EPFR Stock Allocations and Flows

EPFR tracks the daily fund flows and monthly stock allocations for over 3,800 globally domiciled funds managing over $7 trillion in AUM. These funds invest in over 17,000 securities across all major indices. The data shows a total dollar flow and average allocation into a stock by funds sharing a common geographical focus and can be filtered by active, passive, mutual fund and ETF. Combing fund's daily flows with monthly allocations we have also built 7 daily and 6 monthly predictive stock-selectors (or factors).

EPFR 追踪全球范围内超3800只注册基金的每日资金流向与月度股票配置情况，这些基金管理的资产管理规模（Asset Under Management, AUM）总计逾7万亿美元。上述基金投资于覆盖全球各主要股指的17000余只证券。该数据集可展示聚焦同一地理区域的基金对单只股票的总资金流入规模与平均配置比例，且支持按主动型、被动型、共同基金以及交易所交易基金（ETF）进行筛选。结合基金的每日资金流与月度配置数据，我们还构建了7项每日更新与6项月度更新的选股预测因子（或称因子）。

搜集汇总

背景与挑战

背景概述

该数据集涵盖EPFR追踪的3,800余只全球基金（管理规模超7万亿美元）的每日资金流动及月度股票配置情况，支持按地域、基金类型筛选，并基于数据构建了13个股票预测因子。