ExtractAlpha, a leading provider of alternative data and analytics solutions, announces the launch of its Analyst Model, a revolutionary stock selection signal that leverages TrueBeats surprise predictions, analyst revisions and ratings, and industry-specific KPIs to deliver powerful alpha-generating insights using alternative data.
With annualized gross long-short returns of 24.9% and a Sharpe ratio of 4.17 for liquid U.S. equities, the Analyst Model combines accuracy with resilience. Unique to ExtractAlpha’s technology, the TrueBeats predictions are more accurate than standard consensus forecasts 60-75% of the time, delivering reliable direction and magnitude forecasting across EPS, sales, cash flow, dividends, and a wide range of industry KPIs. The Analyst Model also leverages trends in analyst forecasts across all of these items as well as changes in their ratings. The model’s minimal drawdown of -8.6% and daily turnover rate of 7.9% make it an ideal tool for institutional investors seeking precision without sacrificing stability.
“The Analyst Model is a natural extension of our flagship TrueBeats product, which has delivered accurate EPS and sales surprise predictions and alpha to our clients since its launch in 2021,” said Vinesh Jha, CEO of ExtractAlpha. “By expanding forecast coverage and enhancing features, we empower investors to improve their alpha and gain access to a comprehensive solution for sell-side sentiment.”
The ExtractAlpha Analyst Model is now available to institutional investors. For more information, please contact us.