|
Data Item |
File Name |
File Header |
Unit |
|
Discount Rate (Expected Return) |
<SEGMENT_ID>_irr_quantiles_ts_<YYYY-MM-DD>.csv |
Date,2.5%,25%,50%,75%,97.5% |
% |
|
<SEGMENT_ID>_irr_ts_<YYYY-MM-DD>.csv |
Date,IRR |
% |
|
|
Max Drawdown |
<SEGMENT_ID>_max_drawdown_since_inception_<YYYY-MM-DD>.csv |
Date,MaxDrawdownSinceInception |
% |
|
<SEGMENT_ID>_max_drawdown_rolling_window_<YYYY-MM-DD>.csv |
Date,MaxDrawdown5 |
% |
|
|
VaR |
<SEGMENT_ID>_var_ts_<YYYY-MM-DD>.csv |
Date,VaR95CornishFisher10yearWindow,VaR95CornishFisher5yearWindow,VaR95Gaussian10yearWindow,VaR95Gaussian5yearWindow,VaR99.5CornishFisher10yearWindow,VaR99.5CornishFisher5yearWindow,VaR99.5Gaussian10yearWindow,VaR99.5Gaussian5yearWindow |
% |
|
Effective number of TICCS |
<SEGMENT_ID>_effective_number_of_ticcs_<YYYY-MM-DD>.csv |
EffectiveNumberBusinessModel,EffectiveNumberIndustrialclass,EffectiveNumberIndustrialSuperclass,EffectiveNumberCountry,EffectiveNumberRegion,EffectiveNumberCorp |
|
|
Duration |
<SEGMENT_ID>_duration_ts_<YYYY-MM-DD>.csv |
Date,Duration |
Year |
|
Duration by Bucket |
<SEGMENT_ID>_duration_breakdown_ts_<YYYY-MM-DD>.csv |
Date,0-3,10-15,15+,3-5,5-10 |
|
|
Leverage Factor Exposure |
<SEGMENT_ID>_leverage_quantiles_ts_<YYYY-MM-DD>.csv |
Date,2.5%,25%,50%,75%,97.5% |
% |
|
<SEGMENT_ID>_leverage_mean_ts_<YYYY-MM-DD>.csv |
Date,Leverage |
% |
|
|
Size Factor Exposure |
<SEGMENT_ID>_size_quantiles_ts_<YYYY-MM-DD>.csv |
Date,2.5%,25%,50%,75%,97.5% |
% |
|
<SEGMENT_ID>_size_mean_ts_<YYYY-MM-DD>.csv |
Date,Size |
% |
|
|
Term Spread Factor Exposure |
<SEGMENT_ID>_termspread_quantiles_ts_<YYYY-MM-DD>.csv |
Date,2.5%,25%,50%,75%,97.5% |
% |
|
<SEGMENT_ID>_termspread_mean_ts_<YYYY-MM-DD>.csv |
Date,TermSpread |
% |
|
|
Profitability Factor Exposure |
<SEGMENT_ID>_profitability_quantiles_ts_<YYYY-MM-DD>.csv |
Date,2.5%,25%,50%,75%,97.5% |
% |
|
<SEGMENT_ID>_profitability_mean_ts_<YYYY-MM-DD>.csv |
Date,Profitability |
% |
|
|
Investment Factor Exposure |
<SEGMENT_ID>_investment_quantiles_ts_<YYYY-MM-DD>.csv |
Date,2.5%,25%,50%,75%,97.5% |
% |
|
<SEGMENT_ID>_investment_mean_ts_<YYYY-MM-DD>.csv |
Date,Investment |
% |
|
|
Valuation Ratios by Period |
<SEGMENT_ID>_ev2ebitda_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
|
|
<SEGMENT_ID>_ev2ebitda_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
|
|
|
<SEGMENT_ID>_p2book_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
|
|
|
<SEGMENT_ID>_p2book_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
|
|
|
<SEGMENT_ID>_p2sales_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
|
|
|
<SEGMENT_ID>_p2sales_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
|
|
|
Valuation Ratios Timeseries |
<SEGMENT_ID>_ev2ebitda_ts_<YYYY-MM-DD>.csv |
Date,Mean,Median |
|
|
<SEGMENT_ID>_p2book_ts_<YYYY-MM-DD>.csv |
Date,Mean,Median |
|
|
|
<SEGMENT_ID>_p2sales_ts_<YYYY-MM-DD>.csv |
Date, Mean, Median |
|
|
|
Expected Returns by Period |
<SEGMENT_ID>_irr_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
<SEGMENT_ID>_irr_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_premium_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_premium_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_rf_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_rf_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
Expected Returns Timeseries |
<SEGMENT_ID>_premium_ts_<YYYY-MM-DD>.csv |
Date,Mean,Median |
|
|
<SEGMENT_ID>_rf_ts_<YYYY-MM-DD>.csv |
Date,Mean,Median |
|
|
|
Cost of Capital by Period |
<SEGMENT_ID>_wacc_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
<SEGMENT_ID>_wacc_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_cost_of_equity_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_cost_of_equity_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_cost_of_debt_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_cost_of_debt_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_leverage_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_leverage_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
Cost of Capital Timeseries |
<SEGMENT_ID>_wacc_ts_<YYYY-MM-DD>.csv |
Date,Mean,Median |
|
|
<SEGMENT_ID>_cost_of_equity_ts_<YYYY-MM-DD>.csv |
Date,Mean,Median |
|
|
|
<SEGMENT_ID>_cost_of_debt_ts_<YYYY-MM-DD>.csv |
Date,Mean,Median |
|
|
|
Market Leverage by Age |
<SEGMENT_ID>_market_leverage_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Market Leverage by Age Bucket |
<SEGMENT_ID>_market_leverage_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Market Leverage by Year |
<SEGMENT_ID>_market_leverage_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Market Leverage by Period |
<SEGMENT_ID>_market_leverage_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Leverage by Age |
<SEGMENT_ID>_leverage_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Leverage by Age Bucket |
<SEGMENT_ID>_leverage_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Leverage by Year |
<SEGMENT_ID>_leverage_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Leverage by Period |
<SEGMENT_ID>_leverage_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Discount Cash Flow Components |
<SEGMENT_ID>_dcf_components_<YYYY-MM-DD>.csv |
Period,AverageImpactOfChangeInDividends,AverageImpactOfChangeInRates,AverageImpactOfChangeInPremia |
% |
|
Revenue Growth by Age |
<SEGMENT_ID>_revenue_growth_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Revenue Growth by Age Bucket |
<SEGMENT_ID>_revenue_growth_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Revenue Growth by Year |
<SEGMENT_ID>_revenue_growth_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Revenue Growth by Period |
<SEGMENT_ID>_revenue_growth_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Dividend Revenue by Age |
<SEGMENT_ID>_dividend_over_rev_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Dividend Revenue by Age Bucket |
<SEGMENT_ID>_dividend_over_rev_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Dividend Revenue by Year |
<SEGMENT_ID>_non_zero_dividend_over_rev_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Dividend Revenue by Period |
<SEGMENT_ID>_non_zero_dividend_over_rev_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Dividend CFADS by Age |
<SEGMENT_ID>_dividend_over_cfads_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Dividend CFADS by Age Bucket |
<SEGMENT_ID>_dividend_over_cfads_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Dividend CFADS by Year |
<SEGMENT_ID>_non_zero_dividend_over_cfads_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Dividend CFADS by Period |
<SEGMENT_ID>_non_zero_dividend_over_cfads_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Dividend FCFE by Age |
<SEGMENT_ID>_dividend_over_fcfe_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Dividend FCFE by Age Bucket |
<SEGMENT_ID>_dividend_over_fcfe_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Dividend FCFE by Year |
<SEGMENT_ID>_non_zero_dividend_over_fcfe_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Dividend FCFE by Period |
<SEGMENT_ID>_non_zero_dividend_over_fcfe_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROIC by Age |
<SEGMENT_ID>_roic_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROIC by Age Bucket |
<SEGMENT_ID>_roic_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROIC by Year |
<SEGMENT_ID>_roic_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROIC by Period |
<SEGMENT_ID>_roic_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Net Profit Margin by Age |
<SEGMENT_ID>_net_profit_margin_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Net Profit Margin by Age Bucket |
<SEGMENT_ID>_net_profit_margin_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Net Profit Margin by Year |
<SEGMENT_ID>_net_profit_margin_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Net Profit Margin by Period |
<SEGMENT_ID>_net_profit_margin_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
NOI Assets by Age |
<SEGMENT_ID>_noi_assets_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
NOI Assets by Age Bucket |
<SEGMENT_ID>_noi_assets_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
NOI Assets by Year |
<SEGMENT_ID>_noi_assets_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
NOI Assets by Period |
<SEGMENT_ID>_noi_assets_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROCE by Age |
<SEGMENT_ID>_roce_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROCE by Age Bucket |
<SEGMENT_ID>_roce_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROCE by Year |
<SEGMENT_ID>_roce_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROCE by Period |
<SEGMENT_ID>_roce_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROE by Age |
<SEGMENT_ID>_roe_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROE by Age Bucket |
<SEGMENT_ID>_roe_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROE by Year |
<SEGMENT_ID>_roe_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROE by Period |
<SEGMENT_ID>_roe_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Net DebtEquity by Age |
<SEGMENT_ID>_netdebt_equity_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Net DebtEquity by Age Bucket |
<SEGMENT_ID>_netdebt_equity_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Net DebtEquity by Year |
<SEGMENT_ID>_netdebt_equity_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Net DebtEquity by Period |
<SEGMENT_ID>_netdebt_equity_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Net DebtAssets by Age |
<SEGMENT_ID>_netdebt_assets_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Net DebtAssets by Age Bucket |
<SEGMENT_ID>_netdebt_assets_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Net DebtAssets by Year |
<SEGMENT_ID>_netdebt_assets_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Net DebtAssets by Period |
<SEGMENT_ID>_netdebt_assets_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
EBIT Margin by Age |
<SEGMENT_ID>_ebit_margin_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
EBIT Margin by Age Bucket |
<SEGMENT_ID>_ebit_margin_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
EBIT Margin by Year |
<SEGMENT_ID>_ebit_margin_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
EBIT Margin by Period |
<SEGMENT_ID>_ebit_margin_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
CapEx Assets by Age |
<SEGMENT_ID>_investment_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
CapEx Assets by Age Bucket |
<SEGMENT_ID>_investment_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
CapEx Assets by Year |
<SEGMENT_ID>_investment_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
CapEx Assets by Period |
<SEGMENT_ID>_investment_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROA by Age |
<SEGMENT_ID>_roa_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROA by Age Bucket |
<SEGMENT_ID>_roa_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROA by Year |
<SEGMENT_ID>_roa_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
ROA by Period |
<SEGMENT_ID>_roa_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
% |
|
Size by Age |
<SEGMENT_ID>_size_age_<YYYY-MM-DD>.csv |
Age,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
|
|
Size by Age Bucket |
<SEGMENT_ID>_size_age_bucket_<YYYY-MM-DD>.csv |
AgeBucket,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
|
|
Size by Year |
<SEGMENT_ID>_size_ts_<YYYY-MM-DD>.csv |
Date,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
|
|
Size by Period |
<SEGMENT_ID>_size_period_<YYYY-MM-DD>.csv |
Period,Mean,SD,NrObservations,NrCompany,5%,10%,25%,50%,75%,90%,95% |
|
|
Yield-to-maturity |
<SEGMENT_ID>_investment_grade_ytm_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
<SEGMENT_ID>_investment_grade_ytm_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_fixed_rate_ytm_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_fixed_rate_ytm_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_floating_rate_ytm_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_floating_rate_ytm_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
Credit Spread |
<SEGMENT_ID>_investment_grade_credit_spread_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
<SEGMENT_ID>_investment_grade_credit_spread_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_fixed_rate_credit_spread_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_fixed_rate_credit_spread_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_floating_rate_credit_spread_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_floating_rate_credit_spread_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
Risk Premium |
<SEGMENT_ID>_equity_premium_ts_<YYYY-MM-DD>.csv (Equity) |
Date,RiskPremium |
|
|
<SEGMENT_ID>_credit_spread_ts_<YYYY-MM-DD>.csv (Debt) |
Date,CreditSpread |
|
|
|
Risk-Free Rates |
<SEGMENT_ID>_investment_grade_rf_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
<SEGMENT_ID>_investment_grade_rf_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_floating_rate_rf_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_floating_rate_rf_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_fixed_rate_rf_6qtr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
<SEGMENT_ID>_fixed_rate_rf_5yr_<YYYY-MM-DD>.csv |
Date,10%,25%,50%,75%,90%,Mean |
% |
|
|
Cost of Capital by Bucket |
<SEGMENT_ID>_wacc_by_bucket_<YYYY-MM-DD>.csv |
Bucket,Bucket Value,Time Period,Mean,25th Percentile,50th Percentile,75th Percentile,SD,Count |
|
|
<SEGMENT_ID>_cost_of_debt_by_bucket_<YYYY-MM-DD>.csv |
Bucket,Bucket Value,Time Period,Mean,25th Percentile,50th Percentile,75th Percentile,SD,Count |
|
|
|
<SEGMENT_ID>_cost_of_equity_by_bucket_<YYYY-MM-DD>.csv |
Bucket,Bucket Value,Time Period,Mean,25th Percentile,50th Percentile,75th Percentile,SD,Count |
|
|
|
<SEGMENT_ID>_leverage_by_bucket_<YYYY-MM-DD>.csv |
Bucket,Bucket Value,Time Period,Mean,25th Percentile,50th Percentile,75th Percentile,SD,Count |
|
|
|
Valuation Ratios by Bucket |
<SEGMENT_ID>_price_to_book_by_bucket_<YYYY-MM-DD>.csv |
Bucket,Bucket Value,Time Period,Mean,25th Percentile,50th Percentile,75th Percentile,SD,Count |
|
|
<SEGMENT_ID>_price_to_sales_by_bucket_<YYYY-MM-DD>.csv |
Bucket,Bucket Value,Time Period,Mean,25th Percentile,50th Percentile,75th Percentile,SD,Count |
|
|
|
<SEGMENT_ID>_ev2ebitda_by_bucket_<YYYY-MM-DD>.csv |
Bucket,Bucket Value,Time Period,Mean,25th Percentile,50th Percentile,75th Percentile,SD,Count |
|
|
|
Discount Rate by Bucket |
<SEGMENT_ID>_risk_free_rates_by_bucket_<YYYY-MM-DD>.csv |
Bucket,Bucket Value,Time Period,Mean,25th Percentile,50th Percentile,75th Percentile,SD,Count |
|
|
<SEGMENT_ID>_irr_by_bucket_<YYYY-MM-DD>.csv |
Bucket,Bucket Value,Time Period,Mean,25th Percentile,50th Percentile,75th Percentile,SD,Count |
|
|
|
<SEGMENT_ID>_premia_by_bucket_<YYYY-MM-DD>.csv |
Bucket,Bucket Value,Time Period,Mean,25th Percentile,50th Percentile,75th Percentile,SD,Count |
|
|
|
Yield Percentiles by Bucket |
<SEGMENT_ID>_duration_by_bucket_<YYYY-MM-DD>.csv |
Bucket,Bucket Value,Time Period,Mean,25th Percentile,50th Percentile,75th Percentile,SD,Count |
|
|
<SEGMENT_ID>_yield_to_maturity_by_bucket_<YYYY-MM-DD>.csv |
Bucket,Bucket Value,Time Period,Mean,25th Percentile,50th Percentile,75th Percentile,SD,Count |
|
|
|
Credit Spread by Bucket |
<SEGMENT_ID>_credit_spread_by_bucket_<YYYY-MM-DD>.csv |
Bucket,Bucket Value,Time Period,Mean,25th Percentile,50th Percentile,75th Percentile,SD,Count |
|
|
Credit Spread by Credit Risk |
<SEGMENT_ID>_creditspread_by_creditrisk_ts_<YYYY-MM-DD>.csv |
Date,High,Medium,Low |
% |
|
Grade Composition |
<SEGMENT_ID>_grade_composition_<YYYY-MM-DD>.csv |
Date,Grade,Percentage |
% |
|
Recovery Rate |
<SEGMENT_ID>_recovery_rates_percentiles_and_mean_<YYYY-MM-DD>.csv |
Distribution,ThisQuarter,1YearAgo,5YearAgo,10YearAgo |
% |
|
Transition Matrix |
<SEGMENT_ID>_transition_matrix_<YYYY-MM-DD>.csv |
StartGrade,LOCR,HICR,MDCR |
% |
