Unlock Deeper Market Insights with Our Institutional-Level Datasets

Access institutional-grade financial data and proprietary analytics powered by FactSet Research Systems licenses. Go beyond the surface to make more informed, data-driven investment decisions. Our comprehensive data universe is designed to provide the clarity and depth you need, from foundational market identifiers to advanced, proprietary analytics.

Core Market Data

We provide a rock-solid foundation of comprehensive, accurate, and timely financial data covering ETFs, Mutual Funds, and CEFs. Our data is grouped into logical categories to support a full spectrum of analysis, from high-level evaluation to deep, granular research.

Key Statistics

This category includes the most critical metrics for fund evaluation. You’ll find essential data points such as Assets Under Management (AUM) to gauge size, Net Expense Ratios for cost analysis, and various yield metrics like Distribution Yield (TTM). We also provide trading-related statistics, including average premium/discount to NAV and bid-ask spreads, giving a full picture of a fund’s health and liquidity.

Reference Data

Access foundational, universal identifiers for every security. This includes basic information like the ticker and fund name, as well as contextual data such as the listing exchange, the fund’s issuer and brand, its underlying benchmark index, and its inception date.

Equity Characteristics

Dive deep into the valuation and profile of equity-focused funds. Our dataset contains a wide array of valuation ratios on both a trailing (TTM) and forward-looking (NTM) basis, such as Price-to-Earnings (P/E), Price-to-Book (P/B), and Price-to-Sales (P/S). You can also analyze income characteristics through metrics like Dividend Yield. Furthermore, our data includes consensus analyst estimates, providing insights into market expectations with data points like mean analyst recommendations, target price upside, and forward growth metrics.

Fixed Income Characteristics

Analyze the intricate details of fixed income portfolios with specialized metrics. We provide key data points that reveal interest rate sensitivity and return potential, including Effective Duration and Convexity, Yield to Maturity, and a full suite of Key Rate Durations (e.g., 2Y, 5Y, 10Y) to understand yield curve risk.

Technical Indicators

Track market sentiment and price momentum with a comprehensive set of technical indicators. This group of data covers everything from 52-week price levels to volatility measures like 1-year Beta. You can also assess momentum with trend-following indicators like MACD, compare price to key moving averages, and analyze market breadth to understand the scope of price movements.

Proprietary Derived Analytics

Go beyond standard metrics with our unique, rules-based system. We analyze ETF holdings to provide unparalleled clarity on fund characteristics and true exposures, empowering you to make more precise investment decisions.

Systematic, Rules-Based Approach

Our analytics are built on a proprietary, purely rules-based system. This eliminates emotional bias and ensures every ETF is assessed using the same objective criteria, providing unrivaled clarity, objectivity, and consistency in your analysis.

Exposure Assignments & Classification

We perform a deep, look-through analysis of ETF holdings to systematically assign classifications based on a fund’s true exposure. This allows you to understand a fund’s actual market, region, country, sector, size, and style, rather than relying on its name or marketing materials.

Factor Ratings & Tilts

Quantify an ETF’s specific leanings towards critical investment factors. We measure stock and sector concentration, size, yield, quality, value, and momentum for equities. For fixed income, we measure yield, duration, and credit quality. All factors are benchmarked against the broader market to provide a common yardstick for comparison.

Why It Matters for You

This systematic approach provides a clearer starting point for ETF screening and due diligence. It allows you to efficiently filter the vast ETF universe, identify funds that truly align with your mandate, and build portfolios with a data-driven, defensible methodology.

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