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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

  • Bonds
  • CDS
  • Dividends
  • Factors
  • Finance
  • Forecast
  • Research Signals
  • Security Lending
Interested in this data? Download free data samples, dictionaries and documentation

Data Set

Dataset NameDataset DescriptionData FormatPublishing Frequency
US BitSight FactorsBitSight 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.TXTWeekday
Canada ShortSentimentFactors ZscoresShort Sentiment Factors Canada: Developed with insights from Markit's proprietary securities lending data, these indicators cover short demand, supply and cost to borrow.TXTWeekday
Emg Latam America BitSight FactorsBitSight 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.TXTWeekday
DevEurope DividendFactors RanksDividend Factors Developed Europe: Uses proprietary dividend forecasts in the construction of yield, growth and pay-out measures.TXTWeekday
DevEurope ShortSentimentFactors ZscoresShort Sentiment Factors Developed Europe: Developed with insights from Markit's proprietary securities lending data, these indicators cover short demand, supply and cost to borrow.TXTWeekday
DevPacific DividendFactors RanksDividend Factors Developed Pacific: Uses proprietary dividend forecasts in the construction of yield, growth and pay-out measures.TXTWeekday
DevPacific ShortSentimentFactors ZscoresShort Sentiment Factors Developed Pacific: Developed with insights from Markit's proprietary securities lending data, these indicators cover short demand, supply and cost to borrow.TXTWeekday
DevEurope CDStoEquityCDS_to_Equity Factors Developed Europe: Relies on data from the CDS market to build assessments of company risk.TXTWeekday
DevPacific CDStoEquityCDS_to_Equity Factors Developed Pacific: Relies on data from the CDS market to build assessments of company risk.TXTWeekday
DevWorld CDStoEquityCDS_to_Equity Factors Developed World: Relies on data from the CDS market to build assessments of company risk.TXTWeekday
EM-Asia ShortSentimentFactors ZscoresShort Sentiment Factors Emerging Asia: Developed with insights from Markit's proprietary securities lending data, these indicators cover short demand, supply and cost to borrow.TXTWeekday
EM-EMEA ShortSentimentFactors ZscoresShort Sentiment Factors Emerging EMEA: Developed with insights from Markit's proprietary securities lending data, these indicators cover short demand, supply and cost to borrow.TXTWeekday
EM-LatAm ShortSentimentFactors ZscoresShort 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.TXTWeekday
Europe ESGFactorsESG 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.TXTWeekday
Europe SRMSector Rotation Model Europe: Pairs Markit PMI Survey data and proprietary CDS, securities lending and ETF sentiment indicators with momentum and fundamental factors.TXTWeekday
Global AirlinesFactorsKey operating metric data also powers this signal group which includes factors built using items such as passenger revenue, available seat miles and load factors.TXTWeekday
Global ESGFactorsESG 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.TXTWeekday
US CDStoEquityCDS_to_Equity Factors US: Risk factors derived off of data from the corresponding traded Credit Default Swap that is geared towards assessing company risk.TXTWeekday
Global OilandGasModelOil and Gas Model Global: Key operating metric data powers this signal group which includes factors built using detailed production and reserve information.TXTWeekday
Global SemiModelSemiconductor 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.TXTWeekday
NorthAm ESGFactorsESG 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.TXTWeekday
US BankandThrift2Relies on FDIC call/thrift reports to build detailed measures analysing asset quality, loan growth and reserves for US bank and thrift industry.TXTWeekday
US DividendFactors RanksDividend Factors US: Uses proprietary dividend forecasts in the construction of yield, growth and pay-out measures.TXTWeekday
US ESGFactorsESG 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.TXTWeekday
Developed Pacific Short Squeeze ModelDeveloped 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.TXTWeekday
US InsuranceModelInsurance Model US: Built using financial statement details around underwriting quality, reinsurance levels and reserve adjustments.TXTWeekday
US REITModelREIT 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.TXTWeekday
US RetailModelRetail Model US: Uses demographic data to assess store location attractiveness alongside same store sales, store growth, momentum & sentiment information.TXTWeekday
US ShortSentimentFactors ZscoresShort Sentiment Factors US: Developed with insights from Markit's proprietary securities lending data, these indicators cover short demand, supply and cost to borrow.TXTWeekday
US SRMSector Rotation Model US: Pairs Markit PMI Survey data and proprietary CDS, securities lending and ETF sentiment indicators with momentum and fundamental factors.TXTWeekday
US TechModelCOMMTechnology 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.TXTWeekday
US TechModelCOMPTechnology 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.TXTWeekday
US TechModelSEMCTechnology 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.TXTWeekday
US TechModelSFTWTechnology 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.TXTWeekday
DevEurope DividendFactors RawDividend Factors Developed Europe: Uses proprietary dividend forecasts in the construction of yield, growth and pay-out measures.TXTWeekday
DevPacific DividendFactors RawDividend Factors Developed Pacific: Uses proprietary dividend forecasts in the construction of yield, growth and pay-out measures.TXTWeekday
North America BitSight FactorsBitSight 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.TXTWeekday
US DividendFactors RawDividend Factors US: Uses proprietary dividend forecasts in the construction of yield, growth and pay-out measures.TXTWeekday
Global OilandGasFactorsOil and Gas Factors Global: Key operating metric data powers this signal group which includes factors built using detailed production and reserve information.TXTWeekday
Canada ShortSqueezeFactors RawShort Squeeze Factors Canada: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events.TXTWeekday
DevEurope ShortSqueezeFactors RawShort Squeeze Factors Developed Europe: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events.TXTWeekday
DevPacific ShortSqueezeFactors RawShort Squeeze Factors Developed Pacific: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events.TXTWeekday
EM ShortSqueezeFactors RawShort Squeeze Factors Emerging Markets: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events.TXTWeekday
US ShortSqueezeFactors RawShort Squeeze Factors US: Incorporates transaction level securities finance data with event indicators to provide insights into predicting short squeeze events.TXTWeekday
US ShortSqueezeModelShort 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.TXTWeekday
Canada ShortSqueezePnLBins RawShort Squeeze PnL Bins Canada: The PnL bins indicate the risk profile of short sellers w.r.t their current Profit/Loss positions.TXTWeekday
DevEurope ShortSqueezePnLBins RawShort Squeeze PnL Bins Developed Europe: The PnL bins indicate the risk profile of short sellers w.r.t their current Profit/Loss positions.TXTWeekday
DevPacific ShortSqueezePnLBins RawShort Squeeze PnL Bins Developed Pacific: The PnL bins indicate the risk profile of short sellers w.r.t their current Profit/Loss positions.TXTWeekday
EM ShortSqueezePnLBins RawShort Squeeze PnL Bins Emerging Markets: The PnL bins indicate the risk profile of short sellers with regards to their current Profit/Loss positions.TXTWeekday
US ShortSqueezePnLBins RawShort Squeeze PnL Bins US: The PnL bins indicate the risk profile of short sellers w.r.t their current Profit/Loss positions.TXTWeekday
US TechModelTechnology 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.TXTWeekday
Developed Pacific BitSight FactorsBitSight 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.TXTWeekday
Emg Asia BitSight FactorsBitSight 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.TXTWeekday
Emg EMEA BitSight FactorsBitSight 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.TXTWeekday
Developed Europe Short Squeeze ModelDeveloped 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.TXTWeekday
Developed Europe BitSight FactorsBitSight 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.TXTWeekday
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