Analyst Model
Precision Signals, Better Profits
Combine predictive analyst metrics, surprise predictions, and revisions to receive a powerful, data-driven stock selection signal.
This model leverages unique TrueBeats earnings surprise forecasts, ensuring you receive more accurate predictions across EPS, sales, cash flow, and industry-specific KPIs.
- High Accuracy: TrueBeats predictions beat consensus forecasts by 60-75%
- Proven Returns: Top-decile stocks outperform bottom-decile by 24.9% annually (Sharpe ratio of 4.17)
- Minimal Drawdown: A modest maximum drawdown of -8.6%
- Efficient Turnover: Daily turnover of 7.9% aligns with ideal holding periods for maximum efficiency
How It Works
Model customers receive both the overall signal and underlying components and features, which include:
- TrueBeats Technology: We identify the most accurate and timely sell side analysts to create highly accurate TrueBeats surprise predictions.
- Analyst Revisions: We use analyst revisions across multiple estimate, KPI, and ratings items to create a comprehensive revisions signal.
- Post-Earnings Drift: We capture the value of post-earnings surprise drift.
Performance You Can Rely On
Over 2002-2024, this model has consistently delivered alpha, proving its effectiveness and surviving drawdowns with minimal risk.
Maximize returns with a new analyst sentiment signal powered by alternative data.
Get Actionable Insights
ExtractAlpha clients receive alternative datasets & trading signals with proven, predictive value for the KPIs you care about.
- Unique, accurate, and reliable data. Source data is cleaned, validated and ready to use
- Expertise in NLP and AI applied to dataset development
- Deep customer success guidance and advice
- Winner: Best Alternative Data Provider 2022 - 2025
