Asia Pacific Asia Pacific Headquarters FactSet Hong … Users can leverage the transfer date when backtesting as a proxy for when the position would have been available in the dataset.In today’s market, the true value of understanding the ownership profile of a company is integrating these insights alongside other attributes. In addition to the report date and filing date, FactSet also provides a transfer date, which is the date that the filing was processed by FactSet. This topic is explored in detail in Empirical Research’s white paper on the It is crucial for investors in today’s market to understand the ownership profile of stocks and how this can affect future performance. Contact FactSet Client Support.
For this example, Python was used with FactSet’s OnDemand web service to iterate a query for aggregated active/passive ownership in index constituents over time (SQL query found in Appendix A). A hot topic in recent years has been the growth of passive investing and the impact this has on stock selection. If you have any questions or would like to learn more about any of the content mentioned above, please contact us at Please visit the product page on the Open:FactSet Marketplace for more information: SQL Query for 13f positions with active/passive flag--QUERYING FOR 13F POSITIONS IN A SECURITY AND FLAGGING INSTITUTIONS AS ACTIVE/PASSIVE BASED ON STYLESET @DAYSBACK = -730 --NUMBER OF DAYS PRIOR TO THE @HISTDATE THAT THE HOLDINGS WOULD BE CONSIDERED VALIDSET @DAYSAHEAD = 0 --NUMBER OF DAYS AFTER THE @HISTDATE THAT THE HOLDINGS WOULD BE CONDIDERED VALIDSET @PRICEDATE = (SELECT MAX(PRICE_DATE) FROM OWN_V5.OWN_SEC_PRICES WHERE PRICE_DATE BETWEEN DATEADD(DD,@DAYSBACK,@HISTDATE) AND DATEADD(DD,@DAYSAHEAD,@HISTDATE))SELECT CI.FACTSET_ROLLUP_ENTITY_ID HOLDER_ID --ROLLUP ENTITY IS THE AGGREGATE MANAGING INSTITUTION FOR THE 13F FILER, FACTSET USERS CAN CHOOSE WHETHER TO VIEW POSITIONS AT THIS OR THE MORE GRANULAR FILER LEVEL,ROUND(SUM(H.ADJ_HOLDING / P.ADJ_SHARES_OUTSTANDING) * 100,2) PCT_OSJOIN OWN_V5.OWN_ENT_13F_COMBINED_INST CI ON CI.FACTSET_FILER_ENTITY_ID = H.FACTSET_ENTITY_IDJOIN SYM_V1.SYM_ENTITY EP ON EP.FACTSET_ENTITY_ID = CI.FACTSET_ROLLUP_ENTITY_IDJOIN --SELECT THE LATEST REPORT DATE FOR 13F FILERS WITHIN THE WINDOW JOIN OWN_V5.OWN_ENT_13F_COMBINED_INST CI ON CI.FACTSET_FILER_ENTITY_ID = FH.FACTSET_13F_FILER_ENTITY_ID WHERE FH.REPORT_DATE BETWEEN DATEADD(DD,@DAYSBACK,@HISTDATE) AND DATEADD(DD,@DAYSAHEAD,@HISTDATE)) MD ON MD.MAX_DATE = H.REPORT_DATE AND MD.FACTSET_ROLLUP_ENTITY_ID = CI.FACTSET_ROLLUP_ENTITY_IDJOIN OWN_V5.OWN_SEC_PRICES P ON P.FSYM_ID = H.FSYM_ID AND P.PRICE_DATE = @PRICEDATELEFT JOIN OWN_V5.OWN_ENT_INSTITUTIONS I ON I.FACTSET_ENTITY_ID = CI.FACTSET_ROLLUP_ENTITY_IDLEFT JOIN REF_V2.ENTITY_SUB_TYPE_MAP M ON M.ENTITY_SUB_TYPE_CODE = I.ENTITY_SUB_TYPE --ENTITY_SUB_TYPE FIELD CONTAINS THE INSTITUTION TYPEGROUP BY CI.FACTSET_ROLLUP_ENTITY_ID,EP.ENTITY_PROPER_NAME,M.ENTITY_SUB_TYPE_DESC,I.STYLESET @DAYSBACK = -730 --NUMBER OF DAYS PRIOR TO THE @HISTDATE THAT THE HOLDINGS WOULD BE CONSIDERED VALIDSET @DAYSAHEAD = 0 --NUMBER OF DAYS AFTER THE @HISTDATE THAT THE HOLDINGS WOULD BE CONDIDERED VALIDSET @PRICEDATE = (SELECT MAX(PRICE_DATE) FROM OWN_V5.OWN_SEC_PRICES WHERE PRICE_DATE BETWEEN DATEADD(DD,@DAYSBACK,@HISTDATE) AND DATEADD(DD,@DAYSAHEAD,@HISTDATE)) WHERE FSYM_ID IN (%S) AND P.PRICE_DATE = @PRICEDATE JOIN OWN_V5.OWN_ENT_13F_COMBINED_INST CI ON CI.FACTSET_FILER_ENTITY_ID = H.FACTSET_ENTITY_ID JOIN --SELECT THE LATEST REPORT DATE FOR 13F FILERS WITHIN THE WINDOW JOIN OWN_V5.OWN_ENT_13F_COMBINED_INST CI ON CI.FACTSET_FILER_ENTITY_ID = FH.FACTSET_13F_FILER_ENTITY_ID WHERE FH.REPORT_DATE BETWEEN DATEADD(DD,@DAYSBACK,@HISTDATE) AND DATEADD(DD,@DAYSAHEAD,@HISTDATE) ) MD ON MD.MAX_DATE = H.REPORT_DATE AND MD.FACTSET_ROLLUP_ENTITY_ID = CI.FACTSET_ROLLUP_ENTITY_ID LEFT JOIN OWN_V5.OWN_ENT_INSTITUTIONS I ON I.FACTSET_ENTITY_ID = CI.FACTSET_ROLLUP_ENTITY_ID GROUP BY H.FSYM_ID, CI.FACTSET_ROLLUP_ENTITY_ID, STYLE
Use the 'Sections' menu on the left to see the content items available to include in your 'book'. Forward-looking statements may be identified by words like “expected”, “anticipates”, “plans”, “intends”, “projects”, “should”, “indicates”, “continues”, “subscriptions” and similar expressions.These statements are not guarantees of future performance and involve a number of risks, uncertainties and assumptions. Asia Pacific Headquarters Statement of changes in beneficial ownership of securitiesQuarterly report which provides a continuing view of a company's financial positionStatement of changes in beneficial ownership of securitiesStatement of changes in beneficial ownership of securitiesStatement of changes in beneficial ownership of securitiesStatement of changes in beneficial ownership of securitiesStatement of changes in beneficial ownership of securitiesInitial filing by director officer or owner of more than ten percent.Initial filing by director officer or owner of more than ten percent.Report of unscheduled material events or corporate eventOur news release and public filings contain forward-looking statements based on management’s current expectations, estimates and projections.All statements that address expectations or projections about the future, including statements about our strategy for growth, product development, market position, subscriptions, expected expenditures and financial results are forward-looking statements. 1.877.FACTSET (1.877.322.8738) available 24x7: help for accessing, logging in, or using specific applications or functionality Accessing and Using FactSet in the Business Library In the Business Library: FactSet Client with Excel add-in is installed on Sao Paulo and La Paz computers. Let’s look at this for large cap stocks vs small caps in the Russell 3000. While regulatory requirements vary across the globe, FactSet aims to provide the lowest periodicity possible. FactSet Identifier Lookup API exposes the service that powers the identifier search functionality in FactSet WorkStation and FactSet Web. Type in '@BOOK' in the top left-hand search box to launch this application. Use FactSet's BookBuilder application to quickly generate a standard or customized company report.. The FactSet Workstation, available installed or fully web-based, seamlessly combines hundreds of data sources in one user-friendly research solution. By accessing this system, you agree that your actions may be monitored if unauthorized usage is suspected.
One explanation for this is the recent rise in specialized ETFs that focus on specific market segments in contrast to the early 2000’s when ETFs were largely based on cap-weighted indices. In figure 7 below we are leveraging this categorization field to flag Passive investors as those where Style is equal to Index.By grouping on this flag, aggregating positions over a broad market index, and iterating over time we can view historical trends in institutional passive ownership. It also has a native entity recognition module which will auto tag the FactSet entity based on the content selected from the web. For example, Figure 6 below shows 13F filer positions in AAPL that roll up under the BlackRock, Inc., parent institution.A common use case for ownership content is to find investment trends that can provide signals for stock performance. FactSet’s entity centric symbology model enables users to easily connect ownership positions to additional content sets such as Fundamentals, Estimates, the Revere Taxonomy, and DMS Entity Reference content including Entity Structures. Responsible for proprietary entity and executive collection database, operations and research. Clients can leverage this API for their own identifier lookup to return tickers, entity names, and other identifiers that FactSet supports to answer their users' questions about FactSet symbology.
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