Daily Database

Number of countries: 92
Number of stock markets: 461
Total number of stocks: 129 008
Total number of companies: 95 691

Variables:

• Adjusted returns
• Dividend
• Trading volume
• Returns: daily and monthly
• Closing bid and ask prices
• ...

27 countries in Europe, 19 countries in Asia, Middle-East and Oceania, 7 countries in Africa and 8 countries in Latin America

Country indices as well as sector indices, benchmark factors and portfolios available at the country level (with or without stocks of non-domestic issuer)

For a given country, EUROFIDAI provides:

• 2 country indices (equally-weighted and value-weighted)
• 2 x 10 sector indices (equally-weighted and value-weighted)
• 9 benchmark portfolios (3 Size, 3 book-to-market, 3 momentum)
• 3 benchmark factors (SMB, HML, MOM) and the risk-free interest rate

4 Europe indices based on two different set of selected European countries

Frequency: daily and monthly index data 

Types of indices:

• MSCI World Index
• MSCI EUROPE INDEX (EUR) - Net Total Return
• CAC 40 Net Total Return
• EURO STOXX 50
• TOPIX Index
• ...

Number of countries: 94
Number of funds: 478 732
Number of currencies: 93

List of variables:

• Net Asset Value Daily (High and Low)
• Net Asset Value Yearly (High and Low)
• Subscription & redemption prices
• Number of shares
• Total net assets
• Gross & net dividend
• Net Asset Value currency
• ...

Information on fund characteristics: asset allocation, fees, compliance, etc.

Number of countries: 100
Number of funds: 129 393
Number of stock exchanges: 575

List of variables:

• Opening & closing prices
• Daily highest & lowest prices
• Daily highest and lowest bid-ask spread
• Number of shares
• Trading volume (shares and value)
• Dividend (net and gross)
• ...

Information on fund characteristics: asset allocation, fees, compliance, etc.

Number of securities: 990 257
Number of issuers: 288 397 

Examples of corporate events:

• Company reorganisation    
• Issue / Change of capital structure
• Split / Reverse split / Nominal Adjustment
• Debtor change
• Purchase / Repurchase / Exchange
• Listing / Delisting / Suspension
• Meeting / General meeting
• ...

Number of currency pairs for selected exchange rates: 17 460 

Types of data:

• Opening (MID, BID, ASK)
• Closing (MID, BID, ASK)
• Highest (MID, BID, ASK)
• Lowest (MID, BID, ASK)
• ...

The code mapping table is a database created by EUROFIDAI, linking the various codes used in the EUROFIDAI databases (EUROFIDAI, ISIN, SICOVAM, IBEI...).