
Dataset Name: gsq_measure_midsmallcap
Group: esg
Vendor: G&S Quotient
Data Starts at: 2014-01-01 00:00:00
Symbol Set: US Mid Cap Equities
Asset Class: Equity
Data Update Time(s): 8:30 AM EST
Data Update Frequency: day
G&SQ Intraday Scoreâ„¢is a univariate score in a daily time series, covering large cap companies, computed from select G&SQ Measuresâ„¢, 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 |