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An overview of StarMine Insider Filings Model
StarMine's Insider Filings Model US uses insider holdings and insider trades to determine the overall sentiment of insiders towards their company. Insider purchasing reflects bullish sentiment while insider selling reflects bearish sentiment. A score of 1-10 is a bearish indicator and a score of 91-100 is a bullish indicator.
The model considers insider sentiment along three dimensions: agreement among insiders regarding acquiring or disposing of stock ("Net Buyer Ratio"); amount of purchasing ("Buying Depth"); and amount of selling ("Selling Depth"). Each company receives a 1-100 for each of those three components. The final score combines those three components to rank companies on a 1-100 scale. The StarMine Insider Filings Model US currently only scores US companies.
Key Facts
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Geographical coverageUnited States
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HistoryFrom 1998
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Data formatCSVJSONPythonTextUser InterfaceXML
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Delivery mechanismAPIDesktopExcelFTPSFTP
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Data frequencyContinuousDaily
Features & Benefits
What you get with StarMine Insider Filings Model
- Insider model exploits the information advantage of insiders to predict future stock performance while maintaining a low correlation to all other standard quantitative factors.
- Insider Filings Model has been specifically formulated to succeed in the post-Sarbanes-Oxley regime, where it outperforms a basic insider trading model by 2.3% annually on a decile spread basis.
How it works
Accessing the dataset
This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.
Eikon
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Daily
LSEG Workspace
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Daily
Request details
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