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Risklio Event Risk Data Factors for equities in the US, UK, Germany
Risklio Event Risk Data Factors for equities in the US, UK, Germany
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Risklio Event Risk Data Factors for equities in the US, UK, Germany

Risklio
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Request Data Sample
Volume
9
years
Avail. Format
.csv
File
Coverage
3
Countries
History
9
years

Description

Event-driven insights consider US equities. The current focus is Russell 3000. The coverage period is 9 years. Data is updated in overnight batches. Data is versioned to ensure that later changes in methodology allow for consistency.
risklio event risk factors data ( KPIs ) provide an aggregate snapshot of a security’s event risk exposure over the past financial year. KPIs are calculated based on events that happened within the last trading year. Events that happened recently have a higher weight in the calculation of the KPIs than events that happened longer ago. Raw KPIs are a percentage value and represent the expected effect of events on the price of a financial instrument. They consist of two parts: the event probability and the conditional effect: Event probability: represents the frequency of how often in the past year an event occurred. It is a percentage value. Conditional effect: represents the average effect of events on the percentage change of the financial market price relative to the preceding year (the return), given that an event had occurred that day. It is aggregated over the past financial year and is a percentage value. Data Description: Event Risk is based on the "[probability that] the price of an individual debt or equity security moves precipitously relative to the general market, e.g. on a takeover bid or some other shock event; such events would also include the risk of “default”. (BCBS definition)". Risklio methodology controls for systematic (market-related) jumps, offering "unbiased" risk measures based exclusively on idiosyncratic non-systematic event risk. Methodology Risklio Event Risk Factors US utilizes innovative methodology inspired by credit risk modelling. The dataset contains entity-specific daily event probabilities, conditional event effects and expected event effects calculated over the past trading year on a rolling basis, not including the current date. Historical data is available starting 2011. Data includes: - Russell 1000 - information is used for mapping: Figi, CompositeFigi, LEI, permid, ISIN, sic Data Criteria: - Event Probabilities - Conditional Event Effects (positive and negative) - Expected Event Effects (positive and negative) You can use Risklio Data for: - Improving systematic trading strategy - Calibrating market risk models - Tracking companies, sectors, industries

Country Coverage

Europe (2)
Germany
United Kingdom
North America (1)
United States of America

History

9 years of historical data

Volume

9 years
1 kpi per day and symbol

Pricing

Free sample available
Risklio has not published pricing information for this product yet. You can request detailed pricing information below.
Request detailed pricing

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Delivery

Methods
S3 Bucket
SFTP
REST API
Frequency
daily
Format
.csv

Use Cases

Artificial Intelligence (AI)
Stock Market Predictions
Investment Management
Risk Prediction
Asset Tracking

Categories

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Frequently asked questions

What is Risklio Event Risk Data Factors for equities in the US, UK, Germany?

Event-driven insights consider US equities. The current focus is Russell 3000. The coverage period is 9 years. Data is updated in overnight batches. Data is versioned to ensure that later changes in methodology allow for consistency.

What is Risklio Event Risk Data Factors for equities in the US, UK, Germany used for?

This product has 5 key use cases. Risklio recommends using the data for Artificial Intelligence (AI), Stock Market Predictions, Investment Management, Risk Prediction, and Asset Tracking. Global businesses and organizations buy ETF Data from Risklio to fuel their analytics and enrichment.

Who can use Risklio Event Risk Data Factors for equities in the US, UK, Germany?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for ETF Data. Get in touch with Risklio to see what their data can do for your business and find out which integrations they provide.

How far back does the data in Risklio Event Risk Data Factors for equities in the US, UK, Germany go?

This product has 9 years of historical coverage. It can be delivered on a daily basis.

Which countries does Risklio Event Risk Data Factors for equities in the US, UK, Germany cover?

This product includes data covering 3 countries like USA, Germany, and United Kingdom. Risklio is headquartered in Germany.

How much does Risklio Event Risk Data Factors for equities in the US, UK, Germany cost?

Pricing information for Risklio Event Risk Data Factors for equities in the US, UK, Germany is available by getting in contact with Risklio. Connect with Risklio to get a quote and arrange custom pricing models based on your data requirements.

How can I get Risklio Event Risk Data Factors for equities in the US, UK, Germany?

Businesses can buy ETF Data from Risklio and get the data via S3 Bucket, SFTP, and REST API. Depending on your data requirements and subscription budget, Risklio can deliver this product in .csv format.

What is the data quality of Risklio Event Risk Data Factors for equities in the US, UK, Germany?

You can compare and assess the data quality of Risklio using Datarade’s data marketplace.

What are similar products to Risklio Event Risk Data Factors for equities in the US, UK, Germany?

This product has 3 related products. These alternatives include TagX - ETF Data Realtime & Historic Data Global End of Day/Closing ETF Data Mutual Funds Data, EDI Global Corporate Actions Data for Shares Stocks Equities 60 Event Types incl. Dividends, Splits, Spin-offs and more Historical Data avail., and Institutional Holder portfolio Over 10,000 Wealth Managers steak in public companies Over 7,000 stocks Historical & Real Time Sourced. You can compare the best ETF Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Pricing available upon request

Risklio

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