Consensus EPS forecasts

I have access to Workspace and using Refinitiv Data Platform. I want to download consensus EPS (Next Twelve Months) for a bunch of tickers for the last x years. I can not seem to find an example of this on the forum or in the documentations. Please can you help? Thank you.

Best Answer

  • Hello @vbala ,

    Please see article Working with Fundamental and Estimates Data - A DCF Example and refer to section Consensus Estimates,

    It looks like this example is what you are looking for, and can be adapted to your requirements similar to:

    df6, err =ek.get_data(['VOD.L','IBM.N'],['TR.RevenueMean(Period=FY1).calcdate',
    'TR.RevenueMean(Period=FY1)',
    'TR.RevenueNumIncEstimates(Period=FY1)',
    'TR.GrossIncomeMean(Period=FY1)',
    'TR.GrossIncomeNumIncEstimates(Period=FY1)',
    'TR.PreTaxProfitMean(Period=FY1)',
    'TR.PreTaxProfitNumIncEstimates(Period=FY1)',
    'TR.NetProfitMean(Period=FY1)',
    'TR.NetProfitNumIncEstimates(Period=FY1)',
    'TR.EPSMean(Period=FY1)',
    'TR.EPSNumIncEstimates(Period=FY1)',
    'TR.DPSMean(Period=FY1)',
    'TR.DPSNumIncEstimates(Period=FY1)',
    'TR.CLOSEPRICE(Adjusted=1)'],
    {'SDate':'-10','EDate':'0', 'Frq':'Y'})

    df6.index = pd.to_datetime(df6['Calc Date'])
    df6

    Let us know if this is what you are looking to request

Answers

  • Thank you for your response. The issue is I have access to Workspace and not Eikon. Therefore I believe I have to use the RDP library and not the eikon library in python. Am I mistaken?

  • Hello @vbala ,

    Eikons Data API can be used with Refinitiv Workspace as well as Refinitiv Eikon.

    Additionally, I would like to suggest considering Refinitiv Data library, that is currently in pre-release, as it allows to access both RDP content and Eikon/Workspace content under the same interface.

    Once the library is installed per Getting Started with RD LIb Python instructions

    you could do the same with RDLib Python:

    import refinitiv.data as rd

    rd.open_session(name='desktop.workspace')

    import pandas as pd
    df6 =rd.get_data(['VOD.L','IBM.N'],['TR.RevenueMean(Period=FY1).calcdate',
    'TR.RevenueMean(Period=FY1)',
    'TR.RevenueNumIncEstimates(Period=FY1)',
    'TR.GrossIncomeMean(Period=FY1)',
    'TR.GrossIncomeNumIncEstimates(Period=FY1)',
    'TR.PreTaxProfitMean(Period=FY1)',
    'TR.PreTaxProfitNumIncEstimates(Period=FY1)',
    'TR.NetProfitMean(Period=FY1)',
    'TR.NetProfitNumIncEstimates(Period=FY1)',
    'TR.EPSMean(Period=FY1)',
    'TR.EPSNumIncEstimates(Period=FY1)',
    'TR.DPSMean(Period=FY1)',
    'TR.DPSNumIncEstimates(Period=FY1)',
    'TR.CLOSEPRICE(Adjusted=1)'],
    {'SDate':'-10','EDate':'0', 'Frq':'Y'})

    df6.index = pd.to_datetime(df6['Calc Date'])
    df6

    Hope that this info is helpful, and you can progress according to your preference

  • Thank you for the above. I have managed to make the above code work. I had a follow up question. If you need me to raise a new ticket please let me know.

    I want to download the above data on a weekly basis for the above two tickers you have used in your example (VOD.L & IBM.N) but not as of Friday but as of Wednesday. When I use the frequency 'W' I get it as of friday close for every week. Is there a way to do this?

    Also if there is a link where I can find all the different parameters that can be used with the get_data function?

    Thanks

  • Hello @vbala ,

    Good to hear that you are able to request the content.

    It is preferable to ask a new question separately- when you can- it helps the news developers with same or similar questions to search for and find for any existent answers easier, so we appreciate if you do this next time.

    Please see the discussion in this previous thread - Friday is the end of period, it cannot be changed. If you require this content on Weds, you may request Daily (D) and only process data from Weds.

    API parameters that can be used with get_data are listed in Eikon Data APIs for Python - Reference Guide. The more detailed parameters with descriptions and python code helpters can be found via Refinitiv Workspace/Eikon tools Data Item Browser (DIB) and Code Creator (CODECR).

    Hope that this information is of help.