Fundamentals and Estimates Data for Improved Decision Making
Alpha Theory allows fund managers to build a unique portfolio-construction model with their data, reducing the impact of emotion and eliminating guesswork to make position-size decisions a repeatable, disciplined process. Over the past decade, Alpha Theory clients have outperformed other funds 70% of the time.
- Gain insight into your investments by performing deep analysis on a single company
- Perform comparative analysis across multiple companies, industries and countries
- Simplify workflows by utilizing Alpha Theory’s price target integration with FactSet Estimates & Multiples
- Dynamically create price targets based on which valuation method is chosen
Factor Risk Model to Remove the Emotion from Investing
With how quickly the global equity markets shift, fund managers need to be able to gain industry-level insight by utilizing factors to inform their portfolio construction process. The Alpha Theory and FactSet Data Science teams built a five-factor risk model leveraging FactSet’s Quant Factor Library to provide investment teams with daily exposure and performance attribution for greater visibility. Users can access raw values, normalized exposures, and composite scores for the following five factors: Value, Growth, Momentum, Volatility, and Beta.
- Enhance risk management through factor-level visibility
- Improve portfolio construction and optimize position sizing
- Inform decision-making by understanding the primary risk factors
- Diversify factor-based investing for better performance
- Bespoke solutions available from FactSet to meet additional use cases
Learn how Alpha Theory's platform provides investment teams with a framework to make investment decisions that drive performance.