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Macrobond data

All the information you need to make informed decisions. In real time.

Access the world’s most extensive macroeconomic, aggregate financial and sector data.

302547949 Time series

All Macrobond data undergoes 205 consistency checks.
257165756
Time series updated every 3 minutes
293382646
Time series with automated collection from source
301179940
Time series with hyperlinks to source
34550702
Point-in-time (PIT) series with revision history
7713163
High-frequency time series

Concepts & categories

Time series in key categories
2521622
Interest and exchange rates
2538306
Forecasts
27034467
National accounts
5285185
ESG
7751295
Surveys and leading indicators

Countries & regions

Time series per continent
165803221
Europe
17095971
Africa
40732881
Asia
5510837
Oceania
62819637
Americas

Sources & releases

Time series per source
231856349
International
68041208
National
Swedish NIER Institute Surveys and Forecasts
ICE/BAML Fixed Income Indices
EIU Database
GFI Sovereign CDS
Oxford Economics Regions and Cities Forecasts
BlueChip Forecasts
Canadian Real Estate Association (CREA) Database
EPFR Fund Flows
Oxford Economics Global Economic Data Bank
ICAP OTC Derivative Data for G7 and Nordics
GFI Corporate CDS
S&P Global / IHS Markit iBoxx Indices
Morningstar Fund Universe for NAV
MSCI Enhanced Index Module
Consensus Economics Forecasts
FocusEconomics Forecasts
S&P Global PMI Indices
JP Morgan Fixed Income Indices
Valueguard real estate price indices
Macrobond/FactSet Equity Factor Aggregates

Premium data

Enhance your data feed

Seamlessly integrate insights from world-leading premium data providers.

Equity markets

MSCI Enhanced Index Module

Macrobond/FactSet Equity Factor Aggregates

Fixed income

GFI Corporate CDS

GFI Sovereign CDS

ICAP OTC Derivative Data for G7 and Nordics

ICE/BAML Fixed Income Indices

JP Morgan Fixed Income Indices

S&P Global / IHS Markit iBoxx Indices

Forecasts

BlueChip Forecasts

Consensus Economics Forecasts

EIU Database

FocusEconomics Forecasts

Oxford Economics Global Economic Data Bank

Oxford Economics Regions and Cities Forecasts

Swedish NIER Institute Surveys and Forecasts

Funds

EPFR Fund Flows

Morningstar Fund Universe for NAV

Real estate

Canadian Real Estate Association (CREA) Database

Valueguard real estate price indices

Other

S&P Global PMI Indices

Premium data Spotlight

Macrobond/FactSet Equity Factor Aggregates

We have partnered with FactSet to create the Macrobond/FactSet Equity Factor Aggregates (MFEFA), an aggregate version of the US firm’s Quant Factor Library (QFL), which provides a comprehensive representation of the entire global equity market.

FactSet factsheet
FactSet website
Fast facts
  • Covers all developed and emerging markets at an aggregate level
  • Aggregates financial and alternative data from:
    • 70,000+ securities
    • 127 countries
    • 200+ exchanges
    • 100 individual data items
    • 14 factor groups
Show details
Underlying data

FactSet’s QFL is a point-in-time database of factor insights and consolidated data, including alternative data from more than 70,000 securities across 127 countries and 200 exchanges.

Traditional datasets such as pricing, fundamentals and estimates offer an extensive history dating back to 1986 for key countries.

Securities
AMER: 20,000
EMEA: 17,500
APAC: 29,500
Regions
Developed markets
Emerging markets
Methodology and coverage

The MFEFA aggregate the underlying data items from the QFL for the securities within each market. This rules-based approach provides our customers with a top-down representation of the investable universe available in each market while capturing local market nuances.

The MFEFA cover all developed and emerging markets at an aggregate level, which are then built out to regional aggregations.

Data items

The MFEFA include nearly 100 individual data items from across 14 different factor groups. Each is taken from the QFL at security level and then aggregated. Details can be found in the time series information section of the Macrobond application.

Corporate Governance
  • Equity Buyback Ratio
  • Board - Female Members
  • Board - Number of Members
  • Executives - Average Salary
  • Executives - Average Bonus
  • Management - Average Tenure
  • Management - Female CEO
  • Number of Employees
  • Days Since CEO Change
Crowding
  • Passive Percent Outstanding
  • ETF Percent Outstanding
  • Institutional Percent Outstanding
  • Insider Percent Outstanding
  • Hedge Fund Percent Outstanding
EPS
  • LTM
  • NTM
  • STM
  • Calendar year EPS (up to 5 years into the future)
Growth
  • Dividend Payout Ratio
  • EPS Growth Rate
  • Sales Growth Rate
  • R&D to Sales
  • Dividend Growth Rate
Liquidity
  • 21D Average Dollars Traded
  • 21D Median Dollars Traded
Market Sensitivity
  • 36M Beta
  • 252D Beta
Momentum
  • 63D Return Momentum
  • 21D Return Momentum
  • 252D Return Momentum
  • % Above 52W Low
  • % Below 52W High
Profitability
  • Return on Assets
  • Return on Total Equity
  • Return on Invested Capital
  • Net Margin
  • Gross Margin
  • Tax Burden
Quality
  • EPS Stability
  • Piotroski F-Score
  • Altman Z-Score
  • Beneish M-Score
Sentiment
  • Price Target Estimate Stability
  • Price Target Estimate Revisions
  • Earnings Estimate Stability
  • Earnings Estimate Revisions
Size
  • Market Value
  • Total Sales
  • Total Assets
  • Enterprise Value
  • Book Value
  • Aggregates Earnings
Solvency
  • Cash Coverage Ratio
  • Short Term % of Total Debt
  • Debt Service Ratio
  • Current Ratio
  • Debt to Equity
  • Interest Burden
  • Quick Ratio
  • Cash Ratio
Value
  • Price to Earnings
  • Price to Book
  • Price to Cash Flow
  • Price to Sales
  • Dividend Yield
  • EBITDA to Enterprise Value
  • PEG Ratio
Volatility
  • 252D Turbulence
  • 252D Kurtosis
  • 2520 Skewness
  • 2520 Semivariance
  • 36M Return Volatility
  • 2520 Return Volatility
  • 630 Return Volatility

Proprietary data

Unlock the power of your own data

Securely integrate proprietary datasets through automated synchronization and intuitive search capabilities.

SQL

Use Macrobond as your front-end platform for accessing your internal time series, metadata and classification structure.
Compatible databases include:

Web API series provider

Use Macrobond as your front-end platform for accessing your internal data tree structure and time series.
Compatible databases include:

Microsoft Excel

Integrate your time-series using the Excel add-in and access data through the Macrobond platform.
MS Excel screenshot
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"I’ve never experienced that Macrobond is not capable of delivering when I need data."
Andreas Steno Larsen
Founder and CEO
 at
Steno Research