Financials for the Russell 1000 symbols reported across hundreds of Tags each grouped into one of the following : Position (65%), Perform (35%) or Margin (rare).
The top 10 Position Tags are :
- FinancialContextPeriodReleaseDate
- FinancialContextPeriodEndDate
- EVItems
- InvestedCapitalAdjusted
- TotalLiabilities
- DebtObligationsLongTerm
- NetWorkingCapital
- TotalConsolidatedCommonEquity
- TotalEquityCapital
- BookValue
The top 10 Perform Tags are :
- ProvisionsOtherNonCashIncomeAdjustments
- OperatingRevenue
- RevenueNetOperatingInterest
- SalesRevenueNet
- IncomeBeforeIncomeTaxes
- RecurringPreTaxInc
- AdjustedPreTaxIncome
- StatutoryTaxedEarn
- WeightedAverageDilutedShares
- WeightedAverageBasicShares
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...
KEYED by ISIN (CQ can provide and Key by other Indicators if required).
| 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 |