Macrobond FactSet Direct – New!
Overview
Through Macrobonds partnership with FactSet, Macrobond users can now access a new premium data integration — Macrobond FactSet Direct — delivering FactSet’s market-leading company and market data directly within the Macrobond environment.
This partnership combines the depth of FactSet’s company-level content with the breadth of Macrobond’s macroeconomic and cross-asset datasets, creating a single platform where strategists, economists, and portfolio teams can analyse global economic, sectoral, and earnings trends side by side.
! Important Note !
Macrobond FactSet Direct is a new premium add-on product and access requires the appropriate license and user permissions.
To enable access or request a trial, please contact Macrobond Support or your Macrobond Account Manager.
What’s Included
Macrobond FactSet Direct enables users to access and visualise the following FactSet datasets natively within the Macrobond platform:
| Dataset | Description | Typical Use Case |
| FactSet Fundamentals (FF) | Over 3,000 standardised financial items for 50,000+ companies across 90+ countries - including balance sheet, income, and cash flow data. | Compare profitability, leverage, and margins across sectors, markets, or indices. |
| FactSet Consensus Estimates (FE) | Aggregated forecasts from 800+ sell-side analysts for 19,000+ companies - with 20+ years of history and intraday updates. | Track earnings expectations and revisions to identify trends in market sentiment. |
| FactSet Market Aggregates (FMA) | Country, sector, and benchmark-level aggregates of financial metrics. | Analyse style rotations, valuation trends, and factor dynamics (e.g., Value vs. Growth). |
| FactSet ETF Data | Leverage FactSet Estimates and Fundamentals data at the ETF level as well as Global coverage of ETF reference and performance data across 100+ attributes. | Understand index and thematic ETF performance to assess market sentiment and investment opportunities. |
| FactSet Global Prices & Returns (FGP) | Daily and historical pricing for over 180,000 equities and ETFs worldwide. | Integrate stock and ETF price trends into cross-asset or macro analysis. |
Each Macrobond FactSet Direct license allows 1,000 data calls per month (entity-based, not line-item based), with full access to the above content sets.
Integration Experience
Users can connect directly to FactSet inside the Macrobond application. The integrated FactSet Request Builder enables you to:
- Search and filter FactSet data using intuitive type-ahead search.
- Pull company, sector, and ETF-level time series directly into Macrobond documents.
- Combine with macro data, indicators, or custom aggregates to build fully connected insights.
No secondary installation or separate FactSet license is required - access is controlled and provisioned within your Macrobond license.
Discover What You Can Do with Macrobond FactSet Direct
1. Explore Company and Market Data in a Single Environment
With FactSet integrated directly into Macrobond, you can now explore company-level data and macroeconomic indicators side by side natively in the Macrobond application; Analyse how corporate fundamentals and earnings expectations interact with inflation, interest rates, or growth trends - all within the same platform.
Example:
Compare consensus earnings forecasts for European Industrials with Eurozone manufacturing PMIs and bond yields to see how profit expectations align with macro conditions.
2. Analyse Earnings Expectations and Market Sentiment
FactSet’s Consensus Estimates dataset gives you access to aggregated analyst forecasts for thousands of global companies. You can:
- Track changes in forward earnings across sectors or regions.
- Identify turning points in market sentiment.
- Combine forecast trends with macro indicators to understand how expectations evolve through the business cycle.
Example:
Overlay 12-month forward EPS consensus data for the S&P 500 with the U.S. 10-year yield to assess how rising rates affect earnings expectations.
3. Study Sector and Factor Trends Across Markets
With FactSet Market Aggregates, you can view aggregated financial metrics (such as P/E ratios, profit margins, or leverage) across sectors, countries, or regions. These aggregates help you identify factor rotations (like Value vs. Growth) and sector leadership changes through time.
Example:
Analyse how Value and Growth factors performed across global markets during tightening versus easing cycles, using aggregated valuation and profitability metrics.
4. Understand ETFs and Index Composition
The inclusion of FactSet ETF Data allows you to examine global market and sector performance as well as the characteristics of ETFs directly within Macrobond. This means you can link macro developments to popular thematic or regional funds.
Example:
Assess how an Emerging Markets ETF’s performance and forward earnings outlook compare to GDP growth or currency trends in those regions.
5. Build Cross-Asset and Cross-Market Narratives
Macrobond FactSet Direct enables analysts and strategists to bring together corporate and macro data to create integrated insights - connecting micro fundamentals with macro dynamics. You can visualise and publish these findings seamlessly using Macrobond’s charting and Amplify publishing tools.
Example:
Combine FactSet fundamentals with commodity and FX data to understand how profit margins in energy or manufacturing sectors respond to input-cost changes.
Getting Started
You’ll find FactSet content in the FactSet API Browser, located within the Data section of the Macrobond application. Simply:
- Open the FactSet API Browser.
- Search for a company, index, or ETF.
- Select the data type (Fundamentals, Consensus Estimates, Market Aggregates, Prices, or ETFs).
- Add the data series to your Macrobond document and begin analysing or charting.
A step-by-step guide for the interface and query syntax will be available in the online Help Center once the release is live.
In Summary
Macrobond FactSet Direct brings institutional-grade company and market data into your existing macro workflow - letting you explore, compare, and visualise the connections between corporate performance and global economic trends, all in one place.
Macrobond 1.32
Announcement
Coming Soon – Macrobond Product Name Change. Please be aware that in the next major release the official Product Name will change. This does not affect users or product capabilities.
Easier to find and choose the right data in search results
Many time series share long common parts in their titles which could make it hard to quickly read through long lists of results and identify the difference to find the series you need.
To make this easier, results on top with similar titles are now grouped together when using the default ranking. The shared part of the title is highlighted, helping you immediately see what the series have in common. Within each group, it’s easier to spot the small differences between individual series and pick the one most relevant to your work.
This also helps you see the structure of the results more clearly. By reading the highlighted common parts, you can get a quick understanding of the kind of data included.
If you prefer the previous flat view, you can turn off this grouping feature anytime - go to Configuration → Settings → Advanced, and untick “Enable grouped search result.”
Quicker access to ranking options
Ranking time series is now easier and more direct. A new ranking box has been added above the result list, allowing you to sort data by commonly used columns such as relevance, popularity, start date, and end date.
This provides a faster way to reorder results without adjusting the table layout or selecting specific columns first.
Users can still rank by specific columns by clicking the column headers after adding them through the configuration icon at the top left of the column header area.
Interactive Variables (Beta)
Various settings used to build analyses and charts can now be exposed separately as interactive variables. The producer can determine which variables to expose and what limits they want to impose on the variables.
In other words, your Macrobond chart now lets you test different scenarios, analytical techniques, and even lets you travel through time!
In the example outlined below, we detail how to build an interactive chart comparing US GDP as known today versus the different vintages of US GDP as they were released through time. Dragging the date slider allows you to see that development at each point in history.
We are initially launching this functionality in beta as there will be lots more to come! But you can follow the steps below to set up interactivity for Data Ranges, Vintages, Rate of Change methodology and frequency, and Lead/Lag controls.
Step 1: “Create new variable” either via the new dropdown arrow to the left of certain settings or create a new variable from the options shown under Variables in the Series List.
Step 2: Edit the variable to control its parameters (for example, limit the date range that can be used):
Step 3: Other variables are controlled in their specific step in the Analysis tree, like Rate of Change, shown below. Here, you can apply variables to both the Rate of Change methodology itself, and the frequency (eg monthly vs annually).
Finally, click through to the Time chart view and select Interactive properties (beta) from the ribbon, where you can select which variables to expose, and then see how the chart responds to different inputs.
Examples:
- Apple vs SP500 interactive chart
- EV percentage sales across countries interactive chart
- US GDP revisions interactive chart
Easy password reset
Resetting your password is now quick and self-service. Instead of emailing the support team, you can now request a password reset directly in the application.
Go to Configuration – Settings - Account and click Request password reset. This opens a secure webpage where you enter your login email address. You will then receive an email with a confirmation link - simply click it and follow the instructions to set a new password.
This makes it faster and more convenient to recover access to your account whenever you need, while keeping your data security our top priority.
Data
Coming Soon – Income & Earnings merged with Labor Market category
Data navigation and user experience will change improve soon for both Income & Earnings and Labor Market categories.
To streamline category breakdowns, ensure consistency and improve data navigation, we are merging the Income & Earnings category into Labor Market and stipulating a standard breakdown of the new combined Labor Market category into 8 predefined subclassifications.
Navigation trees will remain unaffected during the work phase, but users may experience a change in category metadata from Income & Earnings to Labor Market on concerned series ahead of time, over the coming months.
A first implementation of new data trees for approx. 50 countries will take effect later this year, expected in December, at which time the 8 predefined subclassifications will roll out in metadata as well as in series titles.
Please see below for definitions of the 8 harmonized classifications.
- Labor Force Statistics – Measures the overall size and composition of the workforce, including people who are employed or actively seeking work, and the rate of participation in the labor market.
- Employment – Data on the number of people currently working, broken down by industry, occupation, sector, and demographics.
- Unemployment – Statistics on people without a job who are actively seeking work, including rates, durations, and demographic breakdowns.
- Productivity, Costs & Hours Worked – Indicators showing how efficiently labor is used, the cost of labor per unit of output, and patterns in working hours.
- Labor Market Dynamics – Measures of job flows, including hires, separations, quits, layoffs, and movements between employment, unemployment, and inactivity.
- Income & Earnings – Information on wages, salaries, and other earnings, including trends, disparities, and distribution across groups and industries.
- Surveys & Other Indicators – Supplementary data and methodological notes from labor market surveys, as well as additional indicators like underemployment.
- Labor Policies & Programs – Laws, regulations, and support measures that shape labor market conditions, such as worker protections, unemployment benefits, and job training initiatives.
If you have any questions or concerns, please reach out to Support.
Data Explorer
Chinese language support added to Data Explorer
Chinese translations are now available in Data Explorer, covering Macrobond content such as tree structures, dataset names, descriptions, and metadata.
This update makes it easier to browse, understand, and work with data in Chinese, helping you find the information you need more efficiently.