ExtractAlpha, an independent markets research firm providing curated, actionable datasets, has launched Analyst Model Global, extending its proven stock selection signal to deliver a consistent alpha signal across US, EMEA, APAC, and Latin American markets.
The model transforms sell-side analyst forecasts into a predictive signal using ExtractAlpha’s proprietary TrueBeats methodology, combining earnings surprises with analyst revisions, ratings changes, and post-earnings announcement effects. By integrating earnings, fundamentals, and sector-specific metrics, the tool aims to help investors systematically identify mispriced expectations worldwide.
CEO and founder Vinesh Jha said the model addresses the limitations of treating all analyst forecasts equally, highlighting which analysts and signals are most reliable at a global scale. Historical testing shows the top-minus-bottom decile portfolios generated annualised returns of 25–30% globally before transaction costs, including 24.9% in the US since 2002, with positive performance in every year tested.
Analyst Model Global is delivered daily before regional market opens, providing overall signals, component scores, and underlying features to support transparency, customisation, and integration into both systematic and fundamental investment workflows.
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