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Savanet Russell 1000 Model Analytics

Savanet Russell 1000 Model Analytics by Savanet

Russell 1000 Analytics

Keyed by ISIN (CQ can provide other Indicators if required).

Start Date : 1998/01/01

Analytics for the Russell 1000 symbols reported across hundreds of Tags each grouped into the following sections (including a couple of example Tags for each):

  • Growth - ie Shares Outstanding; diluted % change / Liability Growth
  • Leverage - ie Total Assets / Liabilities - Total; % of assets
  • Margin - ie Reported E.P.S. % difference from COMPS / Capex and Depreciation
  • Multiple - ie Market Cap and Sales / EV inc Pension and Revenue
  • Position - Period End Date / Period Release Date
  • Relvalue - ie Market Cap and Total Liabilities Price / Book + Capitalized Intangibles
  • Turnover - ie Net Debt; Leases & Pension and EBITDARP / Net Debt and EBITDA
  • Utilize - ie Recurring Return on Assets / Comparable Return on Assets
  • Value and Yield - ie Common Equity Value / Consolidated Equity Value

A ´TagReportingValue´ is provided for each Tag as well as the KEY ISIN and Ric (Reuters Identification Code), Sedol (Stock Exchange Daily Official List identifier), FiscalYear (ie 2023), FiscalPeriod (FY,Q1..Q4), PeriodEndDate, ActualEstimate (A or E).

One can simply pull the latest data and get 4 years of Actuals and Estimates Filtering down to exactly what you want is a simple exercise...

Column Type Description
_seq uint Internal sequence number used to keep data rows in order
timestamp string Timestamp of the Data - America/New York Time.
muts uint64 Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps.
symbol string Trading Symbol or Ticker
ModelID int64 STRING 7 Digit - appears exclusive to Symbol
CreationDate string Creation Date - for each creation date there is a full history for a symbol All Tags, All Periods Actual and Estimated
SplitAdjDate string
Ric string Reuters Identification Code
Sedol string Sedol for underlying constituent. Stock Exchange Daily Official List identifier assigned by the London Stock Exchange, requires SEDOL license
FiscalYear int64 Fiscal year (ie 2017 2018 2019 2020 2021)
FiscalPeriod string Fiscal Period (ie Q1 Q2 FY )
PeriodEndDate string Last Date of Period (Quarter/Year)
ActualEstimate string Actual or Estimate (A or E)
TagName string Multiple Tags (example suffixes : FVtoRevenue, PricetoBook, SVtoEBITDAOP, EVtoEBITDA, SVtoFCFS, CEtoCashEarnings, PriceNetTangibleAssets, EVtoEBITadjusted, EVtoFCFF, CEtoCurrentIncome, SustainableYieldPlusGrowth, CEtoOperatingCashFlowNet, PricetoCompEarni
TagReportingValue double