Portfolio Premia
212 predictor signals

Portfolio Premia

Past performance and Bayesian forecasts for 212 signals from the Open Source Asset Pricing project, using the methodology of Alti, Johnson, Titman (2026). 212 signals have forecasts available.

accruals (5)
asset composition (5)
  • Cash · 2012 · forecast
  • NOA · 2004 · forecast
  • RDcap · 2011 · forecast
  • realestate · 2010 · forecast
  • tang · 2009 · forecast
cash flow risk (1)
  • VarCF · 1996 · forecast
composite accounting (5)
  • ExclExp · 2003 · forecast
  • FR · 2006 · forecast
  • MS · 2005 · forecast
  • PS · 2000 · forecast
  • RDS · 2011 · forecast
default risk (1)
earnings event (2)
earnings forecast (8)
earnings growth (4)
external financing (12)
info proxy (1)
informed trading (3)
investment (8)
investment alt (10)
investment growth (3)
lead lag (9)
leverage (4)
liquidity (9)
long term reversal (6)
momentum (11)
optionrisk (4)
other (27)
ownership (3)
payout indicator (4)
profitability (8)
profitability alt (3)
R&D (5)
recommendation (3)
risk (6)
sales growth (6)
short sale constraints (5)
short-term reversal (1)
size (1)
  • Size · 1981 · forecast
valuation (17)
volatility (6)
volume (6)