How can I get the ROE, ROI, WACC for the constituents of the Stoxx600?

aforino

I need the estimates of ROE, ROI, and WACC from 1970 with the highest available frequency for all constituents of the Stoxx 600. Thank you to anyone who can provide assistance with this.

aramyan.h

Hi @aforino ,

I am afraid the data will not go back that far. Please see an example code below for a particular date and fields (Please check Dara Item Browser (by typing DIB in Workspace/Eikon) for another fields if required):

rd.get_data(universe=["0#.STOXX('2022-02-02')"], fields=["TR.WACC", "TR.ROE", "TR.ROEMean", "TR.ROICActValue"], parameters = {'SDate': '2022-02-02'})

Please note that there is no streamlined way of getting the full history so you would need to make request for each day.

In that sense the Joiner/Leaver code below might be useful to avoid the loop and building the historical constituents based on the results from this request:

rd.get_data(universe='.STOXX', 
            fields = ["TR.IndexJLConstituentRIC", "TR.IndexJLConstituentRIC.date",  "TR.IndexJLConstituentRIC.instrument",
                      "TR.IndexJLConstituentRIC.change","TR.IndexJLConstituentName"],
            parameters={"SDATE": '2020-01-01',"EDATE":'2024-03-04', 'IC':'B'}
        )

Hope this helps.

Best regards,

Haykaz

aforino

Thank you for your advices.