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gsq_measure_largecap

gsq_measure_largecap by G&S Quotient

Dataset Name: gsq_measure_largecap


Group: esg
Vendor: G&S Quotient
Data Starts at: 2008-01-01 00:00:00
Symbol Set: US Large Cap Equities
Asset Class: Equity
Data Update Time(s): 8:30 AM EST
Data Update Frequency: day

G&SQ Intraday Score™is a univariate score in a daily time series, covering large cap companies, computed from select G&SQ Measures™, and is calibrated to next-day-open-to-close residual stock return. Ideal for day trading strategies. Delivered by 08:30AM EST each US trading day. Produced 2.78 annualized Sharpe Ratio in out-of-sample historical data in the past 6 years (untill 15-June-2022) in market-neutral strategies.

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.
symbol string Trading Symbol or Ticker
Data_Date string Date of the data
Delivery_Date string Delivery_Date
FIGI string FIGI ID. The FIGI code (https://www.openfigi.com) that identifies the stock across related exchanges in the same country.
111 double Share of non-audit fees to total fees paid to the auditor during last reported fiscal period
112 string Auditor opinion for last reported fiscal period
1131y int Number of auditor departures of in past 1 year
1132y int Number of auditor departures of in past 2 year
1133y int Number of auditor departures of in past 3 years
1134y int Number of auditor departures of in past 4 years
1135y int Number of auditor departures of in past 5 years
114 string Current Auditor - if top-tier ('big four')
1211y int Number of restatements in past 1 years
1212y int Number of restatements in past 2 years
1213y int Number of restatements in past 3 years
1214y int Number of restatements in past 4 years
1215y int Number of restatements in past 5 years
1216m int Number of restatements in past 6 months
1221y int Number of fiscal quarters where non-recurring items (charges or gains) exceed 5% of sales or 1.5% of net assets in past 4 quarters
1222y int Number of fiscal quarters where non-recurring items (charges or gains) exceed 5% of sales or 1.5% of net assets in past 8 quarters
1223y int Number of fiscal quarters where non-recurring items (charges or gains) exceed 5% of sales or 1.5% of net assets in past 12 quarters
1224y int Number of fiscal quarters where non-recurring items (charges or gains) exceed 5% of sales or 1.5% of net assets in past 16 quarters
1225y int Number of fiscal quarters where non-recurring items (charges or gains) exceed 5% of sales or 1.5% of net assets in past 20 quarters
1226m int Number of fiscal quarters where non-recurring items (charges or gains) exceed 5% of sales or 1.5% of net assets in past 2 quarters
1231y int Number of times earnings estimate lowered in past 1 year
1232y int Number of times earnings estimate lowered in past 2 years
1233y int Number of times earnings estimate lowered in past 3 years
1234y int Number of times earnings estimate lowered in past 4 years
1235y int Number of times earnings estimate lowered in past 5 years
1236m int Number of times earnings estimate lowered in past 6 months
1241y int Number of delayed filings in past 1 years
1242y int Number of delayed filings in past 2 years
1243y int Number of delayed filings in past 3 years
1244y int Number of delayed filings in past 4 years
1245y int Number of delayed filings in past 5 years
1246m int Number of delayed filings in past 6 months
1247 int Number of delayed filings remaining delinquent
12471 int Number of delayed filings remaining delinquent for more than 1 month
12471y int Number of delayed filing where delinquency lasted for more than 1 month in past 1 year
12472y int Number of delayed filing where delinquency lasted for more than 1 month in past 2 years
12473y int Number of delayed filing where delinquency lasted for more than 1 month in past 3 years
12474y int Number of delayed filing where delinquency lasted for more than 1 month in past 4 years
12475y int Number of delayed filing where delinquency lasted for more than 1 month in past 5 years
12476m int Number of delayed filing where delinquency lasted for more than 1 month in past 6 months
1251y int Number of times material control weakness identified in past 1 years
1252y int Number of times material control weakness identified in past 2 years
1253y int Number of times material control weakness identified in past 3 years
1254y int Number of times material control weakness identified in past 4 years
1255y int Number of times material control weakness identified in past 5 years
126 string Material control weakness currently remaining unremediated
1311y int Number of SEC (US Securities Exchange Commission) investigations initially disclosed in past 1 year
1312y int Number of SEC (US Securities Exchange Commission) investigations initially disclosed in past 2 year
1313y int Number of SEC (US Securities Exchange Commission) investigations initially disclosed in past 3 year
1314y int Number of SEC (US Securities Exchange Commission) investigations initially disclosed in past 4 year
1315y int Number of SEC (US Securities Exchange Commission) investigations initially disclosed in past 5 year
1316m int Number of SEC (US Securities Exchange Commission) investigations initially disclosed in past 6 months
132 int Number of SEC (US Securities Exchange Commission) investigations currently remaining open
1331y int Number of enforcement actions by the SEC (Wells Notice) in past 1 years
1332y int Number of enforcement actions by the SEC (Wells Notice) in past 2 years
1333y int Number of enforcement actions by the SEC (Wells Notice) in past 3 years
1334y int Number of enforcement actions by the SEC (Wells Notice) in past 4 years
1335y int Number of enforcement actions by the SEC (Wells Notice) in past 5 years
1336m int Number of enforcement actions by the SEC (Wells Notice) in past 6 months
1341y int Number of DoJ (US Department of Justice) or State AG (Attorney General) investigations in past 1 years
1342y int Number of DoJ (US Department of Justice) or State AG (Attorney General) investigations in past 2 years
1343y int Number of DoJ (US Department of Justice) or State AG (Attorney General) investigations in past 3 years
1344y int Number of DoJ (US Department of Justice) or State AG (Attorney General) investigations in past 4 years
1345y int Number of DoJ (US Department of Justice) or State AG (Attorney General) investigations in past 5 years
1346m int Number of DoJ (US Department of Justice) or State AG (Attorney General) investigations in past 6 Months
135 int Number of DoJ or State AG investigations currently remaining open
1361y int Number of Audit Committee investigations in past 1 years
1362y int Number of Audit Committee investigations in past 2 years
1363y int Number of Audit Committee investigations in past 3 years
1364y int Number of Audit Committee investigations in past 4 years
1365y int Number of Audit Committee investigations in past 5 years
1366m int Number of Audit Committee investigations in past 6MO
137 int Number of Audit Committee investigations currently remaining open
1381y int Number of SEC staff reviews in past 1 year
1382y int Number of SEC staff reviews in past 2 year
1383y int Number of SEC staff reviews in past 3 year
1384y int Number of SEC staff reviews in past 4 year
1385y int Number of SEC staff reviews in past 5 year
1386m int Number of SEC staff reviews in past 6 MO
1391y int Number of SEC staff reviews which lasted for more than 6 months in past 1 year
1392y int Number of SEC staff reviews which lasted for more than 6 months in past 2 years
1393y int Number of SEC staff reviews which lasted for more than 6 months in past 3 years
1394y int Number of SEC staff reviews which lasted for more than 6 months in past 4 years
1395y int Number of SEC staff reviews which lasted for more than 6 months in past 5 years
1310 int Number of SEC staff reviews currently remaining open
1311 int Number of SEC staff reviews currently remaining open for more than 6 months
13121y int Number of SEC staff reviews raising revenue recognition issue in past 1 year
13122y int Number of SEC staff reviews raising revenue recognition issue in past 2 years
13123y int Number of SEC staff reviews raising revenue recognition issue in past 3 years
13124y int Number of SEC staff reviews raising revenue recognition issue in past 4 years
13125y int Number of SEC staff reviews raising revenue recognition issue in past 5 years
13126m int Number of SEC staff reviews raising revenue recognition issue in past 6 months
13131y int Number of SEC staff reviews raising expense recognition issue in past 1 year
13132y int Number of SEC staff reviews raising expense recognition issue in past 2 years
13133y int Number of SEC staff reviews raising expense recognition issue in past 3 years
13134y int Number of SEC staff reviews raising expense recognition issue in past 4 years
13135y int Number of SEC staff reviews raising expense recognition issue in past 5 years
13136m int Number of SEC staff reviews raising expense recognition issue in past 6 months
13141y int Number of SEC staff reviews raising issues related to reserves in past 1 year
13142y int Number of SEC staff reviews raising issues related to reserves in past 2 years
13143y int Number of SEC staff reviews raising issues related to reserves in past 3 years
13144y int Number of SEC staff reviews raising issues related to reserves in past 4 years
13145y int Number of SEC staff reviews raising issues related to reserves in past 5 years
13146m int Number of SEC staff reviews raising issues related to reserves in past 6 months
13151y int Number of SEC staff reviews raising issues pertaining to Related Party Transactions in past 1 year
13152y int Number of SEC staff reviews raising issues pertaining to Related Party Transactions in past 2 years
13153y int Number of SEC staff reviews raising issues pertaining to Related Party Transactions in past 3 years
13154y int Number of SEC staff reviews raising issues pertaining to Related Party Transactions in past 4 years
13155y int Number of SEC staff reviews raising issues pertaining to Related Party Transactions in past 5 years
13156m int Number of SEC staff reviews raising issues pertaining to Related Party Transactions in past 6 months
13161y int Number of SEC staff reviews raising issues pertaining to asset carrying value, impairment/ write down in past 1 year
13162y int Number of SEC staff reviews raising issues pertaining to asset carrying value, impairment/ write down in past 2 years
13163y int Number of SEC staff reviews raising issues pertaining to asset carrying value, impairment/ write down in past 3 years
13164y int Number of SEC staff reviews raising issues pertaining to asset carrying value, impairment/ write down in past 4 years
13165y int Number of SEC staff reviews raising issues pertaining to asset carrying value, impairment/ write down in past 5 years
13166m int Number of SEC staff reviews raising issues pertaining to asset carrying value, impairment/ write down in past 6 months
13171y int Number of SEC staff reviews raising issues pertaining to executive compensation in past 1 year
13172y int Number of SEC staff reviews raising issues pertaining to executive compensation in past 2 years
13173y int Number of SEC staff reviews raising issues pertaining to executive compensation in past 3 years
13174y int Number of SEC staff reviews raising issues pertaining to executive compensation in past 4 years
13175y int Number of SEC staff reviews raising issues pertaining to executive compensation in past 5 years
13176m int Number of SEC staff reviews raising issues pertaining to executive compensation in past 6 months
211 string Each common equity share has the same number of votes and without encumbrance
212 string Voting policy and director resignation policy in uncontested elections
213 string Supermajority required to amend charter and bylaws
214 string Supermajority required to approve M&A activities
221 string Staggered board
2221 string Shareholder rights plan approved by shareholders
2222 string Shareholder rights plan trigger: ownership percentage
2223 string Shareholder rights plan has qualified offer provision
2224 string Shareholder Rights Plan - Expiry in years
2225 string Shareholder rights plan - since effectuated or last reintroduced in years
223 string Board authorized to issue 'blank check' preferred stock without shareholders' approval
231 string Convening Special Meeting - Ownership percentage requirement
232 string Shareholders can act through written consent
2411y int Number of times listing standards were violated or notice of delisting served in past 1 year
2412y int Number of times listing standards were violated or notice of delisting served in past 2 years
2413y int Number of times listing standards were violated or notice of delisting served in past 2 years
2414y int Number of times listing standards were violated or notice of delisting served in past 2 years
2415y int Number of times listing standards were violated or notice of delisting served in past 2 years
2416m int Number of times listing standards were violated or notice of delisting served in past 6 months
2421y int Number of instances of suspension of trading in past 1 year
2422y int Number of instances of suspension of trading in past 2 years
2423y int Number of instances of suspension of trading in past 3 years
2424y int Number of instances of suspension of trading in past 4 years
2425y int Number of instances of suspension of trading in past 5 years
2426m int Number of instances of suspension of trading in past 6m
311 string CEO holds Board Chair
312 string Percentage of independent directors
321 string Percentage of independent audit committee members
322 string Percentage of independent compensation committee members
323 string Percentage of independent nominating committee members
331 string Percentage of directors on 4 or more (other) public company boards on last reported proxy record date
332 string Number of other public company boards the CEO serves on last reported proxy record date
333 string Percentage of meetings directors attended in a year >=75% as reported on last proxy statement
341 string If there are disclosed governance guidelines
342 string If Non-executive directors met without the presence of executive members (executive sessions) at least once in a year, as reported on last proxy statement
3441y int Number of related party transactions involving board chair and/ or CEO in past 1 year
3442y int Number of related party transactions involving board chair and/ or CEO in past 2 years
3443y int Number of related party transactions involving board chair and/ or CEO in past 3 years
3444y int Number of related party transactions involving board chair and/ or CEO in past 4 years
3445y int Number of related party transactions involving board chair and/ or CEO in past 5 years
3511y int Number of board chair departures in past 1 year
3512y int Number of board chair departures in past 2 years
3513y int Number of board chair departures in past 3 years
3514y int Number of board chair departures in past 4 years
3515y int Number of board chair departures in past 5 years
3516m int Number of board chair departures in past 6 months
3521y int Number of audit committee chair departures in past 1 year
3522y int Number of audit committee chair departures in past 2 years
3523y int Number of audit committee chair departures in past 3 years
3524y int Number of audit committee chair departures in past 4 years
3525y int Number of audit committee chair departures in past 5 years
3526m int Number of audit committee chair departures in past 6 months
3531y int Number of compensation committee chair departures in past 1 year
3532y int Number of compensation committee chair departures in past 2 years
3533y int Number of compensation committee chair departures in past 3 years
3534y int Number of compensation committee chair departures in past 4 years
3535y int Number of compensation committee chair departures in past 5 years
3536m int Number of compensation committee chair departures in past 6 months
3541y int Number of nominating committee chair departures in past 1 year
3542y int Number of nominating committee chair departures in past 2 years
3543y int Number of nominating committee chair departures in past 3 years
3544y int Number of nominating committee chair departures in past 4 years
3545y int Number of nominating committee chair departures in past 5 years
3546m int Number of nominating committee chair departures in past 6 months
3551y int Number of board departures in past 1 year
3552y int Number of board departures in past 2 years
3553y int Number of board departures in past 3 years
3554y int Number of board departures in past 4 years
3555y int Number of board departures in past 5 years
3556m int Number of board departures in past 6 months
3561y int Number of audit committee departures in past 1 year
3562y int Number of audit committee departures in past 2 years
3563y int Number of audit committee departures in past 3 years
3564y int Number of audit committee departures in past 4 years
3565y int Number of audit committee departures in past 5 years
3566m int Number of audit committee departures in past 6 months
3571y int Number of compensation committee departures in past 1 year
3572y int Number of compensation committee departures in past 2 years
3573y int Number of compensation committee departures in past 3 years
3574y int Number of compensation committee departures in past 4 years
3575y int Number of compensation committee departures in past 5 years
3576m int Number of compensation committee departures in past 6 months
3581y int Number of nominating committee departures in past 1 year
3582y int Number of nominating committee departures in past 2 years
3583y int Number of nominating committee departures in past 3 years
3584y int Number of nominating committee departures in past 4 years
3585y int Number of nominating committee departures in past 5 years
3586m int Number of nominating committee departures in past 6 months
41y1 string Pay performance alignment: 1-year annualized CEO compensation versus 1-year TSR (total shareholder return) in peer group
41y2 string Pay performance alignment: 1-year top 5 NEO (named executive officers) aggregate compensation versus 1-year TSR in peer group
41y3 string Pay performance alignment: 1-year annualized CEO compensation versus 1-year annual ROTC (return on total capital) in peer group
41y4 string Pay performance alignment: 1-year top 5 NEO aggregate compensation versus 1-year annual ROTC in peer group
42y1 string Pay performance alignment: 2-year average annualized CEO compensation versus 2-year compounded annualized TSR in peer group
42y2 string Pay performance alignment: 2-year average annual top 5 NEO aggregate compensation versus 2- year compounded annualized TSR in peer group
42y3 string Pay performance alignment: 2-year average annualized CEO compensation versus 2-year average annual ROTC in peer group
42y4 string Pay performance alignment: 2-year average annual top 5 NEO aggregate compensation versus 2-year average annual ROTC in peer group
43y1 string Pay performance alignment: 3-year average annualized CEO compensation versus 3-year compounded annualized TSR in peer group
43y2 string Pay performance alignment: 3-year average annual top 5 NEO aggregate compensation versus 3-year compounded annualized TSR in peer group
43y3 string Pay performance alignment: 3-year average annualized CEO compensation versus 3-year average annual ROTC in peer group
43y4 string Pay performance alignment: 3-year average annual top 5 NEO aggregate compensation versus 3-year average annual ROTC in peer group
44y1 string Pay performance alignment: 4-year average annualized CEO compensation versus 4-year compounded annualized TSR in peer group
44y2 string Pay performance alignment: 4-year average annual top 5 NEO aggregate compensation versus 4-year compounded annualized TSR in peer group
44y3 string Pay performance alignment: 4-year average annualized CEO compensation versus 4-year average annual ROTC in peer group
44y4 string Pay performance alignment: 4-year average annual top 5 NEO aggregate compensation versus 4-year average annual ROTC in peer group
45y1 string Pay performance alignment: 5-year average annualized CEO compensation versus 5-year compounded annualized TSR in peer group
45y2 string Pay performance alignment: 5-year average annual top 5 NEO aggregate compensation versus 5-year compounded annualized TSR in peer group
45y3 string Pay performance alignment: 5-year average annualized CEO compensation versus 5-year average annual ROTC in peer group
45y4 string Pay performance alignment: 5-year average annual top 5 NEO aggregate compensation versus 5-year average annual ROTC in peer group
421 string If shareholders have 'Say on Pay'
422 string If there is disclosed compensation claw back provision
4311y int Number of CEO departures in past 1 year
4312y int Number of CEO departures in past 2 years
4313y int Number of CEO departures in past 3 years
4314y int Number of CEO departures in past 4 years
4315y int Number of CEO departures in past 5 years
4316m int Number of CEO departures in past 6 months
4321y int Number of CFO departures in past 1 year
4322y int Number of CFO departures in past 2 years
4323y int Number of CFO departures in past 2 years
4324y int Number of CFO departures in past 2 years
4325y int Number of CFO departures in past 2 years
4326m int Number of CFO departures in past 6 months
4331y int Number of CAO (chief accounting officer) departures in past 1 year
4332y int Number of CAO (chief accounting officer) departures in past 2 years
4333y int Number of CAO (chief accounting officer) departures in past 3 years
4334y int Number of CAO (chief accounting officer) departures in past 4 years
4335y int Number of CAO (chief accounting officer) departures in past 5 years
4336m int Number of CAO (chief accounting officer) departures in past 6 months
4341y int Number of General Counsel departures in past 1 year
4342y int Number of General Counsel departures in past 2 years
4343y int Number of General Counsel departures in past 3 years
4344y int Number of General Counsel departures in past 4 years
4345y int Number of General Counsel departures in past 5 years
4346m int Number of General Counsel departures in past 6 months
4351y int Number of COO (chief operating officer) departures in past 1 year
4352y int Number of COO (chief operating officer) departures in past 2 years
4353y int Number of COO (chief operating officer) departures in past 2 years
4354y int Number of COO (chief operating officer) departures in past 2 years
4355y int Number of COO (chief operating officer) departures in past 2 years
4356m int Number of COO (chief operating officer) departures in past 6 months
4361y int Number of CPO (chief people officer / chief human resources officer) departures in past 1 year
4362y int Number of CPO (chief people officer / chief human resources officer) departures in past 2 years
4363y int Number of CPO (chief people officer / chief human resources officer) departures in past 3 years
4364y int Number of CPO (chief people officer / chief human resources officer) departures in past 4 years
4365y int Number of CPO (chief people officer / chief human resources officer) departures in past 5 years
4366m int Number of CPO (chief people officer / chief human resources officer) departures in past 6 months
5111y int Number of EPA (U.S. Environmental Protection Agency) or other regulator environmental investigations in past 1 year
5112y int Number of EPA (U.S. Environmental Protection Agency) or other regulator environmental investigations in past 2 years
5113y int Number of EPA (U.S. Environmental Protection Agency) or other regulator environmental investigations in past 3 years
5114y int Number of EPA (U.S. Environmental Protection Agency) or other regulator environmental investigations in past 4 years
5115y int Number of EPA (U.S. Environmental Protection Agency) or other regulator environmental investigations in past 5 years
5116m int Number of EPA (U.S. Environmental Protection Agency) or other regulator environmental investigations in past 6 months
512 int Number of EPA (U.S. Environmental Protection Agency) or other regulator environmental investigations currently remaining open
5211y int Number of regulator or board investigations on labor law violation at workplace, including within third-party supply chain, in past 1 year
5212y int Number of regulator or board investigations on labor law violation at workplace, including within third-party supply chain, in past 2 years
5213y int Number of regulator or board investigations on labor law violation at workplace, including within third-party supply chain, in past 3 years
5214y int Number of regulator or board investigations on labor law violation at workplace, including within third-party supply chain, in past 4 years
5215y int Number of regulator or board investigations on labor law violation at workplace, including within third-party supply chain, in past 5 years
5216m int Number of regulator or board investigations on labor law violation at workplace, including within third-party supply chain, in past 6 months
522 int Number of regulator or board investigations on labor law violation at workplace, including within third-party supply chain, currently remaining open
523 double Gender diversity in board - percentage of women
524 double Gender diversity in executive suite - percentage of women
531 string GRI (Global Reporting Initiative) reporting: Application level
532 string GRI reporting - Number of sustainability guidelines referenced
MrktCap_Universe string MrktCap_Universe


Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at sales@CloudQuant.com. The data is available through our normal sales department who can provide you with current pricing and a quote for accessing this valuable dataset. This may be due to a number of reasons such as dataset intended use, size of the company (or investment fund) using the dataset, or for simple legal requirements that CloudQuant needs to ensure are in place prior to licensing the dataset to you.