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sandy11155 avatar image
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Can anyone help me with the validity of downloaded stock returns from datastream?

Hi,

I have attempted to download daily stock returns for all stocks within the US tech sector, using their ISIN codes downloaded from Eikon's Screener tool, before using Datastream to create a request for daily price change within excel. This has been for between the periods of 2000-2022. Now, I'm worried that some of the data makes zero sensem as can be seen within the screenshots because some of the returns jump around quite ridiculously and exhibit no returns for weeks at an end before jumping massively. Basically i'm looking for some advice as to how to get around these outliers as I cannot continue with my analysis until this is sorted.

See below, an example of returns that just appear to make no sense....

Many thanks!

1707241788277.png

#contentdatastream
1707241788277.png (24.1 KiB)
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raksina.samasiri avatar image   raksina.samasiri

Hi @sandy11155 ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

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Jirapongse avatar image
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@sandy11155

Thank you for reaching out to us.

As this forum is more for programming type queries, rather than content queries - I would recommend you raise a 'I need help understanding content within the product' ticket with our helpdesk. That way a Content specialist can work closely with you and verify the assumption.

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