Hi,
I'm working on a thesis about the Belgian stock market and for this thesis I need the total returns of all the former constituents of the Belgian all share index (all the way back to 2002 or 2004). I know where the find the list of leavers and joiners but I do not know where to find a time series of actual weekly total returns of these former constituents. Also the market capitalisation of these companies for the last 20 years would be handy.
I do most my calculations in excel.
Hi @student111111 ,
This forum is more for API related programmatic questions. For excel related questions, the best place to raise a question is Helpdesk where you can reach via "Get Help & Support" (F1) within the Workspace or via my.refinitiv.com .
If you are interested also in getting the data using an API, you can do that via RD Libraries for Python.
I believe the following article will be useful for building the historical index constituents:
Building historical index constituents | Devportal (lseg.com)
After you have the list of index constituents with respective dates you can use rd.get_data function with corresponding rics and "TR.CompanyMarketCapitalization", "TR.TotalReturn1Wk" fields.
Hope this helps.
Best regards,
Haykaz
