BDP example¶

with overrides:

BDH example¶

Historical Actuals¶

Datasets¶

Per

• D: Daily

• W: Weekly

• M: Monthly

• Q: Quarterly

• S: Semi-annually

• Y: Yearly

Days - Valid values include:

• N, W or Weekdays: All weekdays

• C, A or All: All calendar days

• T or Trading: Omits all non-trading days.

Estimates¶

With Relative Overrides:

• FY, FS, FQ - Represents the forecast fiscal period value associated with a fiscal year, fiscal semi-annual, and fiscal quarter.

• GY, GS, GQ - Represents the forecast generic period value associated with a fiscal year, fiscal semi-annual, and fiscal quarter. Generic periods represent a concatenation of streams of successive periods. Generics reference the relative period on each historical date. For example, 1GY as of an historical date of 06/30/2013 for a company with a December fiscal year end, returns FY 2013 data regardless of today’s date.

• TY - Forward 12 months is compiled by using the most frequent available periodicity (next 4 quarters or next 2 semi-annuals or next fiscal year)

• BF - Represents a blended forward 12 months and is restricted to fiscal year periodicity. Similar to GY, except uses the weighted average of 1FY and 2FY to smooth out fiscal year transitions. Weighted average is calculated as follows for 1BF: [((number of days until next fiscal year/trading days in a year) x FY1 data + (1 - (number of days until next fiscal year/trading days in a year)) x FY2 data]

When using the “GY” or “TY” overrides, the period you pull depends on the reporting status of the previous quarter. If the prior quarter (Q4 2024) has not been reported by January 1, 2025, the “GY” or “TY” override would still reference Q4 2024 as the current quarter. Once Q4 2024 is reported, the reference would shift to Q1 2025. The “GY” override references the fiscal year associated with the historical date, while “TY” compiles forward 12 months using the most frequent available periodicity, such as the next 4 quarters or next fiscal year

Example: AAPL US, Next Fiscal Year End date is 9/30/2017, Today’s Date is 12/28/2016, Measure is: BEst EPS GAAP (BE653, BEST_EPS_GAAP) 1BF = [((197/261) x $9.001) + ((1 - (197/261)) x$9.985)] = $9.2423

Note: Whether the combination of FY1 & FY2 or FY2 & FY3 is used is dependent upon whether the current point in time has/has not exceeded the FY1 reporting date (the date earnings are announced or the date the financials are reported in cases where there isn’t an earnings announcement). If the current point in time is prior to the FY1 reporting date, then FY1 & FY2 are used. If the current point in time is after the FY1 reporting date, then FY2 & FY3 are used.

The following override examples apply to the relative format: 1FY - current fiscal year (where “current” represents the estimate associated with the most recent period) -0FS - last fiscal semi-annual period 2FQ - next fiscal quarter

The following override examples apply to the relative forward-looking format: 1BF, 2BF, 3BF to return the next 12, 24, and 36 month estimated values only.

1TY - returns the forward 12 months only using the most frequent available periodicity (next 4 quarters or next 2 semi-annuals or next fiscal year)

Fixed Overrides: Y, S1, S2, Q1, Q2, Q3, Q4 - Returns the fixed period by specific year, semi-annual or quarter

BC - Returns the blended calendar period for companies with non-December fiscal years. Blended calendar estimates will be the same as fiscal year estimates for companies with fiscal years ending in December. The blended value is derived in 1 of 3 ways depending upon when the company’s fiscal month occurs and whether or not quarterly or semi-annual data is available:

1. If the fiscal month occurs at the end of March, June, or September, and quarterly data is available, the calculation is simply the sum of the 4 quarters ending in the requested calendar year. Example: Company’s fiscal month end is March 31st. Construct calendar year 2015 by summing the following 4 quarters:

   Fiscal Period Calendar Period Q4 2015 3/31/2015 Q1 2016 6/30/2015 Q2 2016 9/30/2015 Q3 2016 12/31/2015

2. If the fiscal month occurs at the end of January, February, April, May, July, August, October, or November, and quarterly data is available, the calculation must be prorated based upon the proportion of the beginning and ending quarters falling into the requested calendar year. Example: Company’s fiscal month end is January 31st. Construct calendar year 2015 by prorating and summing the following quarters:

   Fiscal Period Calendar Period Multiplier Q4 2015 1/31/2015 0.333* Q1 2016 4/30/2015 1 Q2 2016 7/31/2015 1 Q3 2016 10/30/2015 1 Q4 2016 1/31/2016 0.667^

   • Multiply by 0.333 since 1 of the 3 months of the quarter was in calendar year 2015 ^ Multiply by 0.667 since 2 of the 3 months of the quarter were in calendar year 2015

3. If the fiscal month is not December and interim data is not available, the calculation must be prorated based upon the proportion of straddling fiscal years falling into the requested calendar year. Example: Company’s fiscal month end is May 30th. Calendar year 2015 is calculated as: FY May 2015 (multiply by 5/12 since 5 of the 12 months were in 2015) + FY May 2016 (multiply by 7/12 since 7 of the 12 months were in 2015)

The following override examples apply to the fixed format: 15Q1 - First fiscal quarter of 2015 16Y - Fiscal year 2016 16S2 - Second fiscal semi-annual of 2016 14BC - Blended Calendar Year 2014 15BC - Blended Calendar Year 2015

Equity Index Relative Overrides (Fixed Period References don’t apply to Indices):

Equity Indices do not have designated fiscal years. Therefore, any fixed period references such as 16Q1, 16Y, and 16BC do not apply to an index.

Relative fiscal period overrides can be used to return aggregated, weighted estimate values based upon each index constituent’s weight in the index and relative fiscal period. Relative override availability at the index level is as follows: FY/GY - available out 3 years to 3FY and 3GY FS/GS - available out 4 semis to 4FS and 4GS FQ/GQ - available out 8 quarters to 8FQ and 8GQ BF - only blends for the next 12 months to 1BF; no option for 24 or 36 months forward 1TY - returns the forward 12 months only using the most frequent available periodicity (next 4 quarters or next 2 semi-annuals or next fiscal year)

All index calculations are pending 50% or greater equity coverage by percent weight in the index. Index estimates will return N/A when more than 50% of companies by weight do not have data.

Intraday bars¶

Intraday bars within market session:¶

Earnings¶

Dividends¶

Data Sets¶