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FactSet - Finding and Extracting Data

How to find and extract key data using FactSet.

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13 Lessons (43m)

Show lesson playlist
  • Description & Objectives

  • 1. Company Snapshot

    01:28
  • 2. Company Share Price and Beta

    02:30
  • 3. Company Filings

    02:47
  • 4. Company Financials

    03:36
  • 5. Estimates

    03:16
  • 6. Credit Ratings and Debt Yield

    02:36
  • 7. News Alerts

    02:11
  • 8. Factset Toolbar

    03:10
  • 9. Excel FDS Formulas 1

    06:16
  • 10. Excel FDS Formulas 2

    05:36
  • 11. Excel Array Formulas

    04:15
  • 12. Screening

    04:36
  • 13. Getting Help in FactSet

    01:04

Prev: FactSet Workstation

Excel Array Formulas

  • Notes
  • Questions
  • Transcript
  • 04:15

Using Excel array formulas in FactSet.

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Transcript

Excel array formulas. The last thing we are going to do is time series data. So we've got three companies here and we've got a start date and an end date, and that's gonna give us about five years of data. We want to see their share prices and also the share price dates. So let's start with the share price. I'm going to leave a little bit of space between the control area and the data then I'll open the sidebar. In this case, I want to go to the fundamentals. So if I go to FactSet sources and then select Price, I then go to Key Items and then choose Price. And you can see the default frequency is daily and that's fine. But if we look at the start date, I want to choose my start date from the Excel file. And then I'll also choose my end date from the Excel file. And then the default currency is local currency, but I'm going to make sure that they're in US dollars. And I do want the data to adjust the splits and spinoffs. Then I'm gonna input the identifier from my Excel file. Then I'll click on OK and then I'll choose Insert. You can see this actually has pulled in the data all the way down to the bottom. And the nice thing about this is that I then can just copy this formula to the right and hopefully, because that ticker reference is linked, we'll get the formula updating for the other tickers. Now the data isn't yet showing because we need to refresh the data from FactSet. So I'll go to the FactSet toolbar, refresh the data, and it will pull in the time series data between those two dates for the three companies. That's the share price over five years.

Now, often you want to have the share price dates as well. So we need to get the dates and you'll see that this is very straightforward. Firstly, the data item is right beneath the price data and the options automatically offer us the dates that we used before. You can choose a date format. I've got an international date format here, but you could change that to an American date format if you prefer. And then I'm gonna choose Insert. And then that should come through. So that is a nice set of time series data and it doesn't need to be share prices. We could, for example, instead choose a time series for financials for let's say EBITDA. That's an income statement item. So let's then find EBITDA within fundamentals. And here again, it's picked up the same dates as before. It recognizes that we want to use the same dates and still with a daily frequency. Now the thing is that EBITDA is not gonna change each day. So let's go and edit this so that it's calendarized because we're comparing companies. And then we want to change the frequency from daily to yearly. So we'll select yearly calendar. So that's essentially giving me five years worth of EBITDA numbers on a calendarized annual basis for Apple. And if I copy this right, it will do the same thing for Microsoft and Google. So I can now just go and refresh my data in my Excel file. And then we've got EBITDA historically for the three companies on a time series basis. Now, what I want to do is make sure I have dates next to these items. So I'm gonna go back to the sidebar. And the identifier is gonna be the same as before. And the inputs are going to be, report basis is annual and the beginning and end date is linked to the dates in my Excel file as before, and the frequency is yearly calendar. I've got the same date format as before and we'll keep the date mode as fiscal dates. And then that will link the dates to the data items. And we have five years worth of EBITDA and we have the dates for those items. So this is a really nice way in which we can link everything up in our Excel file using time series data.

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