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EPFR

A comprehensive view of investor sentiment at the stock level requires access to reliable intelligence. The EPFR Stock Barometer helps market players understand investor sentiment towards a stock by contextualizing flows data to show the drivers moving individual securities.

 

The EPFR Stock Barometer provides clients with customizable views at a stock level for companies listed in a variety of widely traded indexes. Holdings data is collected from a universe of funds with $10 trillion in AUM and incorporates broader daily/monthly flows and allocations data generated by a full universe of 137,000 share classes encompassing $51.5 trillion in assets that EPFR tracks on a regular basis. This new EPFR offering provides clients with a new, stock-level tool to improve their investment decisions. Daily flow and factor data have a T+1 lag and monthly Factor data, a T+26 lag; with monthly data base on a calendar month.


Anyone who has stuck their hand into a disorganized toolbox
knows that the odds of getting a cut, pinched or punctured finger
are high. The same is true for financial professionals looking for
something to shape the vast pools of more-or-less structured data
available to them. EPFR has developed the EPFR Stock Barometer
to help at the individual security level. Organized around a range
of well-known indexes, these ‘barometers’ list the stocks in those
indexes and illustrate their daily situation based on two key factors,
flow momentum and ownership dispersion. Read more...

 EPFR

Understand market sentiment with stock level snapshots

 

Gain powerful, actionable stock level insights


Tap into broad daily flows, aggregated and drilled down to:

  • Active vs. Passive
  • ETF vs mutual fund

 

Access EPFR’s Smart Beta factors, providing views into:

  • Breadth of ownership
  • Momentum and intensity of investment flows

EPFR
   
   

EPFR

Improve investment strategies

 

  • Filter chosen stock data by a preferred criteria, based on EPFR’s proprietary analytics, and use resulting rankings as the basis for a simple long-short strategy.

 


 

Gauge directional flow


  • Identify inflection points as soon as they
    occur and predict market shifts in the
    short and medium term.
EPFR 

 

Book a demo

 

New to EPFR?

 

EPFR is a global data provider that has been tracking mutual fund and ETF flows and allocations since 1995. The datasets created and maintained by EPFR help  financial professionals understand where money is moving, how fund managers are investing that money, and what impact those shifts are having on geographies, sectors, industries and securities.

 

 

EPFR

Independent, globally tracked fund performance data
Our data series is sourced through direct relationships with fund
managers and administrators. Managers provide independent, trusted
data as part of their normal accounting process - we have maintained
long standing relationships.

Our  flows are available at either the asset class aggregate, fund group,
investment manager, individual fund and share class levels to support
the most granular and informed insight. Our comprehensive, transparent,
and robust updates are available daily, weekly, monthly in addition to
an historical time series.


Derive Alpha. Mitigate Beta. Gain Macro & Stock level Insight.
EPFR Fund Flows and Allocations data helps finance professionals
generate alpha in both discretionary and quantitative investment processes
- as an input in top-down asset allocation decisions, as well as
bottom-up stock screening strategies. 

 

 

Learn More


 

What EPFR customers say…

 

“EPFR is extremely valuable, I will always want to work with this data. I value the flow and allocation insights highly as it really does help me to get a good idea of what is going on in the market.”

Vyacheslav Smolyaninov, Chief Strategist /
Deputy Head Of Research, BCS

 

      “If you are a macro-strategy team EPFR is a ‘must’. I don’t think there is a better flow and allocation data provider in the market.”

Main Sponsor,
Financial Services Provider
          “EPFR is a data set that is useful as a  comparison across markets, regions and asset classes. The data will tell you what is happening from one region to another meaning you can better understand investor sentiment."

Kenneth Chan, SVP Global Quantitative Strategist,
Jefferies Hong Kong Limited

 

Any questions?

Want to see how the Digital Banking Hub can drive your digital roadmap? Request a demo from our Digital Research team.

Want to know more about our coverage? Request a callback below.