The most commonly used ratios in finance.
How to interpret the text:
Data types presented in RED are downloadable data
If ratios or their components are not ready for download I try to present ways to calculate them (indirectly)
1. Debt to equity ratio
2. Current ratio
3. Quick ratio
4. Return on equity (ROE)
5. Net profit margin
1. Debt-to-Equity Ratio
Total Liabilities / Shareholders Equity
Shareholder equity = book value x number of shares
Compustat
Direct download: DLC
DLC represents the total amount of short-term notes and the current portion of long-term debt (debt due in one year).
LT = Total liabilites
BKVLPS (book value per share)
(CSHO) Common Shares Outstanding
Formula:
LT / (BKVLPS x CSHO) = debt to equity
Amadeus
Book value per equity = Book value per share x number of shares outstanding
Instead of Book value of equity, Market Value ( MV) can be used (market capitalisation)
(closing price x shares outstanding)
In Amadeus only closing price frequencies monthly and weekly, not daily
And: market value per year can be downloaded
Total liabilities = current liabilities + long term liabilities
Formula:
Total debt / total (shareholder) equity = Total liabilities / (market capitalisation x number of shares outstanding) OR (market capitalisation x book value per share)
Datastream*
WC03351 Total liabilities:
WC03995 Shareholder equity: (book value per equity)
NOSH Number of shares outstanding
Instead of Book value of equity, Market Value ( MV) is used (market capitalization)
Market Value MV = share price (P) x number of shares (NOSH) (market capitalisation)
Formula:
1. WC03351 / WC03995
2. WC03351 / MV
*) using search terms debt equity ratio in datatypes provides to following data producing datatypes:
WC08231 (total debt % common equity); WC08221 (total debt % total capital/std); WC08231A (total debt % common equity); WC08231R (total debt % common equity) !! Not all companies provide data. Error types like No data values found; no world scope data; access denied
For more downloadables on income statement and balance sheet see this
2. Current Ratio (working capital ratio)
Current Assets / Current Liabilities
Compustat
Current assets total / current liabilities = current ratio
ACT = Current assets total
LCT = Current Liabilities - Total
Formula:
Current ratio = ACT / LCT
Amadeus
Formula:
Current ratio Current assets total / current liabilities
Datastream
Formula:
WC08106 Current ratio = (current assets total [WC02201] / current liabilities [WC03101] )
Only industrials apply
3. Quick Ratio (quick assets ratio)
(Current Assets – Inventories) / Current Liabilities
Compustat
INVT -- Inventories - Total
ACT = Current assets total
LCT = Current Liabilities - Total
Formula:
(ACT - INV) / LCT
Amadeus
Inventories not in AMADEUS
Datastream
Quick ratio WC08101
Inventories total WC02101
Current assets WC02201
Current liabilities WC03101
Formula:
(WC02201 - WC02101) / WC03101 = WC08101
Not all companies provide data
4. Return on Equity (ROE) (return on net worth)
Net Income / Shareholder's Equity or
(net earnings (after taxes) - preferred dividends) / common equity
Compustat
NI Net income
(BKVLPS x CSHO) shareholder equity
BKVLPS (book value per share)
CSHO Common Shares Outstanding
Formula:
NI / (BKVLPS x CSHO)
Amadeus
P/ L for period = Net Income
Book value per share x number of shares outstanding = Book value per equity
ROE using net Income %
Formula:
(P/L) / (Book value per share x number of shares outstanding) = ROE
Datastream
ROE (total): WC08301
WC03995 Shareholder equity: (book value per equity)
NOSH Number of shares outstanding
Instead of Book value of equity, Market Value ( MV) is used (market capitalization)
Market Value MV = share price (P) x number of shares (NOSH) (market capitalisation)
Formula: WC01001 / MV = WC08301 OR WC01001 / WC03995 = WC08301
5. Net Profit Margin
Net Profit / Net Sales
Compustat
Gross profit margin
Gross Income / Net Sales or Revenues * 100 = UGI / SALE x 100
Gross profit: GP (loss)
Gross income: UGI
. the difference between sales or revenues and cost of goods sold and depreciation.
Net sales or revenues: SALE (sales/turnover)
gross sales and other operating revenue less discounts, returns and allowances.
REVT = Revenue - total
GP = UGI / SALE x 100
Addition Compustat from (copyright) WWU Münster Data- items and ratios
Amadeus
Gross profit
Profit margin (%)
Sales
Formula:
Gross profit / sales (not exactly)
Datastream
DWNM = net profit margin
WC01001 Net sales or revenues
WC01540 Net profit( operating income)
* Components can't be all downloaded. Not all companies provide data
LINKS
Compustat: For more downloadables on income statement and balance sheet see this
Amadeus: For more downloadables on income statement and balance sheet see this
Datastream: for more downloadables on income statement and bsalance sheet, see this
Showing posts with label Datastream. Show all posts
Showing posts with label Datastream. Show all posts
8/16/2016
2/22/2016
Financial databases with IPOs, IPO-dates, company age, joint ventures.
In an ideal world all databases would contain all data and would be fully inter exchangeable.
This post aims an abridged overview of commonly used databases.
I deliberately chose not to focus solely on M&A databases.
Here are some databases.
For database with only publicly listed companies: date of incorporation (company age/ company founded) differs often from the IPO date, the date it went public. As for non public companies: no IPO date until further notice. But company age is retrievable.
Databases particularly concerning: Wharton/Compustat and Datastream (only listed companies)
AMADEUS (more Amadeus tips & tricks: here)
You can't find any data on deal types, IPOs etc. from the start menu.
So first you'll have to construct a workset of companies.
After your selections and opening the list of results, with VIEW list of results . . .
. . . you can use the link ADD at top right of the screen (image)
A new menu will open.
Note: this principle applies to all Bureau van Dijk databases: Amadeus, Bankscope, REACH, Zephyr etc.
If you can't find the desired data type, you can text search for it.
Give OK.
Joint ventures: a bit hidden
Follow above mentioned method.
Mergers & acquisitions.
Maybe it is sensible to make the selection from the start menu.
ChooseMergers & acquisitions > M &A dels
A new window will open with selection boxes.
As you can see this conditional and focusses on a specific value. In this case, total assets.
Given the time period (-2 years) it ends up with this amount of joint-ventures.
Additional data can be gathered from the list of results.
BANKSCOPE (more bankscope tips & tricks: here)
(OECD countries)
You can't find any data on IPOs etc. from the start menu.
So first you'll have to construct a workset of companies.
On the other hand, there is the option to look for Mergers & Acquisitions
IPO date has to be searched separately: List of results > ADD > type in IPO date
After your selections and opening the list of results, with link ADD you can add extra data without further limiting your search
DATASTREAM: (for more Datastream tips & tricks: here)
Date company founded (WC18272 Static DATA)
(data SHOW as NA not available)
SDC (for SDC tricks and tips see: here)
SDC offers IPO data.
Global New Issues (GNI)
Settings for this example:
United States, all Public new issues, US common stock, time scope from 3rd January 2000 > on
In the Menu All Items, search words IPO
or browse through TAB Deal. E.g.: IPO date or IPO flag, select all IPOs.
Nr of IPOs: 3707
Make Custom Report >
I selected name, issue dates, filing date, offer price, shares offered . . . date founded
Secondary IPO data: M&A database
Most basic is to search in the menu 'All categories' searching for IPO
Most of presented items open new menu widows enabling to refine your search.
Looking for IPOs of companies involved in mergers and acquisitions is harder.
Maybe the following options is better.
I will stick to a limited set :
Period:01/01/2000
US targets
US acquirors
Deal value: > $ 500M
Deal status: completed
Press Button Execute in the
TOP BAR
Nr of deals: 4006
Two options now:
Using menu, ALL Items, search word IPO >
Many of these IPO data are flags : (Y/N)
Mind: using IPO at this moment will limit your search considerably.
Better is to go to Custom report.
Again use the ALL Items, search word IPO, but now the data won't influence the size of your work set
After selecting the desired items, click OK > and say NO you don't want to go back select items.
Back in the main Menu. Execute your search.
Joint Ventures
M&A database > select joint ventures
All dates . . . Search all Items: Cross border . Y . . . 8723 hits
Make custom report to add extra data
Company names, name of the joint venture, nation, joint venture flag, status of the alliance . . .
Example.
WHARTON
(TO B
Amadeus
Ownership data : codes.
JO = Joint Venture
Compustat (North America, Compustat Global)
(more Compustat tips & tricks here)
Pathway:
Choose database > Fundamentals annual > search with CTRL-F: IPO date
WRDS explanation: This item is the date of a company's initial public stock offering. If the date of a company's initial public stock offering is not available, the first trading date in the major exchange is used.
CRSP
According to WRDS support, it should be somewhere under this data item: MSFHDR (stands for monthly security financial header, I believe)
De proper pathway is as follows: CRSP > Stock/ security files > stock header info >
The data items concerned are
Begin of stock data (in output labeled BEGDAT)
End of stock data (in output labeled ENDDAT)
Some additional complications will appear in a few cases when a firm (PERMCO) had multiple securities (PERMNOs). In those cases, you would need to take the oldest BEGDAT and the latest ENDDAT.
ZEPHYR (more Zephyr tips & tricks: here)
Zephyr has a focus on M&A data specifically
World wide and listed and unlisted companies
After your selections and opening the list of results, with link ADD you can add extra data without further limiting your search
After calling the view list of results and pressing the ADD link, this menu openns, which is devided in deal info, company info and advisor.
As you can see, you can text search info or unfold the categories.
List of results with added data
This post aims an abridged overview of commonly used databases.
I deliberately chose not to focus solely on M&A databases.
Here are some databases.
For database with only publicly listed companies: date of incorporation (company age/ company founded) differs often from the IPO date, the date it went public. As for non public companies: no IPO date until further notice. But company age is retrievable.
Databases particularly concerning: Wharton/Compustat and Datastream (only listed companies)
AMADEUS (more Amadeus tips & tricks: here)
You can't find any data on deal types, IPOs etc. from the start menu.
So first you'll have to construct a workset of companies.
After your selections and opening the list of results, with VIEW list of results . . .
. . . you can use the link ADD at top right of the screen (image)
A new menu will open.
Note: this principle applies to all Bureau van Dijk databases: Amadeus, Bankscope, REACH, Zephyr etc.
If you can't find the desired data type, you can text search for it.
Give OK.
Joint ventures: a bit hidden
Follow above mentioned method.
Mergers & acquisitions.
Maybe it is sensible to make the selection from the start menu.
A new window will open with selection boxes.
As you can see this conditional and focusses on a specific value. In this case, total assets.
Given the time period (-2 years) it ends up with this amount of joint-ventures.
Additional data can be gathered from the list of results.
BANKSCOPE (more bankscope tips & tricks: here)
(OECD countries)
You can't find any data on IPOs etc. from the start menu.
So first you'll have to construct a workset of companies.
On the other hand, there is the option to look for Mergers & Acquisitions
IPO date has to be searched separately: List of results > ADD > type in IPO date
After your selections and opening the list of results, with link ADD you can add extra data without further limiting your search
DATASTREAM: (for more Datastream tips & tricks: here)
Date company founded (WC18272 Static DATA)
(data SHOW as NA not available)
SDC (for SDC tricks and tips see: here)
SDC offers IPO data.
Global New Issues (GNI)
Settings for this example:
United States, all Public new issues, US common stock, time scope from 3rd January 2000 > on
In the Menu All Items, search words IPO
or browse through TAB Deal. E.g.: IPO date or IPO flag, select all IPOs.
Nr of IPOs: 3707
Make Custom Report >
I selected name, issue dates, filing date, offer price, shares offered . . . date founded
Secondary IPO data: M&A database
Most basic is to search in the menu 'All categories' searching for IPO
Most of presented items open new menu widows enabling to refine your search.
Looking for IPOs of companies involved in mergers and acquisitions is harder.
Maybe the following options is better.
I will stick to a limited set :
Period:01/01/2000
US targets
US acquirors
Deal value: > $ 500M
Deal status: completed
Press Button Execute in the
TOP BAR
Nr of deals: 4006
Two options now:
Using menu, ALL Items, search word IPO >
Many of these IPO data are flags : (Y/N)
Mind: using IPO at this moment will limit your search considerably.
Better is to go to Custom report.
Again use the ALL Items, search word IPO, but now the data won't influence the size of your work set
After selecting the desired items, click OK > and say NO you don't want to go back select items.
Back in the main Menu. Execute your search.
Joint Ventures
M&A database > select joint ventures
All dates . . . Search all Items: Cross border . Y . . . 8723 hits
Make custom report to add extra data
Company names, name of the joint venture, nation, joint venture flag, status of the alliance . . .
Example.
WHARTON
(TO B
Amadeus
Ownership data : codes.
JO = Joint Venture
Compustat (North America, Compustat Global)
(more Compustat tips & tricks here)
Pathway:
Choose database > Fundamentals annual > search with CTRL-F: IPO date
WRDS explanation: This item is the date of a company's initial public stock offering. If the date of a company's initial public stock offering is not available, the first trading date in the major exchange is used.
CRSP
According to WRDS support, it should be somewhere under this data item: MSFHDR (stands for monthly security financial header, I believe)
De proper pathway is as follows: CRSP > Stock/ security files > stock header info >
The data items concerned are
Begin of stock data (in output labeled BEGDAT)
End of stock data (in output labeled ENDDAT)
Some additional complications will appear in a few cases when a firm (PERMCO) had multiple securities (PERMNOs). In those cases, you would need to take the oldest BEGDAT and the latest ENDDAT.
ZEPHYR (more Zephyr tips & tricks: here)
Zephyr has a focus on M&A data specifically
World wide and listed and unlisted companies
After your selections and opening the list of results, with link ADD you can add extra data without further limiting your search
After calling the view list of results and pressing the ADD link, this menu openns, which is devided in deal info, company info and advisor.
As you can see, you can text search info or unfold the categories.
List of results with added data
1/25/2016
Asset4 databases - constituent lists in Datastream
Since not all companies have a CSR (Corporate Social Responsibility) or GRI (Global Reporting Initiative) and / or not always provide data to the Asset4 database, chances are companies searches in datastream don't result in data.
The usual check is through Static search and check for the Asset4 Company ID. Yes, means they have data in the Asset4 database.
A better method, maybe is to strive for complete overviews of all companies (globally distributed) providing such data, through a statis search with the Asset4 check...
What I tried to do is seach statis but searched for key word Asset4
Next I filtered on Constituent lists.
Result is 143 constituent lists, either by region or country. E.g. Asset4 netherlands (36 constituents)
I have checked a few and sometimes they provide large output sets.
Striving for completeness.
Data types that might be interesting are Company Name, base date, ISIN, time (latest value), A4ID (asset4 id) and ISO country code (to filter your out put set).
A couple very large: (some too large to provide data)
ASSET4 Global ex US (size 3239, gives data)
ASSET4 Asia Pacific ex Japan (size 1177)
ASSET4 FULL UNIVERSE LIST (size 5059) says too many to list
ASSET4 ACTIVE UNIVERSE LIST (only active) (size 4243) says too many to list
ASSET4 United States (size 1004)
ASSET4 Global (size 4243) says too many to list
ASSET4 Europe (size 976)
ASSET4 NAFTA (size 1342)
ASSET4 Latin America (size 144)
The output from Gobal Ex USA is easy to filter with auto filter, thus creating the pssibility to create sets by nation...
The usual check is through Static search and check for the Asset4 Company ID. Yes, means they have data in the Asset4 database.
A better method, maybe is to strive for complete overviews of all companies (globally distributed) providing such data, through a statis search with the Asset4 check...
What I tried to do is seach statis but searched for key word Asset4
Next I filtered on Constituent lists.
Result is 143 constituent lists, either by region or country. E.g. Asset4 netherlands (36 constituents)
I have checked a few and sometimes they provide large output sets.
Striving for completeness.
Data types that might be interesting are Company Name, base date, ISIN, time (latest value), A4ID (asset4 id) and ISO country code (to filter your out put set).
A couple very large: (some too large to provide data)
ASSET4 Global ex US (size 3239, gives data)
ASSET4 Asia Pacific ex Japan (size 1177)
ASSET4 FULL UNIVERSE LIST (size 5059) says too many to list
ASSET4 ACTIVE UNIVERSE LIST (only active) (size 4243) says too many to list
ASSET4 United States (size 1004)
ASSET4 Global (size 4243) says too many to list
ASSET4 Europe (size 976)
ASSET4 NAFTA (size 1342)
ASSET4 Latin America (size 144)
CSR - Corporate Social Responsibility data
A nice source is: http://www.research-csr.com/?gclid=CMWr3NLJxMoCFarpwgodRZsK8Q#home
This report states that CSR aware companies have positive effect on their employees' motivation.
It's an open door to say that motivated workers are happier and more productive.
Another report is from KPMG: International Survey of Corporate Social Responsibility Reporting
More and more companies embrace CSR policy.
Company performance is measured and widely available in (economic) databases, but where can we find CSR data?
One of the concerns on the reliability of ESG databases. A couple ESG relevant ratings indexes, the Dow Jones Sustainability Index, the FTSE4Good Index and the MSCI ESG Indices.
I made an earlier attempt (march 2015) to provide an overview of sustainability datbases. You can find it here . Specifically, I also made a post on DJSI (jan. 2016)
Library of Calgary University provides a list link
An extra overview
RepRisk
Through Wharton databases (no open access)
Asset4 in Datastream (no open access)
Corporateregister.com link
Their site says: "CorporateRegister.com is the world's largest online directory of corporate responsibility (CR) reports, past and present, making it the primary reference point for CR reports and resources worldwide. The majority of our content is available free of charge after registration as a service to the global CR stakeholder community."
ESG Direct link
"A comprehensive research database, measuring the environmental, social and governance (ESG) performance of corporations. The web-based database contains ESG and controversial business involvement research on more than 4,000 companies in 50+ global markets. The database provides over 200 ESG indicators and over 2,000 ESG points. It provides continuous global coverage for involvement in controversial lines of business, such as nuclear power, tobacco, and weapons." (Cornell University Library)
Avialable through: you have to sign up
Global Reporting Initiative (GRI) link (open access)
"is an international independent standards organization that helps businesses, governments and other organizations understand and communicate their impacts on issues such as climate change, human rights and corruption."(wikipedia)
Available through: Datastream, limited, only reporting concordance with GRI guidelines
MSCI ESG Integration
Their site says: "MSCI ESG Research provides in-depth research, ratings and analysis of the environmental, social and governance-related business practices of thousands of companies worldwide".
Available through: (not open)
Datastream: find series > search words > msci esg > indices >
Other search terms as presented at link don't give results
This report states that CSR aware companies have positive effect on their employees' motivation.
It's an open door to say that motivated workers are happier and more productive.
Another report is from KPMG: International Survey of Corporate Social Responsibility Reporting
More and more companies embrace CSR policy.
Company performance is measured and widely available in (economic) databases, but where can we find CSR data?
One of the concerns on the reliability of ESG databases. A couple ESG relevant ratings indexes, the Dow Jones Sustainability Index, the FTSE4Good Index and the MSCI ESG Indices.
I made an earlier attempt (march 2015) to provide an overview of sustainability datbases. You can find it here . Specifically, I also made a post on DJSI (jan. 2016)
Library of Calgary University provides a list link
An extra overview
RepRisk
Through Wharton databases (no open access)
Asset4 in Datastream (no open access)
Corporateregister.com link
Their site says: "CorporateRegister.com is the world's largest online directory of corporate responsibility (CR) reports, past and present, making it the primary reference point for CR reports and resources worldwide. The majority of our content is available free of charge after registration as a service to the global CR stakeholder community."
ESG Direct link
"A comprehensive research database, measuring the environmental, social and governance (ESG) performance of corporations. The web-based database contains ESG and controversial business involvement research on more than 4,000 companies in 50+ global markets. The database provides over 200 ESG indicators and over 2,000 ESG points. It provides continuous global coverage for involvement in controversial lines of business, such as nuclear power, tobacco, and weapons." (Cornell University Library)
Avialable through: you have to sign up
Global Reporting Initiative (GRI) link (open access)
"is an international independent standards organization that helps businesses, governments and other organizations understand and communicate their impacts on issues such as climate change, human rights and corruption."(wikipedia)
Available through: Datastream, limited, only reporting concordance with GRI guidelines
MSCI ESG Integration
Their site says: "MSCI ESG Research provides in-depth research, ratings and analysis of the environmental, social and governance-related business practices of thousands of companies worldwide".
Available through: (not open)
Datastream: find series > search words > msci esg > indices >
Other search terms as presented at link don't give results
DJSI - Dow Jones Sustainability Indices
Sustainability has become a hot topic in business.
The indices founded to investigate, measure and promote company to embrade a social responsibility agenda, currently the 2500 largest from Dow Jones Global Total Stock Market Index (DJGTSMI).
It covers the top-ten percent of these companies in terms of economic, environmental, and social criteria which equals about 300 companies. The DJSI World has two subset indexes, which are the Dow Jones Sustainability Index World 80 (DJSI World 80) and the Dow Jones Sustainability Index World ex US 80 (DJSI World ex US 80) (wikipedia)
Companies are consequently invited to join the "DJSI family".
The DJSI is based on corporate economic, environmental and social performance criteria, containing corporate governance, green agenda, social agenda etc.
The DJSI is managed by S&P Dow Jones Indices and RobecoSAM* (sustainability asset management)
The main Index is DJSI world
An overview of the DJSI family (linked from http://www.sustainability-indices.com)
Options on sustainability and sustainability indices:
Datastream contains an ESG Asset4 database providing sustainability information, and data about CSR (Company Social Responsibility)
Wharton/ Compustat doesn't contain any sustainability data (ESG related)
Reprisk** does.
Neither Wharton (Compustat Index Constituent), Compustat Global Index Constituent nor Datastream constituent lists from indexes result in company lists.
Dow Jones Global Total Stock Market aggregated index is available in Datastream
As far as I can see, Wharton databases don't.
According to Datastream (static search djsi > constituent lists)
the index meniotned (ex tobacco) Clicking the rule mentiones constituent for three indexes. > so I called the three indexes:
1. Dow Jones Sustainability Indices World Excluding Tobacco (Dollar)
2. Dow Jones Sustainability Indices World Excluding Tobacco (Euro)
3. Dow Jones Sustainability Indices World Excluding Tobacco (Swiss Franc)
1: Three constituent lists > No data, no constituents
DJSI World Composite (LDJSWDCE) > Constituent list >
EITHER SEARCH: results in NA (not available)
Sources for companies:
http://djindexes.com/sustainability/?go=literature
* RobecoSAM > this company deals with sustainability specifically.
(water, energy, climate, agriculture, and liveability )
** Reprisk:
https://www.reprisk.com/
DJSI family:
Dow Jones Sustainability World Index
Dow Jones Sustainability Europe Index
Dow Jones Sustainability North America Index
Dow Jones Sustainability Asia Pacific Index
Dow Jones Sustainability Korea Index
CONCLUSION:
Idealy it would be easy to retrieve the companies composing those indices. But it isn't.
As for the companies constituing the index: the list impossible to retireve anywhere. The only resolve is to contact RobecoSAM (Academic requests: http://www.sustainability-indices.com/academic-request.jsp
The indices founded to investigate, measure and promote company to embrade a social responsibility agenda, currently the 2500 largest from Dow Jones Global Total Stock Market Index (DJGTSMI).
It covers the top-ten percent of these companies in terms of economic, environmental, and social criteria which equals about 300 companies. The DJSI World has two subset indexes, which are the Dow Jones Sustainability Index World 80 (DJSI World 80) and the Dow Jones Sustainability Index World ex US 80 (DJSI World ex US 80) (wikipedia)
Companies are consequently invited to join the "DJSI family".
The DJSI is based on corporate economic, environmental and social performance criteria, containing corporate governance, green agenda, social agenda etc.
The DJSI is managed by S&P Dow Jones Indices and RobecoSAM* (sustainability asset management)
The main Index is DJSI world
An overview of the DJSI family (linked from http://www.sustainability-indices.com)
Options on sustainability and sustainability indices:
Datastream contains an ESG Asset4 database providing sustainability information, and data about CSR (Company Social Responsibility)
Wharton/ Compustat doesn't contain any sustainability data (ESG related)
Reprisk** does.
Neither Wharton (Compustat Index Constituent), Compustat Global Index Constituent nor Datastream constituent lists from indexes result in company lists.
Dow Jones Global Total Stock Market aggregated index is available in Datastream
As far as I can see, Wharton databases don't.
According to Datastream (static search djsi > constituent lists)
the index meniotned (ex tobacco) Clicking the rule mentiones constituent for three indexes. > so I called the three indexes:
1. Dow Jones Sustainability Indices World Excluding Tobacco (Dollar)
2. Dow Jones Sustainability Indices World Excluding Tobacco (Euro)
3. Dow Jones Sustainability Indices World Excluding Tobacco (Swiss Franc)
1: Three constituent lists > No data, no constituents
DJSI World Composite (LDJSWDCE) > Constituent list >
EITHER SEARCH: results in NA (not available)
Sources for companies:
http://djindexes.com/sustainability/?go=literature
* RobecoSAM > this company deals with sustainability specifically.
(water, energy, climate, agriculture, and liveability )
** Reprisk:
https://www.reprisk.com/
DJSI family:
Dow Jones Sustainability World Index
Dow Jones Sustainability Europe Index
Dow Jones Sustainability North America Index
Dow Jones Sustainability Asia Pacific Index
Dow Jones Sustainability Korea Index
CONCLUSION:
Idealy it would be easy to retrieve the companies composing those indices. But it isn't.
As for the companies constituing the index: the list impossible to retireve anywhere. The only resolve is to contact RobecoSAM (Academic requests: http://www.sustainability-indices.com/academic-request.jsp
7/21/2015
Activating Datastream Add-in in Excel
Sometimes the Datastream add-in gets de-activated.
Result is that excel doesn't show a Datastream TAB.
Here is how to fix it.
Start up Excel
Click File / Bestand
Go to box [Excell add-ins] and click GO / Start
1. is Advance Office 2007 mentioned but not boxed?
Result is that excel doesn't show a Datastream TAB.
Here is how to fix it.
Start up Excel
Click File / Bestand
Click add-ins / invoegtoepassingen
Is Advance Office 2007 active?
No?
Next pop up screen :
1. is Advance Office 2007 mentioned but not boxed?
Click the box
Click OK
2. Is it not there?
Click Browse / Bladeren button
Wind explorer opens
Go to My computer > double click C:\
Go to Program Files / programmas
Double click
Look up folder Datastream > double click
Double click sub folder Datastream Advance
Select bottom most file (636K)
Click OK
The Datastream TAB is restored
Same path in pictures
Same path in pictures
3/17/2015
Environment and sustainability - databases
Sustainability awareness has become an important issue for companies. Many publish aside from the financial report, a sustainability report. Enviromental awareness grants goodwill.
This post will focus on both: goodwill and sustainability.
Sustainability
Environmental Performance Index (EPI)
World wide environment index of countries.
http://epi.yale.edu/ (open access)
Asset4 database (through Datastream)
Output in Excel, through the Excel interface. Information is on company level
!!! Not all listed companies provide data to Asset4 database !!
Important to test which companies do:
How it works:
. Create a static work set with at least data types, Name, ISIN,ASSET4 Company ID (provides a yes or a no)
. Filter out all companies with Asset4 (auto filter in Excel)
. Upload new list into Datastream
. Download Asset4 data as datatypes
In pictures:
Only 2 comp apply
Filtered.
Time series> asset4 datatypes more than shown
result on CSR (Corporate Social responsibility, 2 comp)
More info on Asset4 (board)
Webdirectory
https://www.webdirectory.com/Databases/
Examples: Supra National organizations
World Bank
http://www.worldbank.org/en/topic/environment
Choose: data
United Nations
http://geodata.grid.unep.ch/
Select an item and press continue
A couple of options is presented next
E.G. show table
As you can see, all options remain available, ordered in tabs.
China in chart
Select TAB download (national) > extensions available from csv, Excel etc
Define dataset
Submit.
In my humble opinion: a bit disappointing result, (showing only 2010) compared to the graph
Publications of the International Food Policy Research Institute
Statistics sites (not specifically focused on environment, sustainability)
CBS
Monthly Bulletin of Statistics
ODS
OFFstats - Official Statistics on the Web
Source OECD
Goodwill
Goodwill is measured in many ways. It is presented in annual reports in the balance sheet (iow: companies try to validate goodwill)
Goodwill (finance): An intangible asset that arises as a result of the acquisition of one company by another for a premium value.
The value of a company’s brand name, solid customer base, good customer relations, good employee relations and any patents or proprietary technology represent goodwill. Goodwill is considered an intangible asset because it is not a physical asset like buildings or equipment. (investopedia)
Charity, good customer services, sustainability, working conditions etc are contribute to goodwill.
Wikipedia: according to International Financial Reporting Standards (IFRS), goodwill is never amortized.
Datastream
In total: 327 data types apply to search term Goodwill
(for explanations on using Datastream see these items)
North America: 9 datatypes
Global: only 1 datatype >
(explanations on using Compustat see these items)
SDC
In Mergers & Acquisitions database, the focus is solely on the acquiror. See definition
(for explanations on using SDC)
Suggestions?
Subscribe to:
Posts (Atom)