Optuma Fundamental Data - What data is available?
Fundamental data is available for Australia, US, Canada, London, China, Japan and Hong Kong equity markets (note that the equity markets have to be enabled on your account for the fundamental data to show).
Note
The majority of Fundamental data fields will include a reference to the updated date. This will show the last time a new value was issued by our wholesale provider for the fundamental field. For some fundamental values which are updated quarterly, semi-annually, etc, the date field will show the last time a new value was added. For example, EPS is not updated daily unlike PE Ratio.
The following data fields are available:
- 1 Year Annual Revenue Growth Rate
- 3 Year Annual Revenue Growth Rate
- 5 Year Annual Income Growth Rate
- 5 Year Annual Revenue Growth Rate
- 5 Year Average Gross Profit Margin
- 5 Year Average Net Profit Margin
- 5 Year Average PE Ratio
- 5 Year Average Return On Assets
- 5 Year Average Return On Invested Capital
- 5 Year High PE Ratio
- 5 Year Low PE Ratio
- Company Address - Line 1
- Company Address - Line 2
- ADR To Common Share Ratio
- Auditors Opinion
- Book Value
- Book Value Per Share
- Business Description
- Cash & Equivalents - Generic
- Cash Flow Per Share
- Cash Per Share
- Chief Executive Officer
- City
- Common Shares Outstanding - Security Level
- Common Shares Used to Calculate EPS - Fully Diluted
- Company Founded Date
- Company Name
- Corporate Location - Country
- Currency
- Current Ratio
- Current Revenue Per Employee
- Dividend Ex-Date
- Dividend Ex-Date, Semi-Annual
- Payout Ratio
- Dividend Rate
- Dividends Per Share LTM- Security
- Dividends Per Share - Security
- Dividends Per Share - Security, Semi-Annual
- Dividend Yield - Fiscal
- Dividend Yield - Security
- Country Of Domicile
- Earnings Growth
- EBITDA
- EBITDA Margin
- EBIT Margin
- EBIT (Operating Income)
- EBIT Per Share
- Earnings Per Share - Fiscal Period
- EPS - Basic - Before Extraordinaries
- Earnings Per Share - Security Level
- FactSet Company Entity ID
- Fax Number
- Fiscal Period End Date
- Fiscal Period Length - Days
- Fiscal Period - Start Date
- Float
- Float As Percent Of Shares Outstanding
- Float - Current
- Free Cash Flow Per Share (Diluted)
- General Industry Classification
- Gross Income Margin
- Industry
- Industry Name
- Instrument Class
- Instrument Level Industry
- Instrument Level Sector
- Investor Relations Email
- ISO Country Code
- Business Description - Extended
- Long Term Debt
- Long Term Debt To Equity Ratio
- Long Term Debt To Total Capital
- Market Capitalization
- Market Capitalization - Fiscal
- Market Capitalization Fully Diluted
- Market Capitalization - Security Level
- NAICS Code
- Net Income From Continuing Operations
- Number of Employees
- Price to Earnings Growth Ratio
- PE Ratio
- PE Ratio - Fiscal
- PE Ratio - Security Level
- Percent Of Shares Outstanding Held By Insiders
- Phone Number
- Pre Tax Interest Coverage Ratio
- Price To Book
- Price To Book - Fiscal
- Price To Cash Flow
- Price To Free Cash Flow
- Price To Sales - Fiscal
- Price To Tangible Book - Fiscal
- Price To Tangible Book
- Quick Ratio
- Return On Assets
- Return On Average Total Equity
- Return On Common Equity
- Revenue Per Share
- Revenue To Assets
- Total Sales (or Revenue)
- Sector
- Sector Name
- Security is Primary Issue
- Shares Held By Institutions
- Shares - Number Of Closely Held
- Shares Outstanding
- Shares Outstanding - Current
- Share Type - Security
- Short Interest
- Short Interest Ratio (Days to Cover)
- SIC Code
- State
- State Of Incorporation
- Tangible Book Value Per Share
- Total Assets
- Total Cash
- Total Debt
- Total Enterprise Value
- Total Expenses
- Total Liabilities
- Website
- Weekly Volume As Percent Of Shares Outstanding
- Working Capital Per Share
- Zip Code
ETF Specific Fundamentals
ETF specific fundamental fields have been added to Optuma for ETF codes (such as SPY, IOZ, ISF). The following table lists all available ETF fundamental data available to reference.
- Active / Passive
- Agricultural Type
- Asia Sub-Group
- Asset Class
- Average Maturity
- Base Currency
- Bond Currency Denomination
- Bond Tax Status
- Bond Type
- China Listing Location
- Clean Energy Type
- Commodity Types
- Continent
- Credit Quality
- Cross Sector Theme Exposure
- Currency Hedged
- Currency Pair
- Derivatives Based
- Description
- Developed Emerging
- Dividend Type
- Domicile
- Dynamic Futures Roll
- Energy Type
- ETF Type
- ETN Issuing Bank
- ETN Maturity Date
- ETPStructure Type
- Europe Sub-Group
- Fund Family
- Government Bond Types
- Growth Type
- Growth Value Tilt
- Hedge Fund Type
- Inception Date
- Index Provider
- Index Ticker
- Index Weighting Scheme
- Industry Exposure
- Interest Rate Hedged
- Inverse Leveraged
- KIID Prospectus Link
- KIID Rating
- Latin America Sub-Group
- Legal Structure
- Linked Index Name
- Listing Currency
- Listing Date
- Listing Region
- Market Cap Range
- Metal Type
- Mortgage Bond Types
- Municipal Bond Region
- Net Expense Ratio
- Net Flows 1 Month
- Net Flows 1 Year
- Net Flows 3 Month
- Net Flows 3 Year
- Net Flows 5 Year
- Net Flows 10 Year
- Net Flows Daily
- Net Flows Inception
- Net Flows YTD
- Other Asset Types
- Other Quant Models
- Parent Index
- Prospectus Link
- Quant Strategies Type
- Real Estate
- Replication Structure
- Sector Exposure
- Single Category Designation
- Smart Vs Traditional Beta
- Smart Vs Traditional Beta Level 2
- Social Environmental Type
- Specialized Region
- Specific Country
- Specific Maturity Year
- Sponsor
- Sub Industry Exposure
- Target Date Multi Asset Type
- UCITS
- Value Type
Historical Price Data
Click here for more details on this data.
- All Time High Price
- All Time High Date
- All Time Low Price
- All Time Low Date
- Year High Price
- Year High Date
- Year Low Price
- Year Low Date
- 6 Month High Price
- 6 Month High Date
- 6 Month Low Price
- 6 Month Low Date
- Quarter High Price
- Quarter High Date
- Quarter Low Price
- Quarter Low Date
- Month High Price
- Month High Date
- Month Low Price
- Month Low Date
- Week High Price
- Week High Date
- Week Low Price
- Week Low Date
- Year Average Volume
- Quarter Average Volume
- Month Average Volume
- Year Percent Change
- Quarter Percent Change
- Month Percent Change
- Week Percent Change
Adding Fundamental data to a Chart
To add numerical data to a chart use the DataField tool, and select the required field.
Adding Fundamental data to Watchlists Columns
Scripting / Scanning on Fundamental Data
Use the DataField() function to select the field to be used.
TIP: For quicker scans tick the Latest Value Only box so the entire history doesn’t have to be downloaded by the scan. So for a scan of Market Cap greater than $1 billion use the following:
Descriptions
When mousing over the data field - either when adding a watchlist column or creating a script formula - a box will pop up with a description of the data:
