Momentum Risk Monitor

The next generation momentum 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.

Winners losers graph

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Momentum risk graphic

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:

Retailer Sector AFinancial Sector D

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

Whitepapers

  • PDF

PerformanceRiskManagement.pdf

English Version

English 05/04/2019 PerformanceRiskManagement.pdf /sites/default/files/2019-04/PerformanceRiskManagement.pdf
  • PDF

MarketDispersion.pdf

English Version

English 05/04/2019 MarketDispersion.pdf /sites/default/files/2019-04/MarketDispersion.pdf
  • PDF

Extracting Performance From Return Dispersion Equity Markets.pdf

English Version

English 05/04/2019 Extracting Performance From Return Dispersion Equity Markets.pdf /sites/default/files/2019-04/ExtractingPerformanceFromReturnDispersionEquityMarkets.pdf

Trendrating FAQ’s

Trendrating FAQ’s

Contacts

Mike Bournes

Euronext London

+44(0) 207 076 0941

mbournes@euronext.com

Buy side sales team

buyside_sales@euronext.com

Lei Wang

Euronext Paris

+33(1) 70 48 28 86

lwang@euronext.com