Momentum Risk Monitor

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.

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

Trendrating FAQ’s