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 |