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Market Aggregates

Market Aggregates

Scope and Coverage

FactSet Market Aggregates provides over 100 data items, including per share valuation growth, industry metrics, technical indicators, and 16,590 indices.


  • Combine fundamentals and pricing data to calculate ratios and per share values on an aggregate level
  • View all underlying calculations down to security-level data, including pricing, fundamentals, and estimates
  • Take advantage of clear and consistent methodology so you can trust the data you see
  • Use aggregates for relative analysis on your portfolios and watch lists and apply them across charts and reports
FactSet News and Insight

Mind Your Ps and Qs: Real World vs. Risk Neutral Probabilities

A look at the real world probabilities governing future economic scenarios and the risk-neutral probabilities used in derivative pricing and hedging.

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