12 month Forward PE parameter code, to apply on national indexes

Hello


I am constructing the forward PE ratios for a number of countries, using the national index of a given country.

For example for USA i would use .spx as the ticker for US national index.

My question is what parameter would i need to use in order to get the 12 month forward pe for spx ?

for example df=eg.gettimeseries(.....) could you please give an example for US , spx index? i will apply the same methodology to get the forward PE ratio of other countries' indexes.


Thank you

Best Answer

  • @juliusz.pres you can try this :

    df,err = ek.get_data([".SPX",".GDAXI",".FTSE"], ["TR.Index_PE_RTRS.date","TR.Index_PE_RTRS","TR.Index_EST_PE_Y1_RTRS","TR.Index_EST_PE_Y2_RTRS"],parameters={'SDate':'-100D','EDate':'1D'})

    df

    image

    I have put in current, FY1 and FY2 forward PER fields. I hope this can help.

Answers

  • Thanks a lot Jason. This seems quite helpful indeed. In general what is the easiest way to find the exact parameter that we want for our time series? I know TR. is a helper function and then you add the specific parameter that you want. Is there a specific documentation that we can filter with a keyword (e.g "Forward PE"), and get the specific parameter name that you kindly posted below?

    TR.Index_EST_PE_Y1_RTRS


    Thank you for your help

  • @juliusz.pres My pleasure! So the best way to get to know our data model is to play around with the Data Item Browser app (type DIB into Eikon search bar). This can give you all the fields available from different content categories. Very importantly it gives field descriptions and perhaps even more importantly field parameters you can select. If you add an instrument at the top the tool will also give you values which is great for zeroing in on exactly what you need.

    image

    We also have a fully automated code creator application that can fully create the python code for a query you select visually (type CODECR into Eikon search bar).

    image

    I hope this can help.