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Knowledge Base

Fundamental Data

Overview


Optuma allows you to access Fundamental data (eg market cap, sector, P/E ratios) for the ASX, US and Canadian equity exchanges. Note that you must have the relevant equity exchange enabled on your account before the fundamental data can be added.

To modify your data selections log in to your account page via the link on the software's welcome screen (or click here) and select Modify Exchanges under the Products section.

To see what's included in the Fundamental data see here.

With Fundamental data enabled on your account, watchlists opened for the ASX, US and Canadian exchanges will display additional column options under Fundamental Field when you click the plus + icon to add a new column:



TIP: When you hover over the fundamental labels, an expanded description will appear on the right-hand side.



Use the search box to find the data needed:



When you add Fundamental columns to the Watchlist, the values will download and update automatically. You can add numerous fundamental columns to a Watchlist:



Additionally, you can click and drag a Fundamental column onto a chart, to plot historical values along the bottom of the chart...



Custom Script columns can also be setup referencing fundamental data using the DataField() function. In the following example the Dividend Rate is being referenced in the script in the Show View tool:

DATAFIELD(FEED=FD, FIELD=DividendRate)



It's also possible to use multiple fundamental values in a formula, e.g. the ratio of assets to liabilities:

A1=DATAFIELD(FEED=FD, FIELD=TotalAssets, LATESTONLY=True);
L1 = DATAFIELD(FEED=FD, FIELD=TotalLiabilities, LATESTONLY=True);
A1/L1



ETF Specific Fundamentals


Released in June 2022, ETF specific fundamental fields have been added for USA listed ETF codes (such as SPY). The following table lists all available ETF fundamental data now available to reference.

SponsorDescriptionInception DateListing Date
Legal StructureNet Expense RatioActive / PassiveIndex Weighting Scheme
Linked Index NameAsset ClassBase CurrencyListing Currency
Market Cap RangeInverse LeveragedCurrency HedgedDomicile
Sector ExposureIndustry ExposureETN Issuing BankETN Maturity Date
ETF TypeSingle Category Designation Developed EmergingContinent
Specialized RegionLatin America Sub-GroupEurope Sub-GroupAsia Sub-Group
Specific CountryChina Listing LocationParent IndexIndex Provider
Fund FamilyReplication StructureSmart Vs Traditional Beta Smart Vs Traditional Beta Level 2
Quant Strategies TypeOther Quant ModelsDividend TypeSocial Environmental Type
Clean Energy TypeReal EstateSub Industry ExposureCross Sector Theme Exposure
Growth Value TiltGrowth TypeValue TypeBond Type
Bond Tax StatusCredit QualityAverage MaturityBond Currency Denomination
Government Bond TypesMunicipal Bond RegionMortgage Bond TypesSpecific Maturity Year
Commodity TypesEnergy TypeAgricultural TypeMetal Type
Target Date Multi Asset Type Other Asset TypesHedge Fund TypeDerivatives Based
Dynamic Futures RollCurrency PairInterest Rate HedgedIndex Ticker
Listing RegionETPStructure TypeProspectus LinkKIID Rating
UCITSKIID Prospectus Link

Fundamental Dates

From Optuma 2.1 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. EPS is an example of a value that is not daily (the way PE Ratio is)...



Website Field


One of the fundamental fields included is the company website. Double-clicking on the URL in the watchlist column will open the company's primary corporate website on your default web browser:



Downloading Fundamental Data


Fundamental data works differently than a standard End of Day dataset, as it is tied to a specific exchange (ASX Shares for example). If you enable Fundamental Data for an exchange you can either restart Optuma and wait for the next EOD download to occur for the exchange, or you can use the Download Fundamental Data option found in Data - Exchanges - [Exchange Name] (available from Optuma 2.0 and onward).





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