Fact Sheet
Analyst Model Global
The ExtractAlpha Analyst Model Global is a stock selection signal that transforms sell-side analyst data into a consistently predictive alpha factor. It combines proprietary surprise predictions, detailed analyst revisions, and analyst rating changes across key financial and industry-specific metrics.
Powered by our TrueBeats methodology, the model systematically outperforms simple consensus-based approaches across regions and market environments.
Key Features
- TrueBeats Surprise Prediction
Predicts the direction and magnitude of surprises across EPS, sales, cash flow, dividends, and industry-specific KPIs using skill-weighted and recency-weighted analyst forecasts. Also incorporates time series trends and earnings management features such as guidance - Analyst Revisions
Incorporates broker-level estimate changes across all forecast items and future fiscal periods, preserving information lost in aggregated consensus data - Analyst Ratings & Price Targets
Leverages changes in recommendations, price targets, and target-price-to-price ratios to capture shifts in analyst conviction - Global Coverage
Available across the US, EMEA, APAC, and Americas ex-US, with region-specific model calibration to reflect local reporting practices
Applications
The Analyst Model Global supports systematic and fundamental investment workflows, particularly around earnings events, where it captures both pre-announcement expectation gaps and post-earnings drift. Clients receive an overall score, component values, and underlying features for every stock on a daily basis, enabling customization and integration into existing processes.
For more details or to request the white paper, please contact us.