Connect with FactSet :    CAREERS | EVENTS | SUBSCRIBE | REQUEST A FREE TRIAL        877.322.8738

FactSet Market Aggregates

FactSet Market Aggregates combines information from FactSet Fundamentals, FactSet Estimates, and FactSet Prices to calculate ratios and per share values on an aggregate level. The in-depth, aggregate data lets you analyze markets and portfolios with the same level of detail you use for security analysis.

Assess market sentiment and perform comparative company analysis. Access a broad range of global indices and leverage commercial benchmark data or create your own custom composites to use as peer groups, industries, sectors, or groupings in your analysis.   

Advantages of FactSet Market Aggregates

FactSet Market Aggregates is seamlessly integrated within FactSet, so you can take advantage of this dataset in online reports, spreadsheets, and charts.

  • Transparent: View all underlying calculations and drill down to security-level data, including pricing, fundamentals, and estimates, that use clear and consistent methodology.
  • Customizable: Calculate aggregates based on your own portfolios, watchlists, and comparables, and apply them across charts and reports in FactSet.
  •  Current: Stay on top of market trends and better assess performance with data that is updated daily, giving you access to the timeliest information. 
  • Comprehensive: Access over 50 metrics for more than 3,500 commercial and exchange indices. Benchmarks also include specific sectors and industries. This number is growing daily based on client demand.

 

Scope and Coverage

Per share values

EPS, Book Value Per Share, Cash Flow, Dividend, Free Cash Flow, Sales, Tangible Book Value

Valuation ratios

P/E, P/B, P/CF, P/FCF, P/S, Dividend Yield, Payout Ratio, EV/EBITDA, EV/EBIT, EV/Sales, Price/Tangible Book

Estimate Changes

PS, DPS, CPS, and Book Value Per Share

Revisions

Number of companies with upward revisions, downward revisions, and number that remained unchanged

Growth Rates 

One-year growth: EPS, Sales, COGS, Gross Income, SG&A, EBITDA, EBIT, Interest Expense, Pretax Income, Dividend, Long Term Growth Rate, PEG Ratio, Capital Expenditures, Cash, Total Debt

Profitability Margins

ROE, ROA, Gross Margin, Net Margin, Operating Margin, Pretax Margin, EBITDA Margin, EBIT Margin, Free Cash Flow Margin

Leverage Measures

Total Debt/Assets, Total Debt/Total Equity, Total Debt/EBITDA, Total Debt/EBIT, Assets/Equity

Credit Ratios

EBIT/Interest Expense on Debt, EBITDA/Interest Expense on Debt, FFO/Total Debt, Free Operating Cash Flow/Total Debt, Operating Income/Sales, LT Debt/Total Capital, Total Debt/Total Capital, Net Debt/EBITDA, Net Debt/EBITDA, Cash/Total Debt

FrequencyDaily data for various periods: Last Twelve Months, Next Twelve Months, Calendar Yearly


Brochure

SHARE
Connect with FactSet