Valspresso’s indicators empower investment teams to design persistent alpha-generating strategies.  Our patented method provides meaningful, actionable insights into a stock’s current price. One such insight is the objective measurement of the market’s expectation for future earnings growth. Valspresso provides sentiment analysis as a daily data feed bundled with our complimentary indicators for earnings momentum and deep fundamental analysis.  Our technology analyzes all companies on the U.S. major exchanges on a daily basis and delivers results before market open at 9:30 am.  Historical values are available from 2004 to present along with back tested results for example strategies using our indicators.

Price Sentiment Analysis

Most sentiment analyses try to measure how people “feel” by analyzing what they “say” and use that as a proxy for what people will “do” regarding investment decisions. We all know that what people “feel”, “say”, and “do” are not always aligned. This is especially true in competitive marketplaces.

We believe that the best measure of investors’ sentiment is the price they are willing to pay for a stock. Implicit in the price that investors pay for a stock on any given day is a forecast of a company’s future operating performance (earnings). Valspresso was granted U.S patent 7,966,241 for this method of measuring price sentiment. Read more

Deep Fundamental Analysis

To provide context and veracity for the use of Sentiment, Valspresso’s Automated Stock Analyst performs deep financial analysis of publicly traded U.S. companies. This context is important to manage your strategy’s risk. Let’s say that one of your strategy’s holdings is a stock with a high expected earnings growth. If that company’s financial quality is poor, it is less likely to achieve or sustain that growth and therefore should be considered riskier. In that case, additional risk mitigation measures would need to be employed to achieve investment objectives. Read more