Dataset: European Funds Dataset From Morningstar

About this Dataset

European Funds Dataset From Morningstar

Context

ETFs represent a cheap alternative to Mutual Funds and they are growing in fast in the last decade. What are differences between the European and American Mutual Funds and ETFs?

Content

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 year_to_date, 2020-11) and financial ratios (as price/earning, Treynor and Sharpe ratios, alpha, and beta).
Additional data in terms of sustainability is also available.

Acknowledgements

Data has been scraped from the publicly available website https://www.morningstar.co.uk.

Inspiration

Datasets allow for multiple comparisons regarding portfolio decisions from investment managers in Mutual Funds and portfolio restrictions to the indexes in ETFs. Datasets will be updated on a semi-annual or annual basis.

Tables

Morningstar European Etfs

@kaggle.stefanoleone992_european_funds_dataset_from_morningstar.morningstar_european_etfs

2.11 MB
9495 rows
132 columns


CREATE TABLE morningstar_european_etfs (
  "ticker" VARCHAR,
  "isin" VARCHAR,
  "fund_name" VARCHAR,
  "inception_date" TIMESTAMP,
  "category" VARCHAR,
  "rating" DOUBLE,
  "analyst_rating" VARCHAR,
  "risk_rating" DOUBLE,
  "performance_rating" DOUBLE,
  "investment_strategy" VARCHAR,
  "investment_managers" VARCHAR,
  "dividend_frequency" VARCHAR,
  "fund_benchmark" VARCHAR,
  "morningstar_benchmark" VARCHAR,
  "equity_style" VARCHAR,
  "equity_style_score" DOUBLE,
  "equity_size" VARCHAR,
  "equity_size_score" DOUBLE,
  "price_prospective_earnings" DOUBLE,
  "price_book_ratio" DOUBLE,
  "price_sales_ratio" DOUBLE,
  "price_cash_flow_ratio" DOUBLE,
  "dividend_yield_factor" DOUBLE,
  "long_term_projected_earnings_growth" DOUBLE,
  "historical_earnings_growth" DOUBLE,
  "sales_growth" DOUBLE,
  "cash_flow_growth" DOUBLE,
  "book_value_growth" DOUBLE,
  "roa" DOUBLE,
  "roe" DOUBLE,
  "roic" DOUBLE,
  "bond_interest_rate_sensitivity" VARCHAR,
  "bond_credit_quality" VARCHAR,
  "average_coupon_rate" DOUBLE,
  "average_credit_quality" DOUBLE,
  "modified_duration" DOUBLE,
  "effective_maturity" DOUBLE,
  "asset_stock" DOUBLE,
  "asset_bond" DOUBLE,
  "asset_cash" DOUBLE,
  "asset_other" DOUBLE,
  "country_exposure" VARCHAR,
  "sector_basic_materials" DOUBLE,
  "sector_consumer_cyclical" DOUBLE,
  "sector_financial_services" DOUBLE,
  "sector_real_estate" DOUBLE,
  "sector_consumer_defensive" DOUBLE,
  "sector_healthcare" DOUBLE,
  "sector_utilities" DOUBLE,
  "sector_communication_services" DOUBLE,
  "sector_energy" DOUBLE,
  "sector_industrials" DOUBLE,
  "sector_technology" DOUBLE,
  "market_cap_giant" DOUBLE,
  "market_cap_large" DOUBLE,
  "market_cap_medium" DOUBLE,
  "market_cap_small" DOUBLE,
  "market_cap_micro" DOUBLE,
  "credit_aaa" DOUBLE,
  "credit_aa" DOUBLE,
  "credit_a" DOUBLE,
  "credit_bbb" DOUBLE,
  "credit_bb" DOUBLE,
  "credit_b" DOUBLE,
  "credit_below_b" DOUBLE,
  "credit_not_rated" DOUBLE,
  "holdings_n_stock" DOUBLE,
  "holdings_n_bonds" DOUBLE,
  "ongoing_cost" DOUBLE,
  "management_fees" DOUBLE,
  "environmental_score" DOUBLE,
  "social_score" DOUBLE,
  "governance_score" DOUBLE,
  "sustainability_score" DOUBLE,
  "sustainability_rank" DOUBLE,
  "sustainability_percentage_rank" DOUBLE,
  "involvement_abortive_contraceptive" DOUBLE,
  "involvement_alcohol" DOUBLE,
  "involvement_animal_testing" DOUBLE,
  "involvement_controversial_weapons" DOUBLE,
  "involvement_gambling" DOUBLE,
  "involvement_gmo" DOUBLE,
  "involvement_military_contracting" DOUBLE,
  "involvement_nuclear" DOUBLE,
  "involvement_palm_oil" DOUBLE,
  "involvement_pesticides" DOUBLE,
  "involvement_small_arms" DOUBLE,
  "involvement_thermal_coal" DOUBLE,
  "involvement_tobacco" DOUBLE,
  "latest_nav_date" TIMESTAMP,
  "nav_per_share_currency" VARCHAR,
  "nav_per_share" DOUBLE,
  "shareclass_size_currency" VARCHAR,
  "shareclass_size" DOUBLE,
  "fund_size_currency" VARCHAR,
  "fund_size" DOUBLE,
  "top5_regions" VARCHAR,
  "top5_holdings" VARCHAR,
  "fund_trailing_return_ytd" DOUBLE,
  "fund_trailing_return_3years" DOUBLE
);

Morningstar European Mutual Funds

@kaggle.stefanoleone992_european_funds_dataset_from_morningstar.morningstar_european_mutual_funds

20.3 MB
57603 rows
132 columns


CREATE TABLE morningstar_european_mutual_funds (
  "ticker" VARCHAR,
  "isin" VARCHAR,
  "fund_name" VARCHAR,
  "inception_date" TIMESTAMP,
  "category" VARCHAR,
  "rating" DOUBLE,
  "analyst_rating" VARCHAR,
  "risk_rating" DOUBLE,
  "performance_rating" DOUBLE,
  "investment_strategy" VARCHAR,
  "investment_managers" VARCHAR,
  "dividend_frequency" VARCHAR,
  "fund_benchmark" VARCHAR,
  "morningstar_benchmark" VARCHAR,
  "equity_style" VARCHAR,
  "equity_style_score" DOUBLE,
  "equity_size" VARCHAR,
  "equity_size_score" DOUBLE,
  "price_prospective_earnings" DOUBLE,
  "price_book_ratio" DOUBLE,
  "price_sales_ratio" DOUBLE,
  "price_cash_flow_ratio" DOUBLE,
  "dividend_yield_factor" DOUBLE,
  "long_term_projected_earnings_growth" DOUBLE,
  "historical_earnings_growth" DOUBLE,
  "sales_growth" DOUBLE,
  "cash_flow_growth" DOUBLE,
  "book_value_growth" DOUBLE,
  "roa" DOUBLE,
  "roe" DOUBLE,
  "roic" DOUBLE,
  "bond_interest_rate_sensitivity" VARCHAR,
  "bond_credit_quality" VARCHAR,
  "average_coupon_rate" DOUBLE,
  "average_credit_quality" DOUBLE,
  "modified_duration" DOUBLE,
  "effective_maturity" DOUBLE,
  "asset_stock" DOUBLE,
  "asset_bond" DOUBLE,
  "asset_cash" DOUBLE,
  "asset_other" DOUBLE,
  "country_exposure" VARCHAR,
  "sector_basic_materials" DOUBLE,
  "sector_consumer_cyclical" DOUBLE,
  "sector_financial_services" DOUBLE,
  "sector_real_estate" DOUBLE,
  "sector_consumer_defensive" DOUBLE,
  "sector_healthcare" DOUBLE,
  "sector_utilities" DOUBLE,
  "sector_communication_services" DOUBLE,
  "sector_energy" DOUBLE,
  "sector_industrials" DOUBLE,
  "sector_technology" DOUBLE,
  "market_cap_giant" DOUBLE,
  "market_cap_large" DOUBLE,
  "market_cap_medium" DOUBLE,
  "market_cap_small" DOUBLE,
  "market_cap_micro" DOUBLE,
  "credit_aaa" DOUBLE,
  "credit_aa" DOUBLE,
  "credit_a" DOUBLE,
  "credit_bbb" DOUBLE,
  "credit_bb" DOUBLE,
  "credit_b" DOUBLE,
  "credit_below_b" DOUBLE,
  "credit_not_rated" DOUBLE,
  "holdings_n_stock" DOUBLE,
  "holdings_n_bonds" DOUBLE,
  "ongoing_cost" DOUBLE,
  "management_fees" DOUBLE,
  "environmental_score" DOUBLE,
  "social_score" DOUBLE,
  "governance_score" DOUBLE,
  "sustainability_score" DOUBLE,
  "sustainability_rank" DOUBLE,
  "sustainability_percentage_rank" DOUBLE,
  "involvement_abortive_contraceptive" DOUBLE,
  "involvement_alcohol" DOUBLE,
  "involvement_animal_testing" DOUBLE,
  "involvement_controversial_weapons" DOUBLE,
  "involvement_gambling" DOUBLE,
  "involvement_gmo" DOUBLE,
  "involvement_military_contracting" DOUBLE,
  "involvement_nuclear" DOUBLE,
  "involvement_palm_oil" DOUBLE,
  "involvement_pesticides" DOUBLE,
  "involvement_small_arms" DOUBLE,
  "involvement_thermal_coal" DOUBLE,
  "involvement_tobacco" DOUBLE,
  "latest_nav_date" TIMESTAMP,
  "nav_per_share_currency" VARCHAR,
  "nav_per_share" DOUBLE,
  "shareclass_size_currency" VARCHAR,
  "shareclass_size" DOUBLE,
  "fund_size_currency" VARCHAR,
  "fund_size" DOUBLE,
  "top5_regions" VARCHAR,
  "top5_holdings" VARCHAR,
  "fund_trailing_return_ytd" DOUBLE,
  "fund_trailing_return_3years" DOUBLE
);