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Data

Risk Metrics and Models

Risk Metrics and Models

The following databases are available on FactSet.

DatabaseScopeHistoryUpdate Cycle
APT Single Country, Regional, and Global Models Since 2000 Weekly
GMI Ratings

Regional and Global Models

Over 36,000 securities in coverage

Since 1997 (GMI AGR North America)

Since 2002 (GMI Forensic Alpha Model North America)

Since 2006 (Western Europe and Asia)

Weekly
Axioma Single Country, Regional and Global Models Since 1995 (U.S.)
Since 1999 (Others)
Daily
BARRA Multiple Factor Models

Single Country, Regional, and Global Models

Since 1974 Daily/Monthly
Columbine Capital Services 31,000 Companies Since 1970 Weekly/Monthly
Data Explorers $13 trillion lendable inventory, $2 trillion of loan balance,
22,000 contributing funds, 20,000 equities, 
more than 90% of lending activity
Since 2002 Daily
Ford 40,000 Companies Since 1970 Weekly/Monthly
Northfield Information Systems

Single Country, Regional, and Global Models

Since 1990 Daily/Monthly
R-Squared Global Since 2007 Daily
FactSet News and Insight

The Information Binge: Do Wealth Managers Need To Go on a Diet?

Wealth managers may assume the more data they give clients, the better, but that's not always the case.

> Read More
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