40 billion data points that are all one of a kind.

Advanced and actionable valuation and factor
analytics.

  • Equity Quantitative Factors

    This data set includes over 70 equity “factors” grouped into Value, Growth, Quality and Momentum “styles” for use in quantitative equity management strategies. Using Consensus Models™, SavaNet provides more detailed, targeted and forward looking factors than any other source. This is helpful for hyper-detailed screening and comparison analyses.

  • Comprehensive Valuation Series

    This data feed contains an exhaustive set of daily “rolling” historical point-in-time valuation series using Consensus Models™ for ultra-precise temporal matching of income with balance sheet positions. As well as, 20 daily high-order valuation series going back 10 years on a last year, next year and two years forward basis.

  • Macro Factor

    This data set includes the observed stock price % change sensitivity to standardized movements in individual macro and market factors based on multi-factor regression analysis. These can be used for portfolio building, cross-asset class trade construction and macro event positioning. Other uses include risk analysis, exposure hedging, and stress testing.

 
 

Beyond Big Data

 
 

2.0TB+

Database

14YR

Years of Data

 
 

200M+

Measures Data Points

100M+

Financial Line Items

 

SavaNet's Powerful Analytics and Valuation Data

The SavaNet full model data feeds include: complete Consensus Models™ forecasts, the most extensive and customizable analytical measures set available, and precision long-term valuation series.

Never before available macro factor analytics. The macro data sets include the exact historical price sensitivity of each stock to movements in individual macro factors and an implied price based on historical and current macro conditions. For the first time, clients can build portfolios to reflect their exact macro outlook and hedge unintentional exposures.

Market-leading valuation and analytics data. The valuation and analytics data feeds use complete Consensus Models™ financial statement forecasts, resulting in the most extensive and accurate valuation and analytical measures available from any source; hundreds of forensic-level detail performance metrics and over a dozen precision historical point-in-time valuation series.

Complete, maintenance-free data sets. The SavaNet data feeds integrate complete model data, quantitative factor analytics, valuations series and macro factor sensitivities all into one, integrated data set that can be cross-referenced against each other. SavaNet developed and maintains the vetted algorithms and handles all of the data upkeep, including the recalculation of all models, valuations, and relationships immediately upon updates and on a nightly basis.