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Research Signals - Alternative Data Factors and Models
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The Alternative Data Factors/Models suite rely on non-standard datasets or specialty insights sourced across markets and/or by industry, many of which are proprietary to IHS Markit.
Industry Domain:
Financial Markets
Publisher:
IHS Markit
Content Type:
Structured
Access/Delivery Methods:
REST, Python, S3 Proxy
Keywords
Interested in this data? Download free data samples, dictionaries and documentation
Data Set
| Dataset Name | Dataset Description | Data Format | Publishing Frequency |
|---|---|---|---|
| US BitSight Factors | BitSight offers independent third party monitoring of company cybersecurity risk using a systematic approach to produce a daily Security Rating. Based on this underlying score, we introduce 16 derived factors in addition to 19 factors passed through directly from BitSight. | TXT | Weekday |
| Canada ShortSentimentFactors Zscores | Short Sentiment Factors Canada: Developed with insights from Markit's proprietary securities lending data, these indicators cover short demand, supply and cost to borrow. | TXT | Weekday |
| Emg Latam America BitSight Factors | BitSight offers independent third party monitoring of company cybersecurity risk using a systematic approach to produce a daily Security Rating. Based on this underlying score, we introduce 16 derived factors in addition to 19 factors passed through directly from BitSight. | TXT | Weekday |
| DevEurope DividendFactors Ranks | Dividend Factors Developed Europe: Uses proprietary dividend forecasts in the construction of yield, growth and pay-out measures. | TXT | Weekday |
| DevEurope ShortSentimentFactors Zscores | Short Sentiment Factors Developed Europe: Developed with insights from Markit's proprietary securities lending data, these indicators cover short demand, supply and cost to borrow. | TXT | Weekday |
| DevPacific DividendFactors Ranks | Dividend Factors Developed Pacific: Uses proprietary dividend forecasts in the construction of yield, growth and pay-out measures. | TXT | Weekday |
| DevPacific ShortSentimentFactors Zscores | Short Sentiment Factors Developed Pacific: Developed with insights from Markit's proprietary securities lending data, these indicators cover short demand, supply and cost to borrow. | TXT | Weekday |
| DevEurope CDStoEquity | CDS_to_Equity Factors Developed Europe: Relies on data from the CDS market to build assessments of company risk. | TXT | Weekday |
| DevPacific CDStoEquity | CDS_to_Equity Factors Developed Pacific: Relies on data from the CDS market to build assessments of company risk. | TXT | Weekday |
| DevWorld CDStoEquity | CDS_to_Equity Factors Developed World: Relies on data from the CDS market to build assessments of company risk. | TXT | Weekday |
| EM-Asia ShortSentimentFactors Zscores | Short Sentiment Factors Emerging Asia: Developed with insights from Markit's proprietary securities lending data, these indicators cover short demand, supply and cost to borrow. | TXT | Weekday |
| EM-EMEA ShortSentimentFactors Zscores | Short Sentiment Factors Emerging EMEA: Developed with insights from Markit's proprietary securities lending data, these indicators cover short demand, supply and cost to borrow. | TXT | Weekday |
| EM-LatAm ShortSentimentFactors Zscores | Short Sentiment Factors Emerging Latin America: Developed with insights from Markit's proprietary securities lending data, these indicators cover short demand, supply and cost to borrow. | TXT | Weekday |
| Europe ESGFactors | ESG Factors Europe: ESG scores sourced from ASSET4, measuring economic, environmental, social, and governance. 23 factors and composites based on underlying 250 key performance indicators related to ESG. | TXT | Weekday |
| Europe SRM | Sector Rotation Model Europe: Pairs Markit PMI Survey data and proprietary CDS, securities lending and ETF sentiment indicators with momentum and fundamental factors. | TXT | Weekday |
| Global AirlinesFactors | Key operating metric data also powers this signal group which includes factors built using items such as passenger revenue, available seat miles and load factors. | TXT | Weekday |
| Global ESGFactors | ESG Factors Global: ESG scores sourced from ASSET4, measuring economic, environmental, social, and governance. 23 factors and composites based on underlying 250 key performance indicators related to ESG. | TXT | Weekday |
| US CDStoEquity | CDS_to_Equity Factors US: Risk factors derived off of data from the corresponding traded Credit Default Swap that is geared towards assessing company risk. | TXT | Weekday |
| Global OilandGasModel | Oil and Gas Model Global: Key operating metric data powers this signal group which includes factors built using detailed production and reserve information. | TXT | Weekday |
| Global SemiModel | Semiconductor Model Global: Multi-factor composite signal built using several industry-specific signals such as bookings and backlog trends, in addition to traditional indicators such as valuation, quality and momentum. | TXT | Weekday |
| NorthAm ESGFactors | ESG Factors North America: ESG scores sourced from ASSET4, measuring economic, environmental, social, and governance. 23 factors and composites based on underlying 250 key performance indicators related to ESG. | TXT | Weekday |
| US BankandThrift2 | Relies on FDIC call/thrift reports to build detailed measures analysing asset quality, loan growth and reserves for US bank and thrift industry. | TXT | Weekday |
| US DividendFactors Ranks | Dividend Factors US: Uses proprietary dividend forecasts in the construction of yield, growth and pay-out measures. | TXT | Weekday |
| US ESGFactors | ESG Factors US: ESG scores sourced from ASSET4, measuring economic, environmental, social, and governance. 23 factors and composites based on underlying 250 key performance indicators related to ESG. | TXT | Weekday |
| Developed Pacific Short Squeeze Model | Developed Pacific Short Squeeze Model: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events.: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events. | TXT | Weekday |
| US InsuranceModel | Insurance Model US: Built using financial statement details around underwriting quality, reinsurance levels and reserve adjustments. | TXT | Weekday |
| US REITModel | REIT Model US: Uses detailed property-level information such as occupancy rate, location, and building quality to construct a bottom-up assessment of REIT net asset value. | TXT | Weekday |
| US RetailModel | Retail Model US: Uses demographic data to assess store location attractiveness alongside same store sales, store growth, momentum & sentiment information. | TXT | Weekday |
| US ShortSentimentFactors Zscores | Short Sentiment Factors US: Developed with insights from Markit's proprietary securities lending data, these indicators cover short demand, supply and cost to borrow. | TXT | Weekday |
| US SRM | Sector Rotation Model US: Pairs Markit PMI Survey data and proprietary CDS, securities lending and ETF sentiment indicators with momentum and fundamental factors. | TXT | Weekday |
| US TechModelCOMM | Technology Model Communication US: Model combining several industry-specific models (communication) with a cross sectional overlay achieving impressive long-only and long/short returns over the test period. | TXT | Weekday |
| US TechModelCOMP | Technology Model Computer US: Model combining several industry-specific models (computer) with a cross sectional overlay achieving impressive long-only and long/short returns over the test period. | TXT | Weekday |
| US TechModelSEMC | Technology Model Semiconductors US: Model combining several industry-specific models (semiconductors) with a cross sectional overlay achieving impressive long-only and long/short returns over the test period. | TXT | Weekday |
| US TechModelSFTW | Technology Model Software US: Model combining several industry-specific models (Software) with a cross sectional overlay achieving impressive long-only and long/short returns over the test period. | TXT | Weekday |
| DevEurope DividendFactors Raw | Dividend Factors Developed Europe: Uses proprietary dividend forecasts in the construction of yield, growth and pay-out measures. | TXT | Weekday |
| DevPacific DividendFactors Raw | Dividend Factors Developed Pacific: Uses proprietary dividend forecasts in the construction of yield, growth and pay-out measures. | TXT | Weekday |
| North America BitSight Factors | BitSight offers independent third party monitoring of company cybersecurity risk using a systematic approach to produce a daily Security Rating. Based on this underlying score, we introduce 16 derived factors in addition to 19 factors passed through directly from BitSight. | TXT | Weekday |
| US DividendFactors Raw | Dividend Factors US: Uses proprietary dividend forecasts in the construction of yield, growth and pay-out measures. | TXT | Weekday |
| Global OilandGasFactors | Oil and Gas Factors Global: Key operating metric data powers this signal group which includes factors built using detailed production and reserve information. | TXT | Weekday |
| Canada ShortSqueezeFactors Raw | Short Squeeze Factors Canada: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events. | TXT | Weekday |
| DevEurope ShortSqueezeFactors Raw | Short Squeeze Factors Developed Europe: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events. | TXT | Weekday |
| DevPacific ShortSqueezeFactors Raw | Short Squeeze Factors Developed Pacific: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events. | TXT | Weekday |
| EM ShortSqueezeFactors Raw | Short Squeeze Factors Emerging Markets: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events. | TXT | Weekday |
| US ShortSqueezeFactors Raw | Short Squeeze Factors US: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events. | TXT | Weekday |
| US ShortSqueezeModel | Short Squeeze Model US: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events.: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events. | TXT | Weekday |
| Canada ShortSqueezePnLBins Raw | Short Squeeze PnL Bins Canada: The PnL bins indicate the risk profile of short sellers w.r.t their current Profit/Loss positions. | TXT | Weekday |
| DevEurope ShortSqueezePnLBins Raw | Short Squeeze PnL Bins Developed Europe: The PnL bins indicate the risk profile of short sellers w.r.t their current Profit/Loss positions. | TXT | Weekday |
| DevPacific ShortSqueezePnLBins Raw | Short Squeeze PnL Bins Developed Pacific: The PnL bins indicate the risk profile of short sellers w.r.t their current Profit/Loss positions. | TXT | Weekday |
| EM ShortSqueezePnLBins Raw | Short Squeeze PnL Bins Emerging Markets: The PnL bins indicate the risk profile of short sellers with regards to their current Profit/Loss positions. | TXT | Weekday |
| US ShortSqueezePnLBins Raw | Short Squeeze PnL Bins US: The PnL bins indicate the risk profile of short sellers w.r.t their current Profit/Loss positions. | TXT | Weekday |
| US TechModel | Technology Model US: Model combining several industry-specific models with a cross sectional overlay achieving impressive long-only and long/short returns over the test period. | TXT | Weekday |
| Developed Pacific BitSight Factors | BitSight offers independent third party monitoring of company cybersecurity risk using a systematic approach to produce a daily Security Rating. Based on this underlying score, we introduce 16 derived factors in addition to 19 factors passed through directly from BitSight. | TXT | Weekday |
| Emg Asia BitSight Factors | BitSight offers independent third party monitoring of company cybersecurity risk using a systematic approach to produce a daily Security Rating. Based on this underlying score, we introduce 16 derived factors in addition to 19 factors passed through directly from BitSight. | TXT | Weekday |
| Emg EMEA BitSight Factors | BitSight offers independent third party monitoring of company cybersecurity risk using a systematic approach to produce a daily Security Rating. Based on this underlying score, we introduce 16 derived factors in addition to 19 factors passed through directly from BitSight. | TXT | Weekday |
| Developed Europe Short Squeeze Model | Developed Europe Short Squeeze Model: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events.: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events. | TXT | Weekday |
| Developed Europe BitSight Factors | BitSight offers independent third party monitoring of company cybersecurity risk using a systematic approach to produce a daily Security Rating. Based on this underlying score, we introduce 16 derived factors in addition to 19 factors passed through directly from BitSight. | TXT | Weekday |
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