ExtractAlpha Fact Sheet
Analyst Model
Stock selection tool; analyst revisions and KPIs. Powered by TrueBeats.
Analyst Model transforms sell-side analyst data into differentiated alpha by combining proprietary surprise forecasts, estimate revisions, rating changes, and industry-specific KPIs. Powered by TrueBeats, the model consistently outperforms traditional consensus-based approaches across global equity markets.
TrueBeats Surprise Prediction - Forecasts earnings surprises across EPS, revenue, cash flow, dividends, and industry-specific KPIs using proprietary analyst weighting.
Analyst Revisions - Captures broker-level estimate revisions across forecast items and fiscal periods.
Ratings & Price Targets - Tracks changes in recommendations, price targets, and target-price-to-price ratios.
Global Coverage - Available across the US, EMEA, APAC, and Americas ex-US with region-specific model calibration.
Analyst Model - All Regions
Analyst Model - US | Sharpe: 4.15 | Ann: 25.0%
Analyst Model - Americas ex-US | Sharpe: 2.97 | Ann: 34.2%
Analyst Model - EMEA | Sharpe: 3.66 | Ann: 26.3%
Analyst Model - APAC | Sharpe: 4.64 | Ann: 26.3%
Applications - Designed for systematic and fundamental investment workflows, the Analyst Model identifies both pre-announcement expectation gaps and post-earnings drift. Daily delivery includes stock-level scores, component values, and underlying features for seamless integration into existing investment processes.
For more details or to request the white paper, please contact us.