New model transforms sell-side forecasts into a globally consistent alpha signal using proprietary TrueBeats methodology
ExtractAlpha today announced the launch of its Analyst Model Global, an expansion of the Analyst Model, that delivers a globally consistent stock selection signal across the US, EMEA, APAC, and the Americas.
Analyst Model Global converts sell-side analyst forecasts into a predictive alpha signal by combining ExtractAlpha’s proprietary TrueBeats surprise predictions with detailed analyst revisions, ratings changes, and post-earnings announcement effects. The model spans earnings, fundamentals, and industry-specific key performance indicators, enabling investors to systematically identify mispriced expectations across markets.
Analyst Model Global historical long-short returns demonstrate consistent performance across global markets.
“Sell-side data contains valuable information, but much of it is lost when forecasts are treated equally,” said Vinesh Jha, CEO and founder of ExtractAlpha. “Analyst Model Global measures who to trust, what to weight, and when it matters—at a global scale.”
The model has demonstrated strong historical performance across regions, with top-minus-bottom decile portfolios generating approximately 25–30% annualized returns globally before transaction costs, including 24.9% annualized returns in the US since 2002. Performance has been positive across all years tested, with disciplined turnover and modest drawdowns.
Analyst Model Global is delivered daily before regional market opens and includes an overall signal, component scores, and underlying features to support transparency, customization, and integration into systematic and fundamental investment workflows.
A detailed white paper outlining methodology, global coverage, and historical results is available upon request.