European Funds dataset from Morningstar
Creators:
(Leone, Stefano)
Publication Date:
2019
Data Category:
Dataset Description:
The file contains 57,603 Mutual Funds and 9,495 ETFs with general aspects (as Total Net Assets, management company and size), portfolio indicators (as cash, stocks, bonds, and sectors), returns (as yeartodate, 2020-11) and financial ratios (as price/earning, Treynor and Sharpe ratios, alpha, and beta).
Additional data in terms of sustainability is also available. A key feature of this dataset is the inclusion of detailed Morningstar ratings, which are widely used in the financial industry to assess fund quality based on past performance, risk-adjusted returns, and analyst evaluations. Additionally, it offers categorization of funds, allowing for segmentation by investment type, sector, region, and fund style (e.g., growth vs. value investing). The dataset has a total size of approximately 103.88 MB.
Overall, the dataset is structured into the following variables:
- ticker: Fund ticker code.
- isin: Fund ISIN code.
- fund_name: Extended name of the fund.
- inception_date: Date of the fund's inception.
- category: Fund category.
- rating: Morningstar rating.
- analyst_rating: Morningstar analyst rating.
- risk_rating: Morningstar risk rating.
- performance_rating: Morningstar performance rating.
Variables:
Details: