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Savanet Russell 2000 Model Financials

Savanet Russell 2000 Model Financials by Savanet

Financials for the Russell 2000 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...

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
TagiReportingValue double