thomson Reuters Equity Ownership
  • Reuters News
  • StreetEvents Transcripts
  • Thomson Reuters Global Corporate Filings
  • Datastream
  • Datascope

The portfolio of StarMine Quantitative Analytics and Models

Analytics

StarMine Analytics are best-of-breed proprietary algorithms. These analytics lead to more accurate estimates and serve as powerfully effective inputs to both our own StarMine models, or to your privately developed models.

  • SmartEstimates
  • SmartEconomics

Classic Quantitative Models

These models provide robust stock selection factors that you can use as is, or in your own models. They output percentile ranks between 1 (lowest ranked stock) and 100 (highest). We rank the factors globally as well as by region, sector, and industry.

  • Analyst Revisions
  • Price Momentum
  • SmartGrowth and Intrinsic Valuation
  • Relative Valuation
  • Value-Momentum
  • Earnings Quality

Smart Money Models

The StarMine Smart Money suite of models leverages information about the actions of various groups of informed investors whose movements can predict changes in stock prices. We take into account the actions of a mix of firms and individuals, including financial institutions, short sellers, and corporate insiders.

  • Smart Holdings
  • Short Interest
  • Insider Filings

Credit and Sovereign Risk Models

Using a multi-pronged approach comprising several models, this suite quantitatively assesses and predicts credit risk and the probability of default. The default probabilities are also mapped to traditional letter grades and ranked to produce 1-100 percentile scores.

  • Structural Credit Risk
  • SmartRatios Credit Risk
  • Text Mining Credit Risk
  • Combined Credit Risk
  • Sovereign Risk

Product Delivery

Thomson Reuters Eikon

Thomson Reuters Eikon delivers a powerful combination of information,
analytics and exclusive news on financial markets – delivered in an elegant
and intuitive desktop and mobile interface.

Excel, HTMLWebsite, DesktopVaries

Thomson Reuters QA Direct

A deployed data management solution, QA Direct provides seamless access to
raw quantitative analytics content via Microsoft SQL or Oracle. Coverage
includes global equity, equity index, fixed income and CDS pricing, as well
as index constituents, fundamentals, estimates, ownership, economics and risk
models.

Excel, HTMLWebsite, DesktopDaily

Starmine Professional

All of the StarMine models are available for delivery via File Transfer
Protocal (FTP).

CSV, Flat FileFTPDaily