Apollo is an asset pricing model that incorporates implied cost of capital to determine both the return opportunity and the risk of loss for over 6700 stocks worldwide. Updated daily, the dataset stretches back to 2000 and provides users with both estimated future cash-flows and the rate at which they’re being discounted. Factors such as style, rating, value, volatility, growth and potential alpha are used to create a proprietary stock level indicator. The dataset can also be used to create aggregate indicators at the portfolio, sector or market level.
Data Simply collects, scrubs, verifies and continually updates data in near real-time from published company disclosures at the SEC for the Russell 3000 group of tickers. They distill ESG (environmental, social and governance) and financial signal data from the words in these documents using custom ontologies to create a consolidated and comprehensive dataset.
The ISS ESG Governance QualityScore is an objective, point-in-time, data-driven tool that helps investment professionals measure and identify areas of corporate risk in Board Structure, Compensation programs, Shareholder Rights, and Audit & Risk Oversight. Company-level scores provide an indication of relative governance quality based on an evaluation of approximately 100 of 230 total factors that are most relevant to a given country or region.
Enhance corporate, investor, and consumer ESG and sustainability decision-making with strong signal data from CSRHub. Through a patented algorithm and machine learning, CSRHub aggregates and harmonizes disparate data from over 500 SRI/ESG sources to generate a consensus score for the ESG performance of more than 18,000 companies from 136 industries in 131 countries. Leverage CSRHub’s big data expertise to increase corporate market value, see portfolio opportunities and risks, and augment other Business Intelligence data.
Mastercard SpendingPulse™ is a suite of macroeconomic and industry data services that provide national and regional measures of the U.S. retail economy. SpendingPulse™ reports are based on the aggregated sales activity of the Mastercard U.S. payments network, coupled with estimates on all other payments forms including cash and check. An industry standard, SpendingPulse generates comprehensive monthly reports far earlier than government or industry sources.
Research Signals provides over 500 investment signals covering more than 30,000 securities in 80 countries, supporting security selection and strategy development. The signals are extracted from a variety of data sources, including direct financial, technical, industry-specific, proprietary, and alternative data sources, and are designed to help asset managers expedite return generation goals. Research Signals analyst team focuses on discovering and testing factors that relate to traditional and specialty themes such as value, quality, momentum, short interest, ESG, and more.
Quantopian Enterprise pairs FactSet’s experience in data aggregation and integration with Quantopian’s industry leading quantitative finance software, offering a sophisticated data analysis and quant workflow environment. The platform provides everything needed to research and develop effective quantitative investment strategies, supporting the workflow end-to-end, including research, alpha factor construction, portfolio optimization, strategy simulation, and evaluation.