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 1. 
 2. Datasets
 3. Alpha Factor Library


ALPHA FACTOR LIBRARY

Analyze top-down macroeconomic regimes, drill down into industry specific
signals and trends and quickly incorporate ideas into fundamental and
quantitative portfolio construction processes.

 * Access over 500 stock selection and industry-specific signals spanning
   seminal academic literature and the latest practitioner expertise, coupled
   with S&P Global Market Intelligence’s Quantamental Research articles.
 * Leverage complete global coverage for over 40,000 securities, including both
   Developed & Emerging Markets and country specific universes.
 * Robust screening enables users to quickly query across the entire factor
   library and build user specific reports.
 * Compare the strength and consistency of each signal across all economic
   sectors, S&P Dow Jones Indices, and Russell Indices®.
 * Allows users to upload their own factors and create custom multi-factor
   models through a private factor library interface.


VENDOR INFORMATION

S&P Global Market Intelligence is a leading provider of financial and industry
data along with research and news tools that help track performance, identify
investment ideas, understand industry dynamics, perform valuations and assess
risk. Investment professionals, government agencies, corporations and
universities globally can gain the intelligence essential to making business and
financial decisions with conviction.
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SUPPORT

 * User Guide and Data Schema
 * support.datafeed.mi@spglobal.com

RELATED RESEARCH AND INSIGHTS

 * Glass Floors and Ceilings: Why Closing the Median Wage Gap Isn't Fair
 * Research Brief: Preparing for a Slide in Oil Prices
 * Introducing S&P Capital IQ Stock Selection Model for the Japanese Market
 * U.S. Stock Selection Model Performance Review - 2016
 * Webinar: Glass Floors and Ceilings: Why Closing the Median Wage Gap Isn't
   Fair

OverviewVisualizationSample DataData DictionaryRelated Dataset


OVERVIEW

 * Primary Entity TypeCompany
 * Coverage Count50,000
 * Geographic CoverageGlobal
 * Industry CoverageConsumer, Energy and Utilities, Financials, Healthcare,
   Industrials, Materials, Real Estate, Technology, Media & Telecommunications
 * History Initiated1987
 * Earliest Significant Coverage1987
 * Point In TimeYes
 * Point In Time DetailsDaily PIT Factor values
 * Data SourceIDC (equity price), Compustat Snapshot, CIQ Premium Financials,
   CIQ Estimates, CIQ Ownership
 * Field Count100s
 * Delivery ChannelCloud, Feed
 * Delivery PlatformClariFI, FTP, Snowflake, Xpressfeed
 * Reporting FrequencyAd Hoc
 * Dataset LatencyDaily
 * Dataset Size (GB)230



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VISUALIZATION


ALPHA FACTOR LIBRARY SHOWCASE VISUALIZATION





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SAMPLE DATA


SAMPLE DATA

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DATA DICTIONARY


DATA DICTIONARY

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RELATED DATASET


S&P CAPITAL IQ ESTIMATES

Market Intelligence…

Comprehensive global estimates based
on projections, models, analysis and
research. Available as global,
international or North American
company packages.…

View dataset



COMPUSTAT® FUNDAMENTALS

Market Intelligence…

Standardized North American and
global company fundamental and
market data for active and inactive
publicly-traded companies.…

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S&P CAPITAL IQ FUNDAMENTALS

Market Intelligence…

Standardized fundamental data for
global public companies as well as
thousands of private companies and
private companies with public debt.…

View dataset



OWNERSHIP

Market Intelligence…

Detailed equity ownership data on
public companies worldwide,
comprising institutional investment
firms, mutual funds, and
insiders/individual owners.…

View dataset

Try out this datasetRequest More Information
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