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mfu.fi avatar image
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Retrieve historical fraction of shares traded by ownership turnover

I am interested in getting a time-series (via Eikon API for python) on the fraction of traded shares by investors turnover.


Specifically, I am interested in a breakdown by turnover of a stock´s investor ownership, see screenshot below for an example of Apple (AAPL.O). In other words, I would like to reproduce those 53.08% for Low turnover in EIKON API for python and get a time-series of historic values of the same coming from former filings. Would you please help me in this regard? Best, Maximilian


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raksina.samasiri avatar image   raksina.samasiri

<AHS>

I raised a question to the helpdesk asking if this could be reproduced on Eikon Excel (case number 10435923)

wasin.w avatar image   wasin.w

<AHS>

Case 10435923 is in "Working in progress" status, extend triage.

wasin.w avatar image   wasin.w

<AHS>

Case 10435923 was closed with the following resolution:

User was able to find the data as needed. Tried to build a sample worksheet that can best assist in the collection of historical figures. However, there is an underlying factor that prevents to match the desktop output vs excel output. Made the PM aware of this issue and they are working on a future fix.
wasin.w avatar image   wasin.w

Hello @mfu.fi

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

3 Answers

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raksina.samasiri avatar image
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Hello @mfu.fi ,

Could you please share the Excel formula that replicates the 53.08% you mentioned?

I tried with the formula below, and the summation of the output I got is 58.7982. However, let me share the formula I used.

=@TR("AAPL.O","TR.PctOfSharesOutHeld","CH=Fd RH=IN",B2)

here's the Python code for the formula

df, err = ek.get_data("AAPL.O","TR.PctOfSharesOutHeld")
df

an output os-01.png

To get the data of a specific date, you may put the parameter 'SDate' into the formula

=@TR("AAPL.O","TR.PctOfSharesOutHeld","SDate=2021-07-06 CH=Fd RH=IN",F2)

python code

df, err = ek.get_data("AAPL.O","TR.PctOfSharesOutHeld",{"SDate":"2021-07-06"})
df

an output os-02.png


Plus, to know which parameters can be used on a specific field, you can click 'Parameters & Quick Functions' in Formula Builder, here you will see that the 'As of' can be used to indicate the date



os-01.png (14.6 KiB)
os-02.png (23.0 KiB)
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raksina.samasiri avatar image raksina.samasiri

Formula Builder

os-02-dib.png

os-02-dib.png (109.3 KiB)
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mfu.fi avatar image
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quick update: I managed to replicate those 53.08% using TR.PctOfSharesOutHeld in excel. However, I could not find any option to retrieve historical data for different file dates. Also, I would be interested in equivalent queries for the Eikon Python API I am using. Any hints are appreciated!

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mfu.fi avatar image
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The excel command is:

=TR("AAPL.O";"TR.HoldingsDate;TR.PctOfSharesOutHeld; TR.OwnTrnverRating";"InvestorTurnover=LOW";B2) for Apple.


I am looking for something similiar for the Python API. In addition, instead of TR.OwnTrnverRating I need the specific turnover values (i.e. turnover rates which are translated to LOW if turnover rate < 50%, Mid if turnover rate <100% etc.)

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