The Alpha Factor Library helps uncover new methods to generate alpha potential through an advanced stock selection signal database built using global point-in-time data. Analyze top-down macroeconomic regimes, drill down into industry-specific signals and trends, and quickly incorporate ideas into fundamental and quantitative portfolio construction processes.

• Access over 600 stock selection and industry-specific signals spanning seminal academic literature and the latest practitioner expertise, coupled with S&P Global Market Intelligence’s Quantamental Research articles.
• Leverage complete global coverage for over 40,000 securities, including both Developed & Emerging Markets and country-specific universes with historical coverage back to 1987.
• Robust screening enables users to quickly query across the entire factor library and build user-specific reports, including investment screens and candidate lists from a catalog of proven alpha signals.
• Compare the strength and consistency of each signal across all economic sectors, S&P Dow Jones Indices, and Russell Indices®.
• Allows users to upload their own factors and create custom multi-factor models through a private factor library interface.