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 |