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Savanet Russell 2000 Valuation Series

Savanet Russell 2000 Valuation Series by Savanet

SavaNet Valuation Series

SavaNet Valuation Series contains multiple daily valuation series for a variety of Tags :

  • LTMValue – rolling last 365 days ending on the SeriesDate
  • NTMValue – rolling next 365 days starting the day after the SeriesDate
  • FTMValue – rolling forward 365 day period after the next 365 period (e.g. two years forward)
  • L4Q – using values for the last reported four quarters

For historical dumps these models are updated monthly, but in production data feed, the model used will be updated daily using the Current Model.


The valuation datasets contains only a few tag prefixes :

  • Interp_multiple ~67%
  • Interp_relvalue ~20%
  • Interp_yield ~12%


  • Interp_multiple:CEtoCashEarnings
  • Interp_multiple:CEtoFCFE
  • Interp_multiple:EVtoEBITDA
  • Interp_multiple:EVtoEBITDAUnadjusted
  • Interp_multiple:EVtoEBITadjusted
  • Interp_multiple:EVtoNOPAT
  • Interp_multiple:FVtoFCFF
  • Interp_multiple:FVtoRevenue
  • Interp_multiple:PricetoCompEarnings
  • Interp_multiple:PricetoCompEarningsAvg
  • Interp_multiple:PricetoEarnings
  • Interp_multiple:PricetoFCF
  • Interp_relvalue:EVtoIC
  • Interp_relvalue:PEGCostEquity
  • Interp_relvalue:PriceNetTangibleAssets
  • Interp_relvalue:PricetoBook
  • Interp_yield:DistributableCashFlowEquityYield
  • Interp_yield:DistributableCashFlowEquityYieldLTGrowthAdj
  • Interp_yield:DividendtoPrice

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 MUTS
CreationDate string Creation Date - for each creation date there is a full history for a symbol All Tags, All Periods Actual and Estimated
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
SeriesDate string Dauily Date Value
TagName string Many Tags under main prefixes (growth, leverage, margin, multiple, position, relvalue, turnover, utilize, value, yield)
NTMValue double Next Twelve Months Value
LTMValue double Last Twelve Months Value
FTMValue double Forward Twelve Months Value (ie 12-24 months ahead)
L4Q double