fundamental data as time series

hi i am using ek.get_data,

for the stock ticker MSFT and Apple, can i check how do i get the close price date, close price , Revenue, EBIT, Dividend Yield, Dividend Per share, Outstanding Shares one year before.

i am trying to do a time series analysis. trying to make data such as Revenue and EBIT attached to the daily dates and close price

Thanks

Best Answer

  • nick.zincone
    Answer ✓

    Hi @ken03

    You can utilize the Data Item Browser (DIB) within the desktop to search for the fields of interest. When determining content, I would suggest you contact the helpdesk or within Eikon/LSEG Workspace you can Get Help & Support (F1) and they will confirm with a specialist the list of fields.

    For example, here is a general query using the Data Library for Python:

    rd.get_data(universe=['MSFT.O', 'AAPL.O'],
    fields=['TR.PriceClose','TR.PriceClose.date', 'TR.RevenueMean',
    'TR.EBITDAMean', 'TR.DPSMean', 'TR.F.ComShrOutsTot(Period=FY0)'],
    parameters={'sdate': '2023-01-01', 'edate': '0D'})

    1714507721801.png

Answers

  • Hi how do you get the common shares outstanding to run with the dates and why does TR.DivUnadjustedGross not work with this? it only shows one row like the common shares - outstanding - Total.

  • Hi @ken03 ,

    Regarding the Data Item Browser (DIB)

    TR.F.ComShrOutsTot (Common Shares - Outstanding - Total) only support the frequency of data in fiscal year, fiscal semi-annual, fiscal quarter, fiscal interim. Hence, when you request the data as daily frequency, this data is not available for this interval.

    1716191495846.png

    Regarding the TR.DivUnadjustedGross (Gross Dividend Amount), the supported interval of parameters and output are as below

    rd.get_data(universe=['MSFT.O', 'AAPL.O'],
    fields=['TR.DivUnadjustedGross.coraxdividenddate','TR.DivUnadjustedGross'],
    parameters={'sdate': '2023-01-01', 'edate': '0D'})

    1716191729900.png

    Hope this help and please let me know in case you have any questions