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blocs

Geographical coverage

  • Europe
  • Asia, Middle-East, Oceania
  • Africa
  • Latin America

Databases overview

Title
Stocks

January 1977 - March 2023

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
  • ...

Title
EUROFIDAI benchmark indices

January 1977 - March 2023

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 

Title
Global/market indices

January 1980 - March 2023

Types of indices:

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

Title
Mutual funds - OTC

January, 1980 - March 2023

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.

 

Title
Mutual funds - Organized markets

September 1985 - March 2023

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.

 

Title
Corporate Events

July 1977 - March 2023

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
  • ...

Title
Spot exchange rates

January 1975 - March 2023

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)
  • ...

Title
Code mapping table

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