Idea Library

QDB Risk Model

Quant Data Bureau's Risk Model systematically identifies and quantifies the key drivers of stock returns, empowering investors with deeper insights. Using factors derived from the proprietary QDB classification model, the Risk Model captures broad market influences that affect multiple stocks similarly.

Summary

Quant Data Bureau Factor-Based Risk Model

Quant Data Bureau’s Risk Model systematically identifies and quantifies the key drivers of stock returns, empowering investors with deeper insights. Using factors derived from the proprietary QDB classification model, the Risk Model captures broad market influences that affect multiple stocks similarly.

Each stock’s performance is dissected into two components:

  • Factor-Driven Return: The portion of returns influenced by market-wide factors.
  • Residual Return: The unique, stock-specific performance isolated after accounting for factor effects.

The Residual Return is a critical measure, highlighting idiosyncratic signals that can uncover unique opportunities for outperformance. By separating broad market dynamics from company-specific drivers, our Risk Model provides a clearer view of hidden alpha, enabling smarter investment strategies and more informed decision-making.

Gain an analytical edge with Quant Data Bureau’s advanced Risk Model—your tool for precision and performance in today’s complex markets.

Company Website: https://quantdatabureau.com/


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Quick Facts

Asset Class Coverage

  • Equities

Historical Coverage 03 Jan 2013 to present

Delivery Terms Daily

Geographic Coverage

  • North America


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Visibility Level public

Idea Library

QDB Classification

Unlock a more dynamic and insightful approach to stock categorization with our QDB Classification dataset. Unlike traditional rigid classification systems, this dataset employs probabilistic scoring to reflect the likelihood of a stock’s alignment with multiple sectors, based on the Standard Industrial Classification (SIC) system.

Summary

Quant Data Bureau: Advanced Company Classification Dataset

Unlock a more dynamic and insightful approach to stock categorization with our QDB Classification dataset. Unlike traditional rigid classification systems, this dataset employs probabilistic scoring to reflect the likelihood of a stock’s alignment with multiple sectors, based on the Standard Industrial Classification (SIC) system.

Using a cutting-edge BERT-based natural language processing (NLP) model, our solution analyzes business descriptions in 10-K SEC filings to identify nuanced relationships between companies and their SIC sectors. This advanced methodology delivers a probabilistic mapping that provides greater depth and flexibility than fixed-sector classifications.

The result is a versatile dataset that empowers analysts and investors to uncover unique insights, identify trends, and explore sector alignments that may not be immediately apparent through traditional methods. Whether you’re evaluating diversification strategies, conducting risk assessments, or refining your portfolio allocations, this dataset offers unparalleled granularity to inform and enhance your decision-making process.

Company Website: https://quantdatabureau.com/


Media

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Documents

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Notes/FAQ

Contact us for more info

Quick Facts

Asset Class Coverage

  • Equities

Historical Coverage 04 Jan 2010 - 31 Dec 2024

Delivery Terms Daily

Geographic Coverage

  • North America


General Tags

No data to show

Other Details

Visibility Level public