MarketBeat alternative · pure quant
MarketBeat aggregates Wall Street analyst ratings, dividend headlines, and earnings calendars. Useful, but loud. Framler is a quant engine that ignores analyst herding and ranks stocks on 13 peer-reviewed factor families with Bayesian regime conditioning.
One aggregates Wall Street. The other models the data Wall Street already priced in.
Framler deliberately excludes Wall Street analyst consensus from the factor stack. Reason: published research (Loh-Stulz 2011, Womack 1996) finds analyst recommendations have low forward-return Information Coefficient after release because the consensus is already priced in. MarketBeat's strength is aggregating that consensus — useful for context, weak for alpha.
MarketBeat surfaces individual data points: dividend changes, insider purchases, analyst upgrades. Framler combines 13 academic factors (quality, value, momentum, PEAD, accruals, NLP, options flow, insider, sector spillover, short interest, microstructure, and factor interaction) into one Bayesian-shrunk composite that ranks tickers cross-sectionally.
Framler scores adapt to the current BOCPD-detected market regime (risk-on, transition, risk-off) and ship a Mondrian conformal prediction interval on every value. MarketBeat headlines arrive context-free — you have to interpret regime fit yourself.
For pure calendar-style data — dividend payment dates, ex-dividend, scheduled FDA meetings — MarketBeat is comprehensive. Framler's /earnings-this-week and /stocks/[ticker]/next-earnings pages cover the earnings calendar with engine-context overlay; FDA dates are integrated into the biotech factor scoring.
Academic literature (Womack 1996, Loh-Stulz 2011) shows analyst consensus has weak forward-return predictive power once the recommendation is public — the information is priced in within hours. We focus on factors that retain Information Coefficient over 30-90 day windows.
Yes. Full multi-factor engine, regime detection, conformal intervals, pattern library, and 1,000+ tickers — free during early access. Pro tier launches Q3 2026 for portfolio management features; quant scoring stays free.
Look up any of 1,000+ tickers and get the 13-factor breakdown, regime context, prediction interval, and pattern flags in one view. Free during early access.