Quality factors are available for all the tradable stock equities on the US stock exchanges, including major securities markets such as NYSE, Nasdaq and Dow Jones Industrial.
| Top 10 Sectors | Count | Type | Start Date |
|---|---|---|---|
| Finance | 1126 | Equities | 2003-01-01 |
| Health Technology | 768 | Equities | 2003-01-01 |
| Technology Services | 391 | Equities | 2003-01-01 |
| Electronic Technology | 387 | Equities | 2003-01-01 |
| Producer Manufacturing | 303 | Equities | 2003-01-01 |
| Consumer Services | 280 | Equities | 2003-01-01 |
| Non-Energy Minerals | 237 | Equities | 2003-01-01 |
| Energy Minerals | 223 | Equities | 2003-01-01 |
| Commercial Services | 220 | Equities | 2003-01-01 |
| Industrial Services | 193 | Equities | 2003-01-01 |
Quality factors are calculated daily for thousands of stocks.
This data is available via API and CSV download.
As a data feed, customers can expect to receive information in the following format.
| Trade Date | Symbol | Company Name | Country | Sector | Quality Score | Quality Profitability | Quality Growth | Quality Safety |
|---|---|---|---|---|---|---|---|---|
| 2018-01-31 | JPM | JPMorgan Chase & Co. | US | Finance | -0.93 | 0.23 | 0.07 | -1.70 |
| 2018-01-31 | JNJ | Johnson & Johnson | US | Health Technology | 1.54 | 2.03 | 0.97 | 0.51 |
| 2018-01-31 | MSFT | Microsoft Corporation | US | Technology Services | 1.53 | 2.12 | 1.07 | 0.27 |
| 2018-01-31 | CSCO | Cisco Systems, Inc. | US | Electronic Technology | 1.19 | 1.79 | 0.22 | -0.04 |
| 2018-01-31 | HON | Honeywell International Inc. | US | Producer Manufacturing | 1.24 | 1.32 | 0.91 | -0.10 |
| 2018-01-31 | DIS | Walt Disney Company | US | Consumer Services | 1.40 | 1.32 | 1.05 | 0.39 |
| 2018-01-31 | BHP | BHP Group Ltd Sponsored ADR | AU | Non-Energy Minerals | -0.02 | 0.00 | 0.00 | -0.16 |
| 2018-01-31 | XOM | Exxon Mobil Corporation | US | Energy Minerals | -0.01 | 0.09 | -1.77 | 1.53 |
| 2018-01-31 | SPGI | S&P Global, Inc. | US | Commercial Services | 1.44 | 1.80 | 1.10 | 0.04 |
| 2018-01-31 | ENB | Enbridge Inc. | CA | Industrial Services | 0.69 | -0.53 | 1.23 | 0.13 |
Contact Sales if you are interested in accessing historic data for back testing.