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mane0014 avatar image
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Create a dataset with fundamentals for Swedish stocks 20Y

Hi,

Im writing a thesis where im going to backtest a strategy on the swedish stockmarket and have som problems to create my data set that i need with Eikon. I have tried for 4 days without success and would be very thankful if someone could help me with the codes i need.

The data i need i following:

1. Priceindex, for OMXSPI, Annual & Mounthly, (could be in different spreadsheets) for 20 years back in time until today

2.The same for all stocks on the swedish stockmarket.

3. Fundamentals for all stocks on the swedish stockmarket, mounthly basis, 20 years back in time until today. The fundamentals i need i following;

ROA,

P/E,

Earning Yield,

Dividend (%),

Return on invested capital,

Solvency ratio,

Pay out ratio.

I would be very thankful if some one could help me with the codes i need to export this data from Eikon into excell.

Thanks

Best Regards

M

eikoneikon-com-apidatatime-series
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Zhenya Kovalyov avatar image Zhenya Kovalyov

For content specific questions I suggest you contact the Thomson Reuters support desk. Go you Eikon Menu, select Help and then Contact Us.

In What is your query about? section select Data.

Alternatively, if you are in Sweden, call 020 87 87 87.

2 Answers

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mane0014 avatar image
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Thanks, I will contact the support.

Best regards

M

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Andy Rhodes avatar image
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Hi Mane0014. If you plan to export it to Excel have you tried creating it in Eikon for Excel? Use the 'Build Formula' wizard to add your instruments and fields. Eikon Search is available in the wizard so should help in finding what you need. As the output is a formula it is easily adjusted.

I find this a useful way of discovering the fields I plan to use with the COM APIs

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