Historical data on Russell US indexes. Data Files Cover: Sector Weights - Individual index files with complete history in each. Sector Weights - Monthly files with all indexes in each. Index Holdings Closed Positions -Periodic (M/Q) files with all indexes in each. Includes Daily Index Holdings for each closing day. Monthly Contribution to Return, an analysis of each sector and industry contributing to the overall return of the Russell Index.

Dataset containing over 5000 data metrics (including raw data and BQ calculated scores & metrics) for over 4000 public companies (~95% of the Russell 3000). Includes financials (from SEC filings) as well as data that is not reported to the SEC, including monthly headcount, detailed employee benefits data, credit events related to contributions to benefits plans. Also includes BQ scores, industry and macro statistics that provide a comprehensive view of the sector & industry.

BQ's Public Companies dataset is applicable to both quantitative investment managers as well as fundamentals public equity investors, who wish to use alternative (non-financial) data to enhance their investment analysis and investment decisions.