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Nikolaj59 avatar image
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How can i retrieve historical stock data for arbitrary company?

Hi, I'm writing a thesis on empirical asset pricing (CAPM and Fama French 3 factor model) and I need some historical data for 50-60 firms, however I have no experience at all with Eikon.

For a arbitrary firm, say Apple, how would I retrieve the following historical data past 20 years (monthly frequency if possible):

Returns
Market Capitalizations
Book-to-market-ratios ( perhaps I'd have to retrieve the price-to-book ratios and then invert the values?)

I do have the excel add-in.

Best regards

Nikolaj


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1 Answer

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jason.ramchandani01 avatar image
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Hi @Nikolaj59 - This is a developer site for questions related to APIs. Are you planning to use just excel - if so you can get support on how to use the excel add-in. From the helios menu go to contact us and then you can contact support who will assist you.

Essentially you can build queries visually by selecting fields using the request builder - see a screenshot below:

So from here you build your query then insert the data into a spreadsheet. I hope this can help.


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