Factors
Factors · Momentum

Momentum factor signals

Four ways to measure momentum: price, risk-adjusted, idiosyncratic and trend.

4 signals · $39/mo each · 4800+ US stocks · daily refresh · history since 2003 · JSON & CSV

Price Momentum Factor

Short, medium & long term, breadth momentum

$39/mo
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Risk-Adjusted Momentum Factor

Risk metrics for periods of 50, 100 & 200 days

$39/mo
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Idiosyncratic Momentum Factor

Also called residual momentum, history since 2003

$39/mo
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Trend Momentum Factor

Price & return moving average, trend analysis

$39/mo
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All 4 momentum signals for $69/moregular $156 · save 56%

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