An overview of StarMine Combined Alpha Model
- The StarMine Combined Alpha Model (CAM) integrates all accessible StarMine alpha models into a single, optimal, fixed, linear combination.
- The model assigns different weights to each alpha model depending on the region.
- StarMine CAM leverages the fact that regions like the US and Japan have a greater focus on value, while momentum is more critical in Developed Europe and Asia excluding Japan.
- The model adeptly handles any missing data and utilizes all available models for a specific security.
- The StarMine alpha models incorporated in StarMine CAM include Analyst Revisions (ARM), Relative Valuation (RV), Intrinsic Valuation (IV), Price Momentum, Earnings Quality (EQ), Smart Holdings, Insider Filings (US only), and Short Interest (US only).
KEY FACTS
FEATURES & BENEFITS
What you get with StarMine Combined Alpha Model
The Combined Alpha Model (CAM) integrates every accessible alpha model into a well-balanced, unchanging, linear mixture.
The model's weights differ based on the specific region.
CAM leverages the tendency of certain areas to prioritize value, like the US and Japan, while in Developed Europe and Asia excluding Japan, momentum is more significant.
The model adeptly manages absent data and utilizes every available model for each security.
The models incorporated in CAM include Analyst Revisions, Relative Valuation, Intrinsic Valuation, Price Momentum, Earnings Quality, Smart Holdings, Insider Filings (exclusive to the US), and Short Interest (exclusive to the US).
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