Retrieve daily return of a defined stock, market return and the return of the 3-digit SIC industry p

Hello,

I am in trouble to find how to retrieve daily return of a stock, the related daily market return and also the daily the return for industry portfolio for a year.

For stock, I see this formula in Eikon excel, but how it work in eikon API Python?

image

Related to that defined stock (as the benchmark), can I take the average market return and return for the defined industry (3 digit SIC industry portfolio, for example), in daily mode?

Or I need to retrieve them separately? if in this case, how can I do?

Thank you in advance

Best Answer

  • Hi @thi-xuan-dung.nguyen

    Regarding TR.TotalReturn1D field, you can follow this code:

    image


    For the industry group, I am not sure if there is such RIC code available or not.

    You need to know RIC code and field name in order to use them with Eikon Data API.

    This forum is not the best place to ask about content questions.
    For an authoritative answer to any content questions, the best resource is the Refinitiv Content Helpdesk.
    The moderators here do not have deep expertise in every type of content available through Eikon.
    The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
    Or by calling the Helpdesk number in your country.
    Or at https://my.refinitiv.com/


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