Alphamizer enables institutional investors to understand portfolio risks, decompose single stock & book performance, drill into crowding, and isolate idiosyncratic differentiation. Built on our crowding, ownership, factor risk, and performance datasets.
Alphamizer is built around the most sophisticated fundamental equity factor risk models, balancing core factor parsimony with an extensive model-orthogonalized custom factor library. Clients can select from brand name model providers, Alphamizer factor models, or firm-build custom factor models & covariance matrices.
Built for scenario analysis, optimization, and idea/hedge screening, Alphamizer gives you the tools to build analytically-constructed books, isolate your advantage, and understand what is driving single-stock and portfolio-level returns. Advanced APIs give firms additional flexibility in data access and workflow customization.
Live intraday factor returns and 20 year factor model history provide unprecedented precision into how factor models operate, what they mean for single stocks, and how it flows through your full portfolio.
Alphamizer's ownership & crowding data, leveraging treasury, live short interest data, and the full idio & factor model, produce unprecedented accuracy into understanding live behavior of long side crowding.
The Alphamizer system puts together single-stock options, implied earnings moves, macro exposures, consensus estimate revisions, positioning, factor drivers and more to make sure you're not missing what is driving the vast majority of stock movement.
The most heavily-infrastructured funds today have made meaningful investments in leveraging the factor risk model, idio, positioning, and cross-market data to provide insights to analysts and portfolio managers. The best managers play offense with the model infrastructure, not just defense.
Sophisticated factor models explain ~75% of large cap single-stock moves. Clarity on those drivers frees portfolio managers and analysts to focus stock picking on just residual alpha, not macro beta. And frees risk teams & quants to do more nuanced & insightful analysis of portfolio exposures.
The result is an exceptionally accurate understanding of forward-looking book volatility, Sharpe Ratio opportunity, positioning, factor risks, and idea generation opportunities.
Sophisticated risk model infrastructure drives higher fund P&L, greater risk-adjusted returns, and greater clarity on performance. And as a result is driving continued new AUM allocation market share. Be on the winning side of this trade.
Factor rotations can overwhelm single-stock moves. Fundamental inflections show up in residual performance.Avoid meaningless debate on stock movements by disaggregating single-stock residual vs. macro factorsto understand the full picture of what's happening to your stocks.
The most common failure point for funds is factor rotations, positioning offsides, and poor book construction -not bad residual single stock selection. Alphamizer puts you a step ahead of systematic and consensus whipsaws to isolate returns in your idio.
Alphamizer enables you to focus on what can be controlled, armed with the full toolkit from optimal hedge idea screens, to exposure monitoring, to ownership & crowding tracking, and much more. So you can see what others miss, avoid low-value volatility, andmake your investment decisions intentional.
The industry's most advanced fundamental & statistical factor models explain (R2) most of large cap single stock moves
Instant scenario analysis of book idiovar%, vol%, Sharpe & performance backtests
Core factor exposures and extensive custom orthogonalized factor library
World's most advanced single-stock & portfolio level crowding & ownership data
“Factor Extremes”highlight outliers & whipsaws across the market, in single stocks and your portfolio
Residual return outliers highlight the most “fundamental” lens to understand single-stock inflections
Consensus revisions exposures, options-implied vol/earnings data
Identify extremes in short andlong side crowding that are invisible to most investors
Only provider of live intraday single-stock & portfolio factor vs. idio, hitting vs. sizing, earnings decomp
Single-stock & portfolio-wide factor decomposition
Earnings day P&L, earnings +/- 5 days, ex-earnings P&L breakdown
Breakdowns byhit rate, sizing vs. selection P&L, and more (“Brinson Attribution”)
Automatic constraint-based portfolio optimizer: Mean-Variance, Vol Minimization, Idio targeting, single-factor targets, and more
Intraday single-stock & portfolio factor-idio return decomposition
Extensive factor, model, insight customization
Sophisticated formula-building tools to compute betas, correlations, R2s, Sharpes, spreads, run backtests, build on-the-fly formulas, and perform analysis
Synthesizing signals across asset classes for stocks in your book
Analyst mock books, user uploaded books, and user metrics (analyst estimates &price targets, custom metrics, and more)
Loadings history by stock & portfolio
Universe single-stock & ETF hedge screener; custom basket constructor
Custom model building & optimization infrastructure leveraging clean data & full suite of factor and non-factor datasets
Understand the lens of residual performance, how you & others are positioned, what extremes are driving today's markets - and what you can do about it. An analytical revolution is quietly underway in investment management. Join us.
