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.
TAG PREFIXES
The valuation datasets contains only a few tag prefixes :
- Interp_multiple ~67%
- Interp_relvalue ~20%
- Interp_yield ~12%
TAG SUFFIXES
- 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 |