EN REQUEST DEMO Macrobond/FactSet Equity Factor Aggregates Unparalleled insight into the dynamics of global equity markets Macrobond has partnered with FactSet to provide an add-on dataset that helps you understand equity market valuations and trends at an aggregate level. Introduction Macrobond delivers the world’s most comprehensive source of macroeconomic intelligence for financial professionals. Our customers need to identify investment themes across global equity markets, incorporate these insights into their portfolios and transform raw data into actionable intelligence. We have partnered with FactSet to create the Macrobond/FactSet Equity Factor Aggregates (MFEFA), an aggregate version of the US firm’s Quant Factor Library (QFL), which provides a comprehensive representation of the entire global equity market. FactSet’s QFL is a point-in-time database of factor insights and consolidated data, including alternative data from more than 70,000 securities across 127 countries and 200 exchanges. ‍ Traditional datasets such as pricing, fundamentals and estimates offer an extensive history dating back to 1986 for key countries. The QFL history covers 67,000 securities globally. The MFEFA aggregate the underlying data items from the QFL for the securities within each market. This rules-based approach provides our customers with a top-down representation of the investable universe available in each market while capturing local market nuances. The MFEFA cover all developed and emerging markets at an aggregate level, which are then built out to regional aggregations. The MFEFA covers emerging and developed markets. The MFEFA include nearly 100 individual data items from across 14 different factor groups. Each is taken from the QFL at security level and then aggregated. Details can be found in the time series information section of the Macrobond application. EPS VALUE GROWTH LIQUIDITY SIZE MOMENTUM CORPORATE GOVERNANCE CROWDING SOLVENCY QUALITY MARKET SENSITIVITY SENTIMENT VOLATILITY PROFITABILITY To find out more, please contact your Macrobond account manager. Fast facts Covers all developed and emerging markets at an aggregate level. Aggregates financial and alternative data from: 70,000+ securities 127 countries 200+ exchanges 100 individual data items 14 factor groups PRODUCTS Overview Desktop solutions Data feeds Premium datasets Macrobond/FactSet Equity Factor Aggregates FEATURES Macrobond data Data visualisation Collaboration tools SERVICES Customer onboarding WHO WE SERVE Strategists Economists Portfolio Managers Asset Allocators Quantitative Analysts INSIGHTS News Blogs Charts of the Week Resources ABOUT US Who we are Partners Leadership team Testimonials Careers Contact SUBSCRIBE TO OUR NEWSLETTER © 2021 Macrobond.com. All rights reserved. Privacy Policy Terms & Conditions We use cookies to improve your experience on our site. To find out more, read our updated privacy policy and cookie policy. ACCEPT