ETF Global data now on WRDS

Tuesday, May 10, 2016

ETF GLOBAL DATA NOW AVAILABLE VIA WRDS

ACCESS EXCHANGE-TRADED-FUNDS — PURSUE RETURN, MANAGE RISK, UTILIZE
INVESTMENT ANALYSIS, AND GENERATE INVESTMENT IDEAS ON OVER 1750 U.S. LISTED PRODUCTS

WHY ETF GLOBAL?
With over $2 Trillion in U.S. listed ETF assets, the demand for information and data from institutional communities continues to grow for what many hail as the investment vehicle of the future, namely Exchange-Traded-Funds.With ETFs now providing access to markets formerly unavailable in any efficient way, the academic research and investment community at large is now more active and interested in ETFs than ever before.

DATA COVERAGE from 2012

PROFILE DATA
• U.S. listed ETFs including information on Expenses, Tracking Index, Assets Under Management
• Industry-specific information on Service Providers, Lead Market Makers, etc.
• Classification details on Market Exposures, Geographic Exposures, Industry Exposure

FUND FLOWS DATA
• Daily Net Fund Flows that is driven by the ETF creation and redemption process
• Reflects the actual capital being added to or withdrawn from the ETF. Includes Shares Outstanding and NAV

PROPRIETARY ANALYSIS
Reward Model
• 22 factor scores gauging momentum, sentiment, valuation, and macro views on sectors/countries
• Qualitative measures include liquidity, diversification and issuing firm
Risk Model
• 7 factor scores
• Measures include volatility, deviation, country, structure, liquidity and efficiency

CONSTITUENTS DATA
Historical daily holding information driven from ownership within the product
Constituent ID, shares and weight

ETF GLOBAL RESEARCH
Capturing Alpha with Sentiment, Chris Romano, ETF Global Research
ETFG Red Diamond Risk Rating— Daily Short, ETF Global Research
ETFG Green Diamond Reward Rating —Daily Long, ETF Global Research

 

CONTACT US FOR TRIAL OR SUBSCRIPTION INFORMATION
WRDS | http://whartonwrds.com | wrds@wharton.upenn.edu | +1 877-438-9737
ETF GLOBAL | www.etfg.com | support@etfg.com | 212 223-ETFG (3834)

ABOUT ETF GLOBAL
ETF Global® (ETFG®) is a leading, independent provider of data, research, investment decision support applications, proprietary risk analytics and educational offerings for Exchange-Traded-Products. While ETF Global specializes in Exchange-Traded-Funds (ETFs), the company’s broad suite of products and services addresses the spectrum of asset classes throughout the investment arena. The ETFG research platform, which is driven by the ETFG Quantitative Model (ETFG Quant), supports the overall investment process with a variety of strategies and applications to pursue return, manage risk, utilize investment analysis and generate investment ideas. Founded in 2011, the firm is headquartered in New York and maintains offices in both New York City and Pittsburgh, PA. More information about ETF Global and our services, applications and products is available throughout our site, here at www.etfg.com.