Allermuir Capital's proprietary artificial intelligence investment analytics technology, Hebrides.
Hebrides projects individual financial statements to estimate performance, valuation and risk metrics, enabling unbiased and fast decision making.
Enhanced accuracy of individual line-item projections. Standardised financial statement information for comparison.
Outputs produced 30% annual outperformance.
137 individual line items for each in-vestment. Ineradicable historical knowledge within models.
Output enhancement with client value-add knowledge.
All information cross-checked and Quality Controlled. Information from source including SEC filings and Fed databases.
Fundamental strategy backtesting.
Cloud enabled for speed & scale.
Multi-year & multi-scenario projections available in seconds.
Comprehensive and bespoke analytics every time.
Standardised historical information enabling comparison between investments.
Projections driven by machine learning tech-nology utilising the latest macroeconomic fac-tors and microeconomic firm driven perfor-mance information.
Valuation analysis utilising operational cash-flow, equity income, dividend payments and multiple comparisons.
In-depth risk-analysis of solvency and liquidity default risks with recovery rates.
Scenario analysis to provide context to all pro-jections and results. Aggregation and comparison of investments.
Input factor weights available for each individual model item.
Visualisation of input factor sensitivity to enable greater understanding of model creation and implementation.
Clients have the ability to utilise their own projections for any and all individual modelling outputs to benefit from their own distinctive knowledge enhanced by AI projections on other items and full-suite analytics.
Database currently available for Russell 3000.
Geographical expansion in-progress.
Additional of private data for individual client model creation. Access all information via API or CSV.
Allermuir aggregates big data across the macro-economic environment and individual investment data (financial statements, etc.) into a data-lake.
Data-lake is fed into artificial intelligence models to identify patterns between historical macro-economic environment and investment fundamentals with future performance of each individual investment line item.
AI models are used with the latest information from the data-lake to project invest-ment fundamentals for each individual investment line item.
Projections for each individual investment from Hebrides are fed into proprietary valuation and risk analysis systems to provide insight and knowledge.
Outputs from each individual investment are available to 1) aggregate, providing overviews of market or sector performance; 2) compare between different investments; and 3) construct and test portfolios based on client specific criteria.