Aggregated P/E with RDP or Eikon

Anufriyev
Anufriyev
in Refinitiv Data Platform

Hi, all
The industry page in Workspace/Eikon app is showing aggregated metrics. For example P/E ratio for Real Estate in Emerging Europe is 3.4
pe-re-3.pngCould you pls suggest the python code for this? The field has a help pop-up which shows example, but somehow it always microsoft there :)

Thx,

Alex

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Best Answer

  • jonathan.legrand
    jonathan.legrand
    Answer ✓

    Hi @Anufriyev ,

    I am not familiar with this application, but I had a look at INDUS, and found the value 17.0 that I clicked on. This sent me to the application AGGR:
    1706116310455.png



    I terefore looked for this appication in Workspace and found the Export Ass as Formulas:

    1706116595518.png


    I would advise using this screener along with the DIB (if you strugle finding the fields you are after) and this article (showing you how one can use screener in Python).


    Let us know if you can find what you're after with the above.

Answers

  • Anufriyev
    Anufriyev

    Thank you for your research @jonathan.legrand ! I got your point and proceed like this.

  • pf
    pf

    Hi @Anufriyev,

    As Jonathan, I tried to find a way to get P/E on same 319 constituents than you with this way:

    • In INDUS, set same parameters than you (Real Estate + Emerging Europe) and switch to Constituents
    • Export All as Formulas (top right button) to see SCREEN() used to get these constituents:
      =@TR("SCREEN(U(IN(Equity(Public,Active,Primary))),TR.TRBCEconSectorCode=60,IN(TR.HQCountryCode,AD,AL,AZ,BA,BG,BM,BY,CY,CZ,EE,FO,GE,GG,GI,GL,HR,HU,IM,JE,LT,LV,MC,MD,ME,MK,MT,PL,RO,RS,RU,SI,SK,SM,TR,UA))","setlabel(TR.CommonName,'Company_Name'"&");setlabel(TR.CompanyMarketCap,'Market_Cap(USD)');setlabel(TR.PricePctChg1D,'1-day_Price_PCT_Change');setlabel(TR.PE,'P/E_(Daily_Time_Series_Ratio)');setlabel(TR.ROEPercentTrailing12M(Period=FI0),'ROE_Common_Equity_%,_TTM(FI0)');setlab"&"el(TR.CurrDividendYieldCommStockPrimaryIssueLFIAnnualized,'Curr_Div_Yield_Comm_Stk_Primary,_LFI,_Annualized');setlabel(TR.TtlDebtToTtlEquityPct(Period=FY0),'Total_Debt_to_Total_Equity,_Percent(FY0)');setlabel(TR.PriceToBVPerShare,'Pric"&"e_To_Book_Value_Per_Share_(Daily_Time_Series_Ratio)');setlabel(TR.IncomeAftTaxMarginpct(Period=FY0),'Income_Aft_Tax_Margin,_%(FY0)');setlabel(TR.PriceToCFPSTrailing12M(Period=FI0),'Price_to_Cash_Flow_Per_Share,_Trailing_12_M(FI0)');set"&"label(TR.BetaFiveYear,'Beta_5_Year')","curn=USD RH=In CH=Fd")
    • Simplify it to request Trailing P/E (TR.PE)
      =@TR("SCREEN(U(IN(Equity(Public,Active,Primary))),TR.TRBCEconSectorCode=60,IN(TR.HQCountryCode,AD,AL,AZ,BA,BG,BM,BY,CY,CZ,EE,FO,GE,GG,GI,GL,HR,HU,IM,JE,LT,LV,MC,MD,ME,MK,MT,PL,RO,RS,RU,SI,SK,SM,TR,UA))","setlabel(TR.PE,'P/E_(Daily_Time_Series_Ratio')","curn=USD RH=In CH=Fd")

    It works fine and I retrieved all 319 constituents with their P/E.

    But don't know to compute aggregated P/E value.

    • I opened Portfolios & List Manager to create a new list with all 319 rics (name is Test Real Estate) and select it in AGGR app.
    • I added TR.PE field and I find 3.466744 (based on 174 Securitites)
      whereas the expected value is 3.457017 (based on 319 constituents)

    I suppose the result can be refined with different parameters but as Jonathan, I'm not familiar with this APP.

  • Anufriyev
    Anufriyev

    Thank you @pf ! Great research! Would be a bit of error-prone for my purposes...Would of course be much simple if Workspace just show a formula in the tootip :)

  • pf
    pf
    I totally agree.

    My goal was to try to identify the logic on the back-end to reproduce it with the shortest Python script.

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