Index & ETF Data Management > Exchange Traded ProductsETP Analytics

Markit provides a comprehensive and independent suite of ETP analytics, comprising performance, exposure, liquidity, risk and tracking metrics for the global ETP market.

Customers

  • ETF issuers
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  • Investment banks
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  • Hedge funds
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  • Asset managers
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  • Market makers
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  • Research firms
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  • Ratings agencies
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  • Exchanges

Statistics

  • 5.2k+ETPs referenced
  • 1.3k+analytical data points

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Product summary

ETP analytics are derived from our ETP composition, reference and dividend data, and provide insight and transparency into the global ETP landscape.

Customers can access more than 1,300 calculations that address performance, liquidity, risk and benchmark tracking metrics. We leverage industry standard methodologies, enabling customers to select their preferred methodology.

    Key Analytics

    We provide the following analytics:

    • Historical performance tracking

      Critical historical regression analysis for all globally issued ETPs, normalised to multiple currencies, as well as market price returns, NAV total returns and benchmark returns across different time series

    • Risk analysis

      Standard risk data points essential for analysing an ETP, including beta, alpha, r-squared, standard deviation, max upside/downside deviation, Sharpe ratio, Sortino ratio, realised volatility, mean reversion and more

    • Benchmark tracking and correlation

      Key statistics on the ETP’s ability to track the stated benchmark for each return type, offering insight into the risk associated with the fund

    • Fund attributes

      Valuable statistics in multiple currencies on AUM growth, changes to shares outstanding and inflows/ outflows for each fund across a variety of time series

    • Trading and liquidity

      Details the changing bid/ask spreads, trends in volumes and turnover, and premium/discounts for both point-in-time and historical time periods across every global ETP listing, normalised in multiple currencies

    • Holdings

      Delivers full transparency around the exposure of each globally listed ETP, with statistical breakdowns of holdings concentrations across sectors, regions, asset classes and other asset class specific allocations

    Key Benefits

    • Transparency

      Ability to view all constituents across equity, fixed income, commodity and leveraged/inverse ETPs

    • Accuracy

      Calculations are based on our ETP data and validated by a team of analysts

    • Timeliness

      All data is processed and delivered prior to market open in each region

    • Distribution

      Delivery via flat file feed or integrated web front end, providing user-friendly access to reporting, screening and analysis tools