State Street Global Markets’ Machine Learning Stock Selection Model uses a data-driven approach and machine learning techniques to predict sector-relative performance of U.S. large cap stocks. Our model:

•           Incorporates State Street’s proprietary indicators of media sentiment and behavioral trends

•           Uses our Model Fingerprint framework to offer insights into the key drivers of stock returns

•           Shows strong efficacy in predicting sector-relative stocks returns in an out-of-sample backtest

The model’s predictions are updated monthly and are available on Insights (click here to learn more). Please note that the Machine Learning Stock Selection Model is currently available for U.S.-based clients.