08. Data fromBloomberg Formulas

Launch Bloomberg and Press GO

Enter your login details

Choose Settings Wheel, then set window size to Normal

From Windows Menu Click Install Excel Add-In

Press Install

Click OK

Click Microsoft Excel 2010

File -> Open -> 08b-datastart.xlsx

When we know the Ticker symbol of an asset we can use Bloomberg formulas to download data directly to Excel

Current Data: BDPBloomberg Data Point

Click on Bloomberg

Click on cell N1 and select Find Fields

Search for e.g. dividend

For variables without a calendar we use a BDP formula

Select Dividend Ex Date and click Add

Click Apply and then Close

Type =BDP(Ticker,Datafield)

Copy cell and paste for all companies

Now have data for that variable

Historical Data: BDHBloomberg Data Historical

Specify particular dates

Click on cell O1 and select Find Fields

Search for e.g. dividend

For variables with a calendar we use a BDH formula, which also needs a start and end date for the data

Select Dividends per Share and press Add

Click Apply then Close

Type =BDH(Ticker,Datafield,StartDate,EndDate)

Copy cell and paste for all companies

Now have data for all companies

Historical Data: BDHBloomberg Data Historical

Accounting Data

Balance sheet data is usually only available on a quarterly or annual basis so we need to be careful about dates

Type the variable name in P1e.g. TOT_DEBT_TO_TOT_ASSET

Use the same BDH formula as before but specify Financial Years as “FY2011”,and request data per Financial Year “per=fy”

Copy and paste to get for all companies

Bulk Data: BDSBloomberg Data Sets

Some data is stored in a bulk data set

Click on cell Q1 and select Find Fields

Search Top Holder

Select Top 20 Holders and Addto get largest shareholders in a company

Click Apply and Close

Extract first row using=BDS(Ticker,Datafield,“StartRow=1”,“EndRow=1”)

Shows largest shareholder in this company, with the percentage of shares which he owns

Challenge

• Calculate the current Dividend Yield for each company

• Calculate the Total Assets for Financial Year 2011 for each company

Multiple rows of data for one company

• All of the examples so far have been used to get one piece of data at a time for a particular company

• The formulas can also be used to get data for multiple time periods at once

Insert new sheet

If we want to find data for Google we type itsticker symbol which is GOOG US Equity

Click on a blank cell and select Find fields

Search Price Earnings and select PE_RATIO

Select PE_RATIO and click Add

Click Apply and Close

Download P/E ratio every day between 2010 and 2012 usingBDH(Ticker,Datafield,StartDate,EndDate)

Gives a list with date and data

We may want Total Assets for every financial year since 2007

Select a new cell and Find Fields

Search Total Assets

Select Total Assets and click Add

Click Apply and Close

Use formula=BDH(Ticker,Datafield,StartDate,EndDate,per=fy)

Gives year-end Total Asset figures

We may want information on all top 20 shareholders

Select a new cell and Find Fields

Search for Top Holders

Select Top 20 Holders and click Add

Click Apply and Close

Use formula=BDS(Ticker,Datafield)

Outputs everything in dataset about top shareholders

File -> Save As -> 08c-datacompleted.xlsx

Challenge

• Download information about Microsoft (MSFT US Equity)

• Obtain dividend yield for every day between 2004 and 2012

• Find the total debt to asset ratio for each financial year between 2009 and 2012