Historical Estimates

florent.martini
florent.martini Newcomer
in Eikon Data APIs

Hello,


I am trying to get historical mean estimates for several metrics.

For instance, I would like to get the EPSmean estimate from broker on 2012/01/01 for OREP.PA for FY0 to FY5

Which means : I would like to get the consensus estimate that was in place on the 1st of January 2012 for the next 5 fiscal years.

Obviously that's not really what I get.

The code is here :

GMfwd1, err = ek.get_data('OREP.PA',["TR.EPSMean","TR.EPSMean.periodenddate","TR.EBITMean",'TR.RevenueMean',"TR.ROAMean","TR.ROEMean","TR.FCFMean","TR.TotalAssets","TR.MeanPctChg(Period=FY1,WP=60d)"],{"SDate":"2012-01-01","Period":"FY0,FY5"})
GMfwd1.fillna(0,inplace=True)

GMfwd1

3 questions : is it possible to get this data?

if yes how to?

what is it that I am getting?

Here is what I get :


image


Thanks for your help,


Regards

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    Yes, your request retrieves consensus estimates for fiscal years 2010 - 2015 as of 2012-01-01. Field TR.MeanPctChg is not available as a point in time (or as series), and it ignores the value of SDate parameter. Using this field you can only compare current mean (as of today) to the mean 1 day, 3 days, 7 days etc. ago. This field also does not support a range of fiscal periods as input. The data returned for TR.MeanPctChg in your request represents percent change in EPS mean estimate for FY1 (in this case FY2020) as of the date of the request compared to the EPS mean estimate for FY2020 60 days prior.

    For more information on navigating metadata discovery (finding field names and parameters) for use with Eikon Data APIs see tutorial titled "Fundamentals API - Company Tearsheet Estimate" under the Tutorials page for Eikon Data APIs.

Answers

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭

    FY0 refers to the last reported annual fiscal period, which as of 2012-01-01 was FY2010, as the results for 2011 had not been reported yet at that time. When retrieving historical data for financial reports or estimates I recommend using absolute rather than relative notation to specify fiscal period. This is to avoid the kind of confusion you had. E.g. to retrieve estimates for fiscal years 2012 - 2015 use "Period":"FY2012,FY2015". I hope this helps.

  • florent.martini
    florent.martini Newcomer

    Alex Putkov. Thanks for your answer, it helps.

    I just also want to make sure that the data I am getting is really what I want.

    In the data I got, dit I really get the consensus estimate that was in place on the 1st of January 2012 for the fiscal years exposed (eg. 2010 to 2015)?

    What about the column "Mean Estimate Pct Change", why do I only get the first row?

    Thanks

  • florent.martini
    florent.martini Newcomer

    Thanks a lot for your answer

    Last question, is there a way to put a formula so as to automate changing dates.

    For instance :


    If I put 2012 in a field it would automatically put :

    {"SDate":"2012-01-01","Period":"FY2010,FY2015"}

    If I put 2010i n a field it would automatically put :

    {"SDate":"2010-01-01","Period":"FY2008,FY2012"}


    Thanks

  • florent.martini
    florent.martini Newcomer
    https://community.developers.refinitiv.com/discussion/comment/67527#Comment_67527

    EDIT :

    If I put 2012 in a field it would automatically put :

    {"SDate":"2012-01-01","Period":"FY2010,FY2015"}

    If I put 2010i n a field it would automatically put :

    {"SDate":"2010-01-01","Period":"FY2008,FY2013"}



  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    https://community.developers.refinitiv.com/discussion/comment/67527#Comment_67527

    @florent.martini

    I'm not sure I understand the challenge. If there's no confusion about what you're requesting and the result you retrieve, you could stick with relative notation for financial periods as in the example in your question that started this thread (Period:FY0,FY5). Or you could use simple arithmetic calculation to derive 2010 - 2015 boundaries for 2012 as input, and then use string concatenation to construct the request parameters. The logic for determining the boundaries and for string concatenation is trivial and obvious, isn't it? Or am I missing something?

  • florent.martini
    florent.martini Newcomer

    Yes, simple string concatenation did work.

    Thank you

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