Momentum Risk Monitor

Enhance the risk monitoring process with powerful price trend analysis and ratings based on a machine learning model

Next-generation momentum analysis developed by Trendrating, an expert in momentum trend capture using machine learning techniques. Capture shifts in momentum exposure faster and more smartly with our robust momentum rating tool based on a powerful self-adjusting algo model.

Harness the power of science
  • Systematic, objective and actionable measures for momentum risk.
  • Sophisticated price pattern recognition: a tool to detect price trends early.
  • Powerful early price trend detection: capture the winners and avoid the losers using the unique rating methodology based on a robust algorithmic model.
  • Filter out market noises smartly: Momentum Risk Monitor addresses the challenge of analysing price trends accurately and objectively.

Systematic and unbiased risk alerts
  • Timely and accurate indication of negative price trends for risk monitoring purposes. A powerful tool to identify portfolio holdings whose price is likely to deteriorate in the near future.
  • Risk alert metrics including Momentum Rating and Smart Momentum:
    • Momentum Rating (A-D): captures the direction of trends, filtering out price noise. Ratings calculated for each security: A and B = Bull, C and D = Bear.
    • Smart Momentum (SM): offers a ranking methodology to evaluate the strength and quality of trends.

Enhanced risk monitoring process
  • Scan across your holdings portfolio and identify risky holdings quickly
  • Utilise the daily alert for upgrades and downgrades in the investment universe
  • Adjust the exposure in sync with key momentum trends
  • Validate ideas and find new opportunities for investment

Examples: Momentum Risk Monitor ratings in different sectors:

Data access

Coverage
Pan-European (coverage of other markets available on request)

Data Frequency
Daily (other frequencies available on request)

Delivery
Flat file solution or API for easy integration with user’s internal system

Trendrating FAQ’s

Contact Us

Buy side sales team

Euronext London

Masami Johnstone

mjohnstone@euronext.com
Tel: +44(0) 207 076 0954

Mike Bournes

mbournes@euronext.com
Tel: +44(0) 207 076 0941

Euronext Paris

Lei Wang

lwang@euronext.com
Tel: +33(1) 70 48 28 86