FactSet Aggregates
FactSet Aggregates are time-series composite indices based on proprietary country, region, sector, and industry classifications. Aggregates are valuable benchmarks for company and trend analysis.
Scope and Coverage
(as of January 2010)
Number of Countries: 47
Number of Regions: 24
Countries: Argentina, Austria, Australia, Belgium, Brazil, Canada, Chile, China, Colombia, Czech Republic, Denmark, Finland, France, Germany, Greece, Hong Kong, Hungary, India, Indonesia, Ireland, Israel, Italy, Japan, Luxembourg, Malaysia, Mexico, Netherlands, New Zealand, Norway, Pakistan, Peru, Philippines, Poland, Portugal, Singapore, South Africa, South Korea, Spain, Sweden, Switzerland, Taiwan, Thailand, Turkey, Russia, United Kingdom, United States, and Venezuela.
Regions: World, Asia, Asia ex Japan, Asia Pacific, Far East, Latin America, Middle East & Africa, Europe, North America, Western Europe, Western Europe ex UK, Eastern Europe, Nordic, Eurozone, World ex UK, World ex US, World ex Japan, World ex Eurozone, Asia Pacific ex Japan, Europe ex UK, Europe ex Switzerland, Europe ex Sweden, Europe ex Germany, Europe ex Eurozone.
Data History Valuation and Index Data: Daily 1985 – Present.
Dataset Features:
- Two types of data items are calculated: valuation and index
- Eleven valuation aggregate data items include price to earnings (including and excluding negative earnings), price to book, price to sales, price to cash flow, enterprise value to sales, enterprise value to EBITDA, price to NTM estimate, price to FY1 estimate, price to FY2 estimate, and dividend yield
- Two index aggregate data items are calculated: index price and total return
- Sources for constituent data are U.S. Fundamentals – Reuters Fundamentals, Non-U.S. Fundamentals – FactSet Fundamentals, and Estimate Data – I/B/E/S
