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etfglobal_analytics by ETF Global

Dataset Name: etfglobal_analytics

Group: etf
Vendor: ETF Global
Data Starts at: 2017-04-05 00:00:00
Symbol Set: ETFs
Asset Class: Equity
Data Update Time(s): 8:00 AM EST
Data Update Frequency: day

Two proprietary, multifactor models that provide forward-looking risk and reward scores for each ETF.

ETF Global® (ETFG®) is a leading, independent provider of data, research, investment decision support applications, proprietary risk analytics and investment models for Exchange-Traded-Products. The ETFG Multi-Factor, Quantitative Model (ETFG Quant), supports the overall investment process in pursuing return, managing risk, utilizing investment analysis and generating investment ideas.

Data Contained in this Dataset

Column Type Description
_seq uint Internal sequence number used to keep data rows in order
timestamp string Timestamp of the Data - America/New York Time.
muts uint64 Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps.
as_of_date string As of date
risk_total_score double ETFG Red Diamond Risk Score
risk_volatility double Component Volatility Score
risk_deviation double Component Deviation Score
risk_country double Component Country Score
risk_structure double Component Structure Score
risk_liquidity double Component Liquidity Score
risk_efficiency double Component Efficiency Score
reward_score double ETFG Green Diamond Reward Score
quant_total_score double ETFG Total Quant Score
quant_technical_st double Component Short Term Technical Score
quant_technical_it double Component Intermediate Technical Score
quant_technical_lt double Component Long Term Technical Score
quant_composite_technical double Component Composite Technical Score
quant_sentiment_pc double Component Put/Call Score
quant_sentiment_si double Component Short Interest Score
quant_sentiment_iv double Component Implied Volatility Score
quant_composite_sentiment double Component Composite Sentiment Score
quant_composite_behavioral double Component Composite Behavioral Score
quant_fundamental_pe double Component Price/Earnings Score
quant_fundamental_pcf double Component Price/Cash Flow Score
quant_fundamental_pb double Component Price/Book Value Score
quant_fundamental_div double Component Dividend Yield Score
quant_composite_fundamental double Component Composite Fundamental Score
quant_global_sector double Component Sector Score
quant_global_country double Component Country Score
quant_composite_global double Component Composite Global Theme Score
quant_quality_liquidity double Component Liquidity Score
quant_quality_diversification double Component Diversification Score
quant_quality_firm double Component Issuing Firm Score
quant_composite_quality double Component Composite Quality Score
quant_grade string Simple letter grade distribution: A = 71-100, B = 56-70, etc.
symbol string Trading Symbol or Ticker

Important Dataset Notes

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