"SuperCharge" Your Consumer Equity Portfolios
BrandLoyalties provides proprietary brand loyalty metrics based on the cyber luminosity of each company’s brands.
What Do We Do?
BrandLoyalties, Inc. finds publicly traded corporations that are likely to report revenue growth in their next reporting cycle by monitoring daily on-line (“cyber”) interest in the brand names owned by those corporations.
We track daily online consumer citations of brand names to generate forward looking daily metrics based on shifting consumer loyalty to the brands of roughly 6,500 equities (3,000 US, 1,600 European & 1,900 Asian equities).
Key Features
Proven Track Record
15 years of daily ticker level data, with 10+ years of daily deliveries to institutional clients, providing highly uncorrelated alpha with a latency/horizon of 14 to 90 days.
Global Coverage
Coverage of roughly 6,500 equities (3,000 US, 1,600 European & 1,900 Asian equities), available in three subscription packages.
Compliance Friendly
We use a compliance-friendly Lexicographic data collection approach, with no 3rd party sources.
AI / Machine Learning
An Artificial Intelligence / Machine Learning (AI / ML) focused add-on is available, with data optimized (scaled / standardized / normalized / bounded) for easy ingestion.
Research & Reviews
"In this paper, we analyzed BrandLoyalties consumer sentiment data and constructed a factor that infers the sentiment of consumers based on the changes in the volume of their discussions and reviews about a company and its products.
“The individual consumer sentiment metrics as well as the equal-weighted and machine learning combination equal-weighted consumer sentiment factors we constructed generated positive returns and IRs in the MSCI USA IMI universe on both a stand-alone basis and in a multivariate framework, even after accounting for other traditional sentiment factors such as those based on analyst revisions, news sentiment and short interest.”
“The individual consumer sentiment metrics as well as the equal-weighted and machine learning combination equal-weighted consumer sentiment factors we constructed generated positive returns and IRs in the MSCI USA IMI universe on both a stand-alone basis and in a multivariate framework, even after accounting for other traditional sentiment factors such as those based on analyst revisions, news sentiment and short interest.”
MSCI, A Consumer Sentiment Factor From Web Content, June 2019
"The excess returns and robust Sharpe ratios on the ESG sample were consistent with the published studies from 2019 using the entire US luminosity-score universe provided by BrandLoyalties. The results included cumulative annualized returns of over 15.5% and a Sharpe Ratio of over 36.5, resulting in nearly 700 basis points of excess return relative to broad market indexes and over 500 basis points relative to the most popular ESG funds."
Herb Blank, Senior Quantitative Analyst, ValuEngine, 2022
Applications
Quantitative Hedge Funds
Persistent highly uncorrelated alpha available in all three of our coverage universes (US, Europe and Asia). Daily data deliveries with alpha latency of 14-90 days.
Indexes for Active ETFs
We publish the performance results of 18 consumer oriented indexes, illustrating the flexibility of our metrics for enhancing performance in portfolios with diverse mandates -- including ESG and Shariah compliant.
AI Managed Portfolios
Our Artificial Intelligence & Machine Learning add-on provides data that is scaled, standardized, normalized and bounded for easy ingestion into neural network models.
Managed Accounts
Direct Indexing from one of our "Super-Charged" indexes. Give RIAs a reason to look forward to their annual client meetings, and give those clients reasons to feel good about being in one of your managed accounts.