Own2InvHldgTO OwnTurnover Calculation

cheetah

In the QA Direct module Ownership V2, there is the table Own2InvHldgsTO: Ownership Investor Holdings Percent ("This table contains information on the volume of shares traded as a percentage of total shares held in an investor's portfolio").

How exactly is this calculated? Is is the sum of the absolute values of the change in all positions in a portfolio in a period?

For example (IncWrntsCert = 0, CalcBasisCode = 2(Q)), Fund A has $100 in total equity assets (as referenced from the Own2InvEqAsset table) and in the referenced quarter Fund A adds a position worth $10 to to its portfolio, the OwnTurnover would be 10? Same if Fund A's only action was selling a $10 position in that quarter?

Jirapongse

@cheetah

Thank you for reaching out to us.

I found the Quantitative Analytics Database Schema - Ownership Version 2 document on LSEG MyAccount.

It contains the descriptions of the Own2InvHldgsTO table.

However, to get how its fields are calculated, please contact the product support team directly via LSEG Support.

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