Understand the value of a stock at any given moment, as well as the fundamental factors that are driving that valuation with this asset pricing model. Identify trends over time and quantify the market risk appetite toward a company using Apollo’s proprietary set of signals and indicators.
Enhance existing investment models with Apollo’s unique approach to stock level valuation. Due to the systematic nature of their continuous time series stock level dataset, signals can also be aggregated cross-sectionally to create portfolio, sector or market indicators.
Incorporate valuable alternative data into any stock selection, risk management or portfolio construction process. Leverage Apollo’s proprietary signals or add their bespoke datasets to existing systems.
Data Feed Details
Apollo is an asset pricing model that incorporates implied cost of capital to determine both the return opportunity and the risk of loss for over 6700 stocks worldwide. Updated daily, the asset pricing model dataset stretches back to 2000 and provides users with both estimated future cash-flows and the rate at which they’re being discounted. Factors such as style, rating, value, volatility, growth and potential alpha are used to create a proprietary stock level indicator. The dataset can also be used to create aggregate indicators at the portfolio, sector or market level.
Established in 2010, Libra is an award-winning London based FCA regulated advisory firm that runs a systematic equity valuation product. Based on their proprietary Apollo methodology that was first developed in 2004, their Smart Alpha solution offers a comprehensive dataset of daily stock level signals and indicators for global stocks. Libra provides both bespoke research content and customised data products to help institutional clients create a more effective investment process.