Eikon data API (Python): how to get historical multiples for stock index?

Good afternoon!

I want to download historical EV/EBITDA multiple and dividend yield for stock index (for instance, IMOEX). So I have 2 questions:

1. How can I do it (I guess it's possible to get historical EV/EBITDA for index, since P/E history for stock indexes is available).

2. How are multipes for stock indexes calculated? Are they equal to the weighted sum of index constituents multiples? Are the wheights proportional to index wheights or to the market cap of companies?

Any help appreciated, thank you in advance.

Best Answer

  • raksina.samasiri
    Answer ✓

    hi @lozovoy.hse

    This forum is dedicated to software developers using Refinitiv APIs. The moderators on this forum do not have deep expertise in every bit of content available through Refinitiv products, which is required to answer content questions such as this one.

    The best resource for the content questions is the Eikon support team, which can be reached by submitting queries through MyRefinitv. You can ask for the =TR formula in the Eikon Excel which can be used to retrieve the data you want and if the formula is available, we can apply it to the get_data method in Eikon Data API.

    Then the support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

Answers