Access a FREE TRIAL of ETF Global data

Monday, May 23, 2016

 

WRDS ACADEMIC SUBSCRIBERS ONLY

ACCESS A FREE TRIAL OF ETF GLOBAL DATA
Exchange-Traded-Funds — Pursue return, manage risk, utilize investment analysis, and generate investment ideas

DATA TRIAL SUBSET CONTAINS:
14 Exchange Traded Funds, including SPY (largest daily traded volume)
Click here to access the Trial


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.

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• Reflects the actual capital being added to or withdrawn from the ETF.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


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