Take advantage of on-the-fly results using an intuitive custom query builder across factor data with the security screening interface. Security Screening is located under the “Market” tab in the top menu and can be used to find names that satisfy certain factor criteria, which can then be used to hedge out certain risks.

A query can filter names by 

  • security descriptors (country, market cap, liquidity, asset class / subclass)
  • security classification (GICS sector, industry group, industry)
  • security universe (membership in a security list, portfolios, watchlists, baskets, and ETFs)
  • factor risk values
  • factor exposure characteristics
  • custom loaded signals (proprietary and licensed data sets)
A screenshot showing Market Securities search using 6 different filters, and the securities that match this search query

For example, a security query can include the following filters:

  • Securities in S&P500
  • MarketCap between $20B - 50B
  • Average Daily Volume over $200M
  • Total Risk less than 35%
  • Specific Risk is greater than 75% (risk decomposition)
  • Growth exposure is greater than 0.1 (z-score)

Search Results Configuration

Custom Columns
Once search results are generated, the security search displays securities in a table for easy comparison along various metrics. This table can be customized by selecting on the columns icon, which allows the removal and additional of up to 12 columns to view and sort by.

The right panel shows which columns are available to add to the search view, up to 12 columns

Group Results By Sector, Country, Currency
In addition, all search results are automatically counted by sector, country, and currency, as seen on the panel to the left. Clicking on one or more of these groups will further filter down the results table to show the securities that relate to all selected groups. In the picture below, the search results displays the 4 securities that belong to the union of the Tech Sector that are in the US.

Left panel shows a few selections that filter the securities

Save Securities to a Watchlist
Clicking on a checkbox, or select all securities by clicking the checkbox in the header row, will display the actions toolbar. This toolbar includes a watchlist icon, that once clicked, allows you to save the selected securities to a watchlist or to create a new watchlist.

After selecting on a set of securities, the watchlist icon has been clicked, and shows a set of watchlists you can add the selected securities to

Retrieving Security Screening Results
Searching a universe of securities based on various characteristics can help analysts focus down on the securities that matter most. Ss search results become available from the Market.Securities page, customers can retrieve the security screening results in the form of a CSV download.

Security search with results shows a highlighted download icon

The file generated may take a minute to prepare, but once the results are available, the notifications panel will provide a link to the generated CSV.

The notifications panel is open and displaying the progress of the file being prepared

Please note the following limitations to downloading securities:

  • Downloads are limited to the top 1000 securities found, sorted by the selected sort column
  • Risk model exposure data (ex. Size exposure), and licensed signal data (ex. ESG) are not included in the download file.

Saved Searches

Ever thought about wanting to create a dynamic universe based solely on factor criteria? Now when performing a security search, the selected search filters can be saved. This function saves the search filters and make these searches more easily accessible to run on any day. With a saved search, it is easy to create a truly dynamic rules-based universe.

After adding filters to a new search or existing search, clicking on the + icon will save these filters.

Previously saved searches can be found by clicking on the recent history icon, and then loaded by selecting it from the saved searches list.

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