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An overview of StarMine Smart Holdings Model
The StarMine Smart Holdings Model (SH) is a global stock selection model that ranks stocks based on the expected future increase or decrease, in institutional ownership. The underlying hypothesis of the model is that institutions show a high conviction in buying companies with particular characteristics, where these characteristics are fundamental factors such as price/earnings and debt/equity ratios.
At the core of the model is an algorithm that reverse engineers each fund's purchasing profile based on the underlying fundamental factors of the companies a fund is buying. Once we have the purchasing profile of each fund, we compare the fundamental factors of every stock globally to each fund's purchasing profile to determine the alignment between the stock and the fund. We then aggregate the results across all funds and rank each stock based on the collective appeal or demand for it relative to all other stocks by region.
Key Facts
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Geographical coverageGlobal
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HistoryFrom 2000
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Data formatCSVJSONPythonSQLTextUser InterfaceXML
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Delivery mechanismAPICloudDeployed/Onsite ServersDesktopExcelFTPSFTP
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Data frequencyDaily
Features & Benefits
What you get with StarMine Smart Holdings Model
- Smart Holdings is a predictive model that accurately predicts which stocks will see an increase or decrease in institutional ownership.
- A long/short trading strategy based on Smart Holdings ranking produces high Sharpe ratios and annual returns.
- Smart Holdings model uses 25 common quant factors to generate screening profiles for each fund.
- The final component combination provides a low volatility signal that produces attractive risk-adjusted returns with minimal draw-downs and is relatively uncorrelated with common factors.
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
Refinitiv Quantitative Analytics
- Data Formats:
- SQL
- Delivery Mechanisms:
- Deployed/Onsite Servers
- Cloud
- Service Frequencies:
- Daily
Workspace
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Real time
- Real time delayed
DETAILED DATA SUPPORT
Request Details
Call your local sales team
Americas
All countries (toll free): +1 800 427 7570
Brazil: +55 11 47009629
Argentina: +54 11 53546700
Chile: +56 2 24838932
Mexico: +52 55 80005740
Colombia: +57 1 4419404
Europe, Middle East, Africa
Europe: +442045302020
Africa: +27 11 775 3188
Russia and CIS: +7 495 775 1200
Middle East & North Africa: 800035704182
Asia Pacific (Sub-Regional)
Australia & Pacific Islands:
+612 8066 2494
China mainland: +86 10 6627 1095
Hong Kong & Macau: +852 3077 5499
India, Bangladesh, Nepal, Maldives & Sri Lanka:
+91 22 6180 7525
Indonesia: +622150960350
Japan: +813 6743 6515
Korea: +822 3478 4303
Malaysia & Brunei: +603 7 724 0502
New Zealand: +64 9913 6203
Philippines: 180 089 094 050 (Globe) or
180 014 410 639 (PLDT)
Singapore and all non-listed ASEAN Countries:
+65 6415 5484
Taiwan: +886 2 7734 4677
Thailand & Laos: +662 844 9576
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