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Alternative Data News and Insight

Neudata Intelligence

Alternative data solutions for governance insights

The growth of alt data is ever-increasing the availability of sources that offer unconventional ways to assess company governance quality. Many of these datasets offer an outside perspective of governance practices by sourcing data points outside of self-reported information. We summarize the availability of datasets that offer insights into ownership structures, leadership quality, shareholder sentiment, governance risks and even psychometric profiles of senior management teams.

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Neudata Intelligence

An Alternative Data Primer For Airline Investors

It would be fair to say that airlines have had a turbulent 2019. The surge in bankruptcies – affecting Thomas Cook, WOW air, and flybmi – and the grounding of the Boeing 737 MAX have had widespread repercussions. At the same time, certain events can also provide profit-making opportunities. In this report, we summarise how airline investors may utilise alternative data to gain value-additive insights and, in doing so, help manage risk in these turbulent times.

Neudata Intelligence

Tracking corporate insider activity

Identifying and tracking insider activity (i.e. when CEOs sell down shares or what they say on earnings calls) can be a useful way to understand what management thinks about the company ’s future performance. Equally, it could also provide irrelevant, unhelpful signals. In this report, we highlight the challenges, literature and use cases on this subject. We also summarise several datasets that may be of use to readers in tracking different types of insider activity.

Neudata Intelligence

Measuring the invisible – alternative sources of environmental performance data

Historically, environmental performance data has heavily relied upon disclosure information, which companies are not always obligated to report on. However, recent technological developments have enabled us to measure environmental performance in more advanced ways. These datasets can 1) attribute point sources of invisible greenhouse gas emissions via remote satellite technology, and 2) quantify ESG-related intellectual capital through patent filing analysis.

Neudata Intelligence

Generating Alpha from Pharmaceutical Events using ML & NLP

The stock market reaction to a single pharmaceutical event, such as a drug approval, repositioning, or adverse event, can have a spillover effect. Beyond the effect on the associated company’s stock price, an event may trigger a latent movement in the stock price of other publicly traded pharmaceutical companies. Research suggests that these sympathetic price movements may be a result of common attributes shared by the companies (beyond economic fundamentals), which are embedded in human language. In this piece, we explore how investors could leverage NLP to detect these ‘hidden relationships’ and generate alpha from pharmaceutical stocks.