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Trendrating Smart Momentum Reports Now Available on FactSet
September 23, 2015
Trendrating, a provider of innovative momentum factor analytics for global investment managers, announced the availability of weekly and monthly “Smart Momentum” reports on countries, markets, sectors and themes.
"We are pleased to share a subset of our momentum ratings to subscribers of FactSet Research Connect as periodic reports,” commented Rocco Pellegrinelli, Founder and CEO of Trendrating. “Most commercially available momentum models are late at spotting reversals, as they rely on performance analysis of the last 6 to 12 months. This means being late when it’s time to shift, resulting in losses and volatility. Trendrating Smart Momentum reacts faster and identifies trends at an earlier stage while also weathering short-term volatility. This innovation proved itself out over the past few months as our Smart Momentum model began issuing a large number of downgrades across the globe back in May and June well in advance of the recent market correction.”
The Trendrating Smart Momentum model captures trends lasting from a few months to a few years while filtering out market noise to increase stability. Portfolio managers have full transparency into Trendrating’s results including the average historical accuracy across letter ratings (A, B, C, D). The self-adjusting model has proven effective at capturing meaningful trends with 73-81% accuracy. Smart Momentum ratings are also available via the Trendrating web-based platform or as a data feed.
FactSet Research Connect is an innovative database that offers research reports from a large and growing global roster of sell-side firms and independent research providers. FactSet Research Connect provides a direct channel between research publishers and their investment management clients.
Trendrating empowers professional investors with the financial industry’s most innovative momentum investing technology to improve their portfolio diversification and overall performance. We provide our intelligent performance enhancement technology to over 100 institutional fund managers in Europe, the U.S. and Asia. Our best in class momentum analytics are used by mutual funds, hedge funds, institutional asset managers, pension funds, banks, wealth advisors and family offices. With offices in London, New York, and Lugano, Trendrating is funded by Angelic Ventures.
FactSet, a leading provider of financial information and analytics, helps the world’s best investment professionals outperform. More than 57,000 users stay ahead of global market trends, access extensive company and industry intelligence, and monitor performance with FactSet’s desktop analytics, mobile applications, and comprehensive data feeds. The Company has been included in FORTUNE's Top 100 Best Companies to Work For, the United Kingdom’s Great Places to Work, and France’s Best Workplaces. FactSet is listed on the New York Stock Exchange and NASDAQ (NYSE:FDS) (NASDAQ:FDS). Learn more at FactSet.com, and follow us on Twitter: Twitter.com/factset.