I am writing a Thesis where I exploit news shocks to see the effect on the stock prices of the companies. Now I have a sample with several hundred companies and there characteristics downloaded from Eikon (treated sample). It is necessary to find a control companies to each firm in the sample, basing on different characteristics such as industry, size, country, etc. It will be very painful to do it manually, i.e. using criteria search.
I know that i is possible to retrieve all peers for a company using Python, but I am not sure whether they will be good as a control companies. Ideally, I want to write a function that has some firms characteristics in input and gives me list of companies which satisfies these criteria (+- some allowed deviation).
Could you, please, advice me some way how to do it algorithmically?
Thank you very much!
@i-sergeeich you need to take a look at the screener app that does exactly that. A screener query/expression can then be exported into either Excel or Python. So:
Hope this helps!