Databases and systems are designed for researchers and model builders to make predictions and are functional for portfolio managers.
    • No look forward bias
    • No success bias
    • No survivor bias
    • No backfill bias
    • No selection bias
    • No missing companies
    • At-the-time data
We collect and prepare the data the week before quarter end. The data is expectational and includes vendor predictions such as Value Line. Universe is set on market cap at the time.

ICX 3000 Live

The ICX 3000 Live Database is ZPR's investment decision-making tool for predictions. It simulates the true investing information environment which existed at the time. The membership of the ICX 3000 Live Database is set quarterly to include the 3,000 largest companies by market capitalization. We include the entire S&P 500 Index, the Mid Cap 400 Index and we flag the Small Cap 600 Index members that satisfy ZPR's universe requirements. ZPR excludes companies from the ICX 3000 Database if they are foreign, REITs, Trusts, Limited Partnerships, ADRs, and Closed End Funds.

We have over 80 methodologies consisting of many vendors (Value Line, Zack's Indicator, Columbine data, etc.) and other more traditional investment variables (Return On Equity, Estimate Revisions, Price/Book, etc.). In addition to these methodologies, ZPR has created composite models of investment methodologies including the ZPR Momentum Model. All methodologies for decision-making are available for clients either as actual at the time data or in a transformed uniform quintile ranking format (ranking 1 through 5, 1 is the best and 5 is the worst).

ZPR can easily construct a new universe within the ICX 3000 Database if client desires. We can also back test any specific investment strategy you might have.

The IC 3000 database is available quarterly from December 31, 1985. It is available on the internet using the ICX Browser.

REIT Database

ZPR REIT Database is a comprehensive database created for REIT universe analysis and decision-making. It covers all REITs including Real Estate Operations, Real Estate Development and Equity REITs from 12/31/1988 to today. As of 6/30/2011, there are over 14,000 companies, 59 to 212 per quarter, with a total of about 150 different data items on every REIT traded on the US exchanges (all types), and 50 proprietary variables and predictors that forecast the next quarter's performance on every REIT with a market cap over 100 million.

In the REIT Database, the quarterly REIT data set is divided into 3 universes:

    • Tier 1
    • Tier 2
    • Microcap
Microcap universe consists of all companies with their marketcap below 100 million. The rest of the companies are divided equally into Tier 1 and Tier 2 universes by total assets with Tier 1 companies having the largest total assets. Each quarter there is a separate set of "at the time" observations for each company in which you could have invested.

Database provides the following REIT indices:

    • Equity REIT Equal Weighted 
    • Tier 1 Equal Weighted 
    • Tier 2 Equal Weighted 
    • Development Equal Weighted 
    • Operations Equal Weighted
    • Development and Operations Equal Weighted
These are calculated using our REIT Database. For comparison, the database also contains the widely used NAREIT Equity and NAREIT Composite indices.

REIT Database Browser offers powerful search types of the REIT Database.

Convertible Historical Database

This database contains all convertibles issued by U.S. corporations starting with 1986Q1. Includes Convertible Coupon Bonds, Convertible Zero-Coupon Bonds, and Convertible Preferred Stocks.

Convertible New Issue Database

This database contains all convertibles issued and currently outstanding by U.S. corporations. Includes Convertible Coupon Bonds, Convertible Zero-Coupon Bonds, and Convertible Preferred Stocks.

EQTP (Accrual) Database

This database contains select balance sheet and income statements data needed for the calculation of EQTP scores and EQTP group of variables, back to 1986Q1.

EQTP Package starts from $50k annually
(incl. Model Composition + Data, Online Browser, Quarterly Performance Reports)

Identification Link Database

This is extremely valuable tool for researchers to eliminate errors of identification and missing companies arising from ticker and name changes. You can go forward or backward through time with current or historical CUSIPs and tickers. Much of the work has been done using Commerce Clearing House records to sort out takeovers and mergers where the acquiring company adopts the target's ticker and/or name, but keeps its original stock or in case of merger a new combined stock.

Historical Return Database

The Historical return database has verified total returns with any adjustments necessary for capital changes such as spinoffs, distributions or mergers. Also included the final returns of companies which were terminated in the quarter.

o Quarterly Returns:

    • Beta adjusted excess returns
    • Size adjusted returns
    • Size adjusted raw returns
    • Size effect
o Monthly returns

o 11 Month historical returns for relative strength calculations for point-in-time stocks

o BUY and HOLD returns database for Portfolio building with index substitution for disappearing stocks and a 17-quarter time horizon.

Commerce Clearing House records were used and calculations confirmed by tax expert for the capital changes and tax basis of mergers and acquisitions, spinoffs, carveouts to identify the true return to the investor.

AG (Anti-Gravity) Database

This database contains all data needed for Anti-Gravity (AG) computations back to 1986Q1.

IE (Integrated Effects) Database

This is a massive database that contains raw data for various IE effects such as Buybacks, SPOs, Acquisitions, Mergers, IPOs, Spinoffs, Carveouts, Convertibles, Dividends (initials, omissions, resumptions, cuts). The database contains all known events back to 1986Q1 and are used by our Integrated Effects system to score companies.

Variable Rank Database

The database contains ranks of all ZPR tracked variables (all quintile and some also decile ranks) back to 1986Q1.

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