The Exabel platform provides a rich set of pre-loaded market, fundamental and consensus data for global equities from Factset and Visible Alpha. This allows you to quickly start working with data in Exabel:
- Evaluate your data sets against historical company financials and metrics
- Train prediction models with accurate ground-truth fundamental data, and benchmark live predictions against the deepest & broadest set of consensus estimates
- Run portfolio backtests on historical prices, and track deployed portfolios with live daily prices.
Factset data is available with an Exabel license. Visible Alpha data requires you to have an existing subscription.
The following is available pre-loaded, covering global equities:
Entity master & symbology: master data for a global set of companies, securities, regionals, and listings; mapped to their corresponding identifiers (Bloomberg Ticker, MIC/ticker, ISIN, FIGI, Factset ID) from Factset
Sector classifications: annual RBICS level 1-4 classifications for companies from Factset
Market data: daily share prices (OHLC), trading volume and exchange rates from Factset
Fundamental data: historical company financials and operational metrics/KPIs from Factset and Visible Alpha
Consensus data: sell-side estimates for company financials and operational metrics/KPIs from Factset and Visible Alpha.
The pre-loaded universe of companies and identifiers, allows you to link your own data to companies, and relate your data to the fundamental and consensus data associated with each company.
Fundamental and consensus financials and metrics are available quarterly / semi-annually and annually (depending on the company's reporting).
Data update frequency
Factset: updates every 2 hours
Visible Alpha: updates every 30 minutes
To use Factset fundamental and consensus time series data, you can pick from existing template signals in your Library.
For example, the
Close_Price signal gives you daily closing share prices for any company, and is accessible in the "Market metrics" template folder.
Alternatively, you can create your own signals to retrieve historical fundamentals and consensus forecasts with signal DSL expressions. Click here to learn about the signal DSL in general, or see the detailed DSL function docs here:
Exabel's Visible Alpha integration allows you to access any of their standardized or company-specific line items for their coverage universe, for both actuals (historicals) and consensus, and retrieve this as a signal that can be used in any of Exabel's analytics.
For example, you might configure a prediction model to predict an operational metric line item, using your alternative data sets. Here, the Visible Alpha actuals would provide good ground-truth for training the model, and you could compare model predictions against consensus estimates for the same operational metric when making investment decisions.
To use Visible Alpha fundamental and consensus time series data, you should create signals using the Visible Alpha DSL functions - click here to learn more.
Handling of Visible Alpha consensus estimates
For a given fiscal period, Exabel ingests all Visible Alpha consensus estimate updates that take place before that period is officially reported by the company.
Visible Alpha's raw data feed may contain further updates post-earnings release; these are marked by Visible Alpha as being post-release, and are not ingested by Exabel.
Updated 7 months ago