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SOME DATA DESCRIPTION

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Datatype (P) represents the official closing price. This is the default datatype for all equities.

The 'current' price on Datastream's equity programs is the latest price available to us from the appropriate market in primary units of currency (except in the case of the UK where price is given in pence). It is the previous day's closing price from the default exchange except where more recent or real-time prices are available, as listed in the Data sources and updating procedures section of this help system.

The 'current' prices taken at the close of market are stored each day. These stored prices are adjusted for subsequent capital actions and this adjusted figure then becomes the default price offered on all Research programs. The actual historical prices can be accessed using the unadjusted price datatype (UP).

Prices are generally based on 'last trade' or an official price fixing. For stocks which are listed on more than one exchange within a country, default prices are taken from the primary exchange of that country. For Japan and Germany, prices from the secondary markets can be obtained by qualifying the price datatype with an exchange code.

For Japan and Germany also see the 'price-most traded' datatype PQ.

Return index – datatype (RI)

A return index (RI) is available for individual equities and unit trusts. This shows a theoretical growth in value of a share holding over a specified period, assuming that dividends are re-invested to purchase additional units of an equity or unit trust at the closing price applicable on the ex-dividend date. For unit trusts, the closing bid price is used. For all countries except the USA and Canada detailed dividend payment data is only available on Datastream from 1988 onwards. Up to this time the RI is constructed using an annualised dividend yield, as follows:

marketing sample assignment

N = number of working days in the year

The availability of detailed dividend payment data enables a more realistic method to be used in which the discrete quantity of dividend paid is added to the price on the ex-date of the payment. Then:

marketing sample assignment

Gross dividends are used where available and the calculation ignores tax and re-investment charges. Adjusted closing prices are used throughout to determine price index and hence return index. At this point the RI is calculated back to the base date.

Price, Unadjusted – datatype (UP)

This is the closing price which has not been historically adjusted for bonus and rights issues. therefore represents actual or ‘raw’ prices as recorded on the day.

Price, open – datatype (PO)

This is the opening price on the day. the Data sources & updating procedures section of this help system for lists of real-time markets.

Unadjusted opening price - datatype (UPO)

This is the opening price on the day, which has not been historically adjusted for corporate action events such as rights and bonus issues. the actual or raw opening price as recorded on the day.

Market value / market capitalisation – datatype (MV)

Market value on Datastream is the share price multiplied by the number of ordinary shares in issue. The amount in issue is updated whenever new tranches of stock are issued or after a capital change.

  • For companies with more than one class of equity capital, the market value is expressed according to the individual issue.
  • Market value is displayed in millions of units of local currency.

EBITDA datatype (DWED)

The Datastream Worldscope (DW) datatypes are a set of Datastream Global Equity index and security valuation datatypes using Worldscope data. The data is based on a trailing twelve month period if applicable and represents the sum of the relevant item reported in the last twelve months. From the fiscal period 2002, the items are populated from the quarterly, semi-annual and trimester time series based on the availability of the underlying data.

Details of the Datastream Worldscope (DW) Datatype Methodology are available on the Customer Extranet

http://extranet.datastream.com/

Market value to book value – datatype (MTBV)

This is defined as the market value of the ordinary (common) equity divided by the balance sheet value of the ordinary (common) equity in the company (Worldscope item 03501).
Please note that this item is at the security level. To derive market to book value at the company level, set up an expression:
MVC/WC03501.

Sales (Revenue) – datatype (DWSL)

The Datastream Worldscope (DW) datatypes are a set of Datastream Global Equity index and security valuation datatypes using Worldscope data. The data is based on a trailing twelve month period if applicable and represents the sum of the relevant item reported in the last twelve months. From the fiscal period 2002, the items are populated from the quarterly, semi-annual and trimester time series based on the availability of the underlying data.

Details of the Datastream Worldscope (DW) Datatype Methodology are available on the Customer Extranet

Number of shares in issue – datatype (NOSH)

This is the total number of ordinary shares that represent the capital of the company. The datatype is expressed in thousands. For shares with more than one class of equity issue, (NOSH) is held separately for each issue. The amount is updated whenever new tranches of stock are issued or after capital changes.

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