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Creating indexes and constituent lists for industries in Datastream

by Arjan De Wit on 2019-07-16T10:16:00+02:00 | 0 Comments

A comprehensive set of new fundamental datatypes is now available for Datastream Global Equity indices and equities. The data is sourced from Worldscope and based on a trailing twelve month period if applicable. The data represents the sum of the relevant item reported in the last twelve months. From the fiscal period 2002, the items are populated from the quarterly, semi-annual and trimester time series based on the availability of the underlying data. The new 4 character datatypes can be used with the Datastream Global Equity indices and also all companies covered by Worldscope on Datastream.

CAPEX (Datastream Worldscope) DWCX
Common / Shareholders Equity (Datastream Worldscope) DWSE
EBIT (Datastream Worldscope) DWEB
EBITDA (Datastream Worldscope) DWED
Enterprise Value (Datastream Worldscope) DWEV
Enterprise Value/ EBITDA (Datastream Worldscope) DWEE
Free Cash Flow (Datastream Worldscope) DWFC
Interest Charge Coverage (Datastream Worldscope) DWIC
Net (Profit) Margin (Datastream Worldscope) DWNM
Net Debt (Datastream Worldscope) DWND
Net Profit (Income) (Datastream Worldscope) DWNP
Number of Employees (Datastream Worldscope) DWEN
Return on Equity (Datastream Worldscope) DWRE
Sales (Datastream Worldscope) DWSL
Total Assets (Datastream Worldscope) DWTA

With these data types you can, for example, request sales for an entire industry in Datastream.

For example for the “Healthcare Industry in The Netherlands”. You can enter via “Series / Lists” HLTHCNL, for Europe: HLTHCER or for the World: HLTHCWD. With datatype you enter DWSL for the Sales.

You can for example use these Industry Codes to create an Index:

Basic Materials: BMATR
Consumer Goods: CNSMG
Consumer Services: CNSMS
Financials: FINAN
Healthcare: HLTHC
Industrials: INDUS
Oil & Gas: OILGS
Technology: TECNO
Telecommunication: TELCM
Utilities: UTILS

It is also possible to adjust the above industry codes so that you can request the underlying constituents in Datastream. You can do that like this:

Example for the Netherlands: LHLTHCNL
L= List
HLTHC= Industry code Healthcare
NL= Netherlands

Example for the Europe: G#LHLTHCER
G#L= Global List
HLTHC= Industry code Healthcare
ER= Europe

Example for the World: G#LHLTHCWD
G#L= Global List
HLTHC= Industry code Healthcare
WD= World


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