QUICK Data Factoryはオルタナティブデータやアプリケーションのマーケットプレイスです。
QUICKはこれまでに培ってきた金融市場に関する知見を活かし、自社でデータ収集をするだけでなく、
様々な分野の企業と連携し、国内外の投資家の投資判断をサポートしています。
QUICK Data Factoryを通じたデータやアプリケーション販売の企画・支援、データ分析、
当社サービスとの提携など、様々な協業が可能ですので、ぜひご相談ください。
QUICK Data Factory is a marketplace for alternative data and applications in Japan.
Leveraging our accumulated knowledge of financial markets such as equities, bonds, and foreign exchanges,
QUICK produces data in-house and also collaborates with business companies in various fields.
We cover geolocation, hot stocks ranking and earnings forecasts.
The data is particularly popular with quantitative hedge funds and other asset managers for its uniqueness and immediacy.
We also provide real-time news, such as market overviews and outlooks, and corporate actions of Japanese companies in a text format,
which are analyzed using AI-based natural language processing (NLP).
We support data-driven investment decisions for investors seeking to generate alpha.
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Data Provided
by AIoT Cloud
TV utilization data obtained from Sharp TV sets in Japan with users' prior permission is available as “stay-at-home rate” transition data.
The data can be used to forecast sales and business performance in industries susceptible to the stay-at-home rate (e.g., the food service and railroad industries).
Provided by AIoT Cloud
Geolocation information obtained through the smartphone app with users’ prior permission is statistically processed to provide data in a manner that individuals cannot be identified. Location information is obtained with the app running constantly in the background.*2 The composition of the users’ residential areas is similar to the population distribution in Japan. Statistical data can be used to forecast the performance of companies in a given area.
Statistics Data
Provided
by Toshiba Data
Trading Data by Issue
Generally, the outstanding margin trading volume of each issue is announced weekly except for the issues subject to daily publication. However, using Detail Breakdown Trading Data allows for estimating the daily outstanding margin trading volumes for all issues.
& TONA Index
TONA Averages
Interest rates derived from the daily compounded TONA for the period starting exactly 30 days, 90 days, and 180 days prior to the reference date of the benchmark (each business day) until the reference date
TONA Index
Asset valuation on the reference date assuming the asset is managed using TONA, with 100 as of June 14, 2017 (the date on which the Bank of Japan established “Uncollateralized Overnight Call Rate Code of Conduct”)
*By specifying the start and end dates, the interest rate compounded by TONA for any given period can be calculated from the historical data of the TONA Index.
Free Rate (TORF)
It is calculated based on the data of derivative transactions whose underlying asset is the “uncollateralized overnight call rate,” which contains almost no credit risk of financial institutions. Like other interest rate benchmarks such as LIBOR, TORF has a feature in that the rate is fixed as of the start of the interest rate calculation period.
Today, it is widely used by financial institutions around the world as the base interest rate for loans with Japanese yen interest rates and derivatives transactions.
For more information, please see below.
https://corporate.quick.co.jp/en/torf
* Use of TORF requires a license agreement with QUICK.
Equity Risk Premium
The QUICK Cost of Shareholders’ Equity is calculated backward from the market stock prices by combining a stock valuation model (discounted residual income model) and the factor models (the Fama-French 3-factor model, and the QUICK 4-factor model with the addition of an insolvency risk factor). This data can be used to confirm the level of shareholder’s equity costs of listed companies, calculate WACC, and evaluate whether stock prices are overvalued or undervalued.
1: TV Program Data /
2: TV-CM (Advertising) Data
This data indicates when, where, what, how, and how many seconds were broadcast. You can aggregate broadcast volume and content by brands.
By observing the amount of marketing activity of companies, it is possible to use it as an alternative data as a leading indicator of stock prices and an upward signal, and it can be indexed as a TV index by aggregating the broadcast volume of each brand in TV metadata by time series change. With TV information that affects sentiment, it is possible to discover stocks and make investment decisions from various perspectives, and it is also possible to create new indicators in combination with other data.
Earnings Summary
Readability:
In the process of translating Japanese news, the conversion process is performed based on the sentence structure. This helps to maintain readability despite being a machine translation.
Earnings revision:
As well as earnings announcements, earnings revisions are also updated.
Related infomation:
In addition to the summary of the announcement, the news also provides the average of analysts' earnings forecasts (QUICK Consensus) and company forecasts.