InsiderScore Data Feeds for Quant Models and Internal Applications
Our industry-leading data integrity and proprietary algorithms can help generate alpha and reduce risk

Count on InsiderScore for the highest quality data and leading-edge analysis

Unlike other providers, we focus solely on insider, buyback and institutional datasets. As such, we'll provide you with the highest level of data integrity and comprehensive details and analytics. Our strengths include:

  • Extensive quality checks and data integrity
    By employing best practices in both software algorithms and manual checks, InsiderScore delivers a highly accurate dataset from a database known to have extremely high error rates. Filings typically undergo a multiple-level audit.
  • More comprehensive data points than other providers
    InsiderScore's combination of software parsing and manual processes results in more detailed data points and labeling than other providers. See our offerings for more details.
  • Industry-leading Scoring Algorithms and Unusual Event Alerts
    With better data and more details, InsiderScore has taken its years of expertise to build comprehensive Scoring Algorithms and Unusual Event Alerts. This information is readily available for access within your models. You're also free to build or combine our algorithms into your own proprietary models.

Integration within your process

  • Integration within internal applications/portals and corporate governance
    InsiderScore's intelligence will allow your investment professionals to more easily monitor often confusing and cumbersome datasets. InsiderScore data will save analysts and portfolio managers valuable time and allow them to more easily find actionable long ideas and avoid potential disasters. Our Buyback and 10b5-1 Databases can provide valuable information for your corporate governance department. Work with us to develop the optimal solution.
  • Inputs to quantitative models
    InsiderScore offers multiple options for quantitative analysts using both single- and multi-factor models. Quants can take advantage of our cleansed transaction files and/or our proprietary algorithms. Use our analytics to generate both company-specific trading and macro allocation decisions.

Looking for alpha generation? Start with our Insider Feeds

    If you're looking for alpha generation, we suggest you start with our Insider Feeds. Academic research, confirmed by thirty years of independent studies, shows that not all insider activity is equal. Use InsiderScore's Scoring and Unusual Event Alerts to find statistically notable activity.
    See the following performance results for two of the more significant event types: Cluster Activity - multiple insiders buying or selling stock within a 30-day period; and Inflections - material accelerations in buying or selling activity based on our proprietary Company Score ranking.

      6-Mon Return Data 12-Mon Return Data
      Count Simple Return Relative Winners Alpha
    VS. Index
    Simple Return Relative Winners Alpha
    VS. Index
    Cluster Buying 895 +21.4% 58.2% +17.5% +40.1% 56.8% +32.4%
    Cluster Selling 2,186 +0.9% 45.0% - 0.7% +3.5% 42.5% - 0.3%
      Delta     +18.2%     +32.7%
    Buy Inflection 3,233 +11.7% 53.4% +8.5% +19.1% 49.7% +13.5%
    Sell Inflection 2,345 +0.9% 43.4% -1.4% +2.6% 41.6% -2.1%
      Delta     +9.9%     +15.6%
    Relative performance is versus the associated sector ETF. Percent winners column is a measure of relative returns that are positive. Past performance is not a guarantee of future returns - see full disclaimer on InsiderScore.com - data as of August 26, 2010.

     

    InsiderScore feed offerings - customized to meet your needs

      InsiderScore's feed solutions can be delivered in a method and format (FTP, https://, XML, etc.) that is most easily integrated within your application. Delivery options range from monthly, weekly, daily, intra-day to real-time. We strive to build a flexible architecture and deliver the best solution for you. For example, we deliver many of our Unusual Event Alerts to Bloomberg with a real-time feed.

    InsiderScore feed options and details

    The database contains all Form 4 filings for U.S.-listed companies subject to insider trading disclosure rules since 2004.

      Specific Options Description
      Cleansed Transactional File All Form 4 filings after our rigorous data cleansing and transaction labeling process. File can include proprietary datasets such as the transaction score, insider performance measurements and details of exercise and sell transactions, including time to expiration, gain on options, and more. Good for users who want to build their own models.
      Company Scores and
    Unusual Event Alerts
    Includes our proprietary Company Score metric, which measures current buying and selling versus past buying and selling on a company-level. The Company Score algorithm analyzes 20+ factors. The file can contain Unusual Events Alerts ,which identify quantitatively significant types of activity such as: Cluster Buying, CFO Selling more than 10%, Increases in 10b5-1 (pre-planned) selling and much more.
      10b5-1 Plan Details Includes details regarding 10b5-1 (pre-planned) plan initiations, amendments, and terminations. Information is pulled manually and we currently have nearly 10,000 plan details in the system.
      Qualitative Research Briefs Includes Research Briefs written by our research team. Use our Actionable Briefs to isolate our favorite long and short ideas.
      Macro Buy Signals Includes our Industry Buy Inflection Points, which can generally be utilized to identify "market bottoms". Available for all primary indexes and sectors. Request our whitepaper and performance analysis.

    Buyback feed options and details

    The database contains all plans and quarterly updates since 2004 for all U.S. companies and a majority of foreign companies that file 6Ks. The database is maintained manually by reviewing 10Qs, 10Ks, 8Ks, 6Ks, press releases and other disclosures.

      Specific Options Description
      Plan updates, initiations
    and revisions
    Includes details regarding all notifications related to company stock buybacks. Information is pulled manually from multiple sources covering nearly 3,500 companies with buyback plans and over 30,000 updates. Includes over $2.5 trillion of buyback repurchases.
      Company Level Statistics Includes historical statistics on a company's buyback trends and follow-through, including the average completion rate, effective ratio, impact on shares outstanding and much more.
      Buyback Unusual Event Alerts Includes our proprietary buyback-related Unusual Event Alerts such as high levels of insider selling or buying alongside a sizeable buyback, buying at historically high / low prices and more.

    Institutional feed options and details

    The database contains 13F holdings since Q1'07. Unlike other services we also parse Puts, Calls and Debt holdings (since Q1'08). In addition, we include all 13G and 13D holdings.

      Specific Options Description
      Quarterly Holdings Includes holdings (equity and put, call and debt positions) for institutions based on disclosures within 13F filings. We can also limit to a sub-set of pre-selected funds.
      Cleansed 13D/G Filings Includes all 13D/G filings after our data cleansing and processing. We compare the filings versus the most recent 13D/G or 13F - whichever is more timely to calculate an accurate change in ownership.

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Disclaimer:

The information herein is based on sources we believe to be reliable but is not guaranteed by us and does not purport to be a complete or error-free statement or summary of the available data. Using proprietary software we filter, prioritize and score data, we do not guarantee the accuracy or completeness of our software. As such, we do not warrant, endorse or guarantee the completeness, accuracy, integrity or timelines of the information. You must evaluate, and bear all risks associated with, the use of any information provided hereunder, including any reliance on the accuracy, completeness, safety or usefulness of such information. This information is not intended to be used as the primary basis of investment decisions. It should not be construed as financial or other advice or as an offer to sell or the solicitation of an offer to buy any security in any state where such an offer or solicitation would be illegal. Any information expressed herein on this date is subject to change without notice. Any opinions or assertions contained in this information do not represent the opinions or beliefs of InsiderScore, LLC. One or more of its employees, including the writer of this report, may have a position in any of the securities discussed herein. Use of the InsiderScore service including the reading of this document, signifies your agreement to the Terms of Use.

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