Idiosyncratic Momentum Factor - US


Idiosyncratic momentum factors are available for all the tradable stock equities on the US stock exchanges, including major securities markets such as NYSE, Nasdaq and Dow Jones Industrial.

Top 10 Sectors Count Type Start Date
Finance 1133 Equities 2003-01-01
Health Technology 775 Equities 2003-01-01
Technology Services 392 Equities 2003-01-01
Electronic Technology 387 Equities 2003-01-01
Producer Manufacturing 304 Equities 2003-01-01
Consumer Services 286 Equities 2003-01-01
Non-Energy Minerals 237 Equities 2003-01-01
Energy Minerals 223 Equities 2003-01-01
Commercial Services 223 Equities 2003-01-01
Industrial Services 194 Equities 2003-01-01

Delivery & Access

Idiosyncratic momentum factors are calculated daily for thousands of stocks.

This data is available via API and CSV download.

Data Example

As a data feed, customers can expect to receive information in the following format.

Idiosyncratic Momentum Factor - US

Trade Date Symbol Company Name Country Sector Idiosyncratic Momentum
2018-01-31 JPM JPMorgan Chase & Co. US Finance -0.64
2018-01-31 JNJ Johnson & Johnson US Health Technology 0.82
2018-01-31 MSFT Microsoft Corporation US Technology Services 0.66
2018-01-31 AAPL Apple Inc. US Electronic Technology 0.95
2018-01-31 HON Honeywell International Inc. US Producer Manufacturing 1.47
2018-01-31 DIS Walt Disney Company US Consumer Services -1.54
2018-01-31 BHP BHP Group Ltd Sponsored ADR AU Non-Energy Minerals 0.17
2018-01-31 XOM Exxon Mobil Corporation US Energy Minerals -1.09
2018-01-31 SPGI S&P Global, Inc. US Commercial Services 0.22
2018-01-31 ENB Enbridge Inc. CA Industrial Services -1.31

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