ExtractAlpha Fact Sheet
TrueBeats
The proprietary methodology powering the ExtractAlpha Analyst Model.
TrueBeats is ExtractAlpha's proprietary methodology for extracting predictive insights from sell-side analyst data. By evaluating analyst skill, forecast timing, and historical accuracy, it produces more informative expectations than traditional consensus approaches.
Analyst Skill Weighting – Weights forecasts based on historical forecasting accuracy rather than simple consensus averages.
Recency Weighting – Places greater emphasis on the most timely information while preserving valuable historical context.
Machine Learning Framework – Combines multiple predictive features to identify patterns associated with future company performance.
Global Deployment – Supports investment models across the US, EMEA, APAC, and the Americas ex-US with region-specific calibration.
TrueBeats - All Regions
TrueBeats - US | Sharpe: 1.49 | Ann: 14.0%
TrueBeats - Americas ex-US | Sharpe: 0.85 | Ann: 15.8%
TrueBeats - Developed EMEA | Sharpe: 1.38 | Ann: 13.1%
TrueBeats - Emerging EMEA | Sharpe: 1.49 | Ann: 24.3%
TrueBeats - Developed APAC | Sharpe: 2.15 | Ann: 18.0%
TrueBeats - Emerging APAC | Sharpe: 1.54 | Ann: 15.4%
Applications - TrueBeats enhances investment models built on analyst estimates by improving surprise forecasting, identifying expectation gaps, and extracting information overlooked by traditional consensus measures. Daily delivery enables seamless integration into systematic and discretionary investment workflows.
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