EPFR Stock Barometer

Understand investor sentiment with
daily customizable stock level snapshots

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...

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

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.

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.