Predict corporate actions and stock performance.
Daily, company-level signals on US companies: M&A, CapRaise and Distress probabilities, plus investor-attention and workforce factors that track stock performance. Derived scores or raw data, delivered to your cloud.
Walk-forward backtest, June 2024 to January 2026, against size- and industry-matched peers. ROC-AUC 0.75.
Equal-weighted long/short, March 2024 to June 2026. Backtested, gross of costs.
Company-level signals with history from January 2024.
Three lenses on every company.
What a company’s own employees research, which bankers, lawyers and advisors research the company, and which stocks investors look up.
Takeover targets
Management, plus bankers and lawyers, researching a sale of business, due diligence and the M&A process.Top decile acquired at ~6× the base rate: 306 public targets, Jun 2024 – Jan 2026.
Short-book protection
Hedge or cover shorts when the probability of a buy-out climbs.The same takeover signal, used as a risk flag on the short side.
Distress
Employees, plus restructuring advisors, researching bankruptcy, layoffs and restructuring.At a score of 0.60 or higher, 41% confirmed distress, with a 3 – 7 month median lead across 411 events.
Macro and commodities
Hedge funds and commodity traders against the broad public on crude, grains and shipping chokepoints: news, price pages and futures screens.40 hedge-fund and commodity firms active in a sample week; professional desks read ~7× more intensively than mass news readers.
Investor attention
Distinct readers of a stock’s quote pages, per dollar of market cap.19.7% a year with a Sharpe of 2.15, equal-weighted long/short.
Workforce engagement
Work against leisure browsing by a company’s own employees, in and out of business hours.Work minus leisure: 25.6% a year with a Sharpe of 2.76, capped value-weighted.
M&A and distress backtests are walk-forward and point-in-time, with lift measured at a realistic 1% base rate. Whitepapers are available on request.
Derived signals, or the raw layer underneath.
Built from 2B+ daily article reads across 10,000+ publishers. No personal data. GDPR and CCPA compliant.
- Derived signals0–100 scores per company, updated daily, with 3- and 6-month averages, trend flags, topic keywords and named deal-makers.
- Raw dataThe underlying research activity, for funds that want to build their own features.
- Custom scoresClient-defined scores on Fintent data, mapped to your tickers and universe.
- DeliverySFTP, GCP, S3, Snowflake or the REST API.
Four factors, largely uncorrelated.
An equal-capital blend of all four returned 12 – 17% a year, with a Sharpe of 3.2 equal-weighted and 2.9 capped value-weighted.
| Signal | Who | What it measures | Equal-weighted | Capped value-weighted |
|---|---|---|---|---|
| Quote-page attention | Investors | Distinct readers of a stock’s quote pages, per dollar of market cap | 19.7% · 2.15 | 19.4% · 1.82 |
| Productive work-site share | Employees | Share of browsing on work and research sites | 7.8% · 1.69 | 12.3% · 1.90 |
| Work minus leisure | Employees | Work browsing minus leisure browsing, as a share of all browsing | 13.2% · 2.27 | 25.6% · 2.76 |
| Low work-hour leisure | Employees | Share of workers on leisure sites during business hours (lower is better) | 7.8% · 2.15 | 12.0% · 1.25 |
Annual return · Sharpe ratio. Monthly decile 10 minus decile 1 long/short, March 2024 to June 2026, industry- and size/liquidity-adjusted, gross of costs. Investor and employee signals have monthly return correlations of −0.08 to 0.28. Backtested, not live trading; past results do not guarantee future returns. Delivered daily by ISIN.
Test it against your own book for three months.
Derived and raw data for qualified funds. Data provenance documentation is available for diligence.
Get into deals earlier and miss fewer deals.
A 20-minute call with your own sectors loaded. Leave with a shortlist of companies flagged this week.