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Getting started
The following instructions are summarized and provide you with a basic understanding of the topic. Please contact our support team with any questions.
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- "USD" (converts to US dollars);
- "EUR" (converts to Euros, not available for some currencies);
- "Inflation adjusted" (shows values in original currency but updated by inflation, not available for some currencies);
- A5 (provide the coordinates of the cell where you previously entered the desired currency).
In cases where the function must return a historical price series (does not apply to attributes such as Earnings, etc.), this field will also allow the series to start with a base equal to 100.
The optios are :
- "Rebased to 100" (adjusts so that the start of the series equals 100)
- "USD rebased to 100" (converts to US dollars and then adjusts so that the start of the series equals 100)
- "EUR rebased to 100" (converts to Euros and then adjusts so that the start of the series equals 100)
- "Inflation adjusted rebased to 100" (adjusts for inflation and then adjusts so that the start of the series equals 100)
Filling the field MULTIPLIER
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Through the "Optionals" field you can define other miscellaneous settings. Examples:
- Show historical prices not adjusted by corporate actions (by default prices are always presented adjusted by corporate actions);
- Choose a benchmark for the Sharpe Index other than the default benchmark
- etc.
The syntax of this field is complex. Please contact our support team for instructions on how to create the syntax for this field.
Filling in the field OPTIONALS for the attribute VALUE INVESTED
Examples:
1) Prices for past dates are shown by default adjusted for corporate actions. If, however, the Optionals field is filled in as shown below, prices for past dates will be shown without corporate actions adjustments:
- AdjustByCorporateActions=Yes (default)
- AdjustByCorporateActions=No
- AdjustByCorporateActions=YesExceptForCashDividends
2) The attribute "Index composition" (the weight that an asset has in the composition of an index) is one that always requires the Optionals field to be filled, since this field determines what is the desired index. The example shows the situation where the desired index is the Ibovespa (code = IBOV)
AmountInvestedBy = IBOV
3) The attribute "Value invested" (the amount invested by a fund in a given asset) is a special case because it is one that always requires the Optionals field OPTIONALS to always be filled in.Through the Optionals field, two parameters must be determined: the code , since this field determines the parameters of the invested asset and its respective asset class.
In situations like this (when you need to put more than one definition in the Optionals field) it is recommended to put the definitions in cells and then refer to these cells in the Optionals field (instead of writing all the definitions within the Optionals field). This way you will have a more organized and less error-prone situation. It is necessary that the definitions are placed in adjacent cells (vertically or horizontally)
ExampleExample 3A : Filling in the Optionals field to obtain the value invested in shares (Asset Class = STOCKS) of Microsoft (MSFT)
Example 3B : Filling in the Optionals field to obtain the value invested in other funds of the same Fund Manager
AmountInvestedInFundsOfTheSame = Fund manager
Function ECODATASET (returns a data table)
The ECODATASET function returns one of the two types of data below:
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Fill this field with "CA" (corporate actions) to obtain the list of corporate actions (dividends, stock dividends, interest, etc.) paid by a security
Showing the composition of an investment portfolio (data type=PH)
Filling in the field RANGE END DATE
Use this field to define the end date for the desired date range. For corporate actions (Data Type = CA) the The options are :
- yyyy/mm/dd
For investment fund holdings (Data Type = PH) the options are :
- yyyy/mm/dd
- Latest : The end of the date range will be the date for which the most recent information is available
- Last Fully Disclosed : The end of the date range will be the date for which the most recent “open” holdings are available, in other words, the most recent holdings for portfolios that do not have “Undisclosed securities”.
Filling in the field RANGE START DATE
Use this field to define the start date for the desired date range.For corporate actions (Data Type = CA) the The options are :
- yyyy/mm/dd
For investment fund holdings (Data Type = PH) the options are :
- yyyy/mm/dd
- 6m (meaning 6 months before the date set in the field Range End Date), 3m, 2y, 5y, etc.
Filling in the field CURRENCY
Use this field to convert the data into other currencies.
For corporate actions (Data Type=CA) : The amount of dividends and other corporate actions paid will be converted to the specified currency. The options are:
- USD
- EUR
- Inflation adjusted
For investment fund holdings (Data Type=PH in which the percentage weight of each asset is being presented and not its financial value) :
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For investment fund holdings (Data Type=PH in which the financial value of each asset is being presented and not its percentage weight): The financial value of each asset will be converted to the specified currency. The options are:
- USD
- EUR
- Inflation adjusted
Filling in the field MULTIPLIER
Through this field you can choose the unit in which the data will be presented (thousands, etc.).
For corporate actions (Data Type=CA) :
- This field must not be filled out. It does not make sense to change the unit in which corporate actions are presented
For investment fund holdings (Data Type=PH in which the percentage weight of each asset is being presented and not its financial value): The percentage value of each asset will be converted according to the options below:
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- Units (no multiplier)
- Thousands
- Million
- Billions
Filling in the field OPTIONALS
Through the OPTIONALS field you can specify other settings in addition to those listed above. The syntax for filling in this field can be complex. Contact our support for any assistance.
Examples
Examples of filling in this field for investment fund holdings (Data Type=PH) :
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consolidate = yes : If the fund has investments in shares of other funds, all funds invested will be "open" and all assets will be consolidated.
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interval=D (ou W, M, Q, Y) : By default, the Ecodataset function displays the portfolio composition at the end of each month. By filling in the Optionals field as described , the portfolio composition will be presented day-by-day (or in the period chosen by the user). This feature is useful for Hypothetical Portfolios (portfolios created
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by the user through the Ecoportfolio function)
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The alternatives and for the compositon of certain indices. This feature is not useful for fund holdings since for most funds the information is only available at the end of the month.
Show the contribution of each asset to the return of a Hypothetical Portfolio
This alternative for filling the Optionals field below can be used exclusively for Hypothetical Portfolios (portfolios created by the user through the Ecoportolio function), that is, they it cannot be used for investment funds portfolios .
Show the contribution of each asset to the return
or Indices portfolios
"Contribution" is how much each asset in the portfolio contributed to the portfolio's total return over a given period. This depends on the return of the asset in that period as well as the weight of that asset in the portfolio.
In the example below, the portfolio return in the period of one month (ending on 08/31/2020) was 1.07% and each of the assets contributed with the values shown in the table. Note that the sum of contributions is equal to the total portfolio return
Using the command described below it is possible to show the contribution of each asset to the total return of a Hypothetical Portfolio (portfolios created by the user through the Ecoportolio function) within a period chosen by the user.
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In the example above the chosen period was one month but all the options below can be used:
- 1m, 1d, 21d, 52w, 5y, etc
- YTD (year to date), QTD, MTD, WTD
- from start (
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- from the price series beginning)
- yyyy-mm-dd (
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- from a specific date)
Show the portfolio composition day-by-day
By default, the Ecodataset function displays the portfolio composition at the end of each month.
By filling in the Optionals field as described below, the portfolio composition will be presented day-by- day (or in the period chosen by the user)
interval=D (ou W, M, Q, Y)
Showing the list of corporate actions paid by a security (data type = CA)
Filling in the field RANGE END DATE
Use this field to define the end date for the desired date range. The options are :
- yyyy/mm/dd
Filling in the field RANGE START DATE
Use this field to define the start date for the desired date range. The options are :
- yyyy/mm/dd
Filling in the field CURRENCY
Use this field to convert the data into other currencies. The amount of dividends and other corporate actions paid will be converted to the specified currency. The options are:
- USD
- EUR
- Inflation adjusted
Filling in the field MULTIPLIER
For corporate actions (Data Type=CA) this field must not be filled out. It does not make sense to change the unit in which corporate actions are presented
Function ECOSECURITIES (returns a list of securities)
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- compare the performance of the portfolio with the performance of a benchmark
- etc
To obtain data based on a Portfolio you must place the Ecoportfolio function as a "Ticker" in the Economatica function.
In the example below we have an Economatica function showing the YTD Return of a list of assets and the asset that is in the cell A6 (My Investments) is a portfolio created using the Ecoportfolio function
There are two different types of portfolios. The difference between them is the type of information used to define the portfolio. You must choose the type that is compatible with the information you have about the holdings. The two types are:
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Fill in this field with the name you want to assign to the portfolio
Maximum Portfolio Size
There is a limit on the size of the portfolio
In the case of the Percentage Portfolio there is a limit to the number of cells in the matrix, that is, there is a limit to the combination of the number of assets (rows) and the number of dates on which the composition was informed (columns)
In the case of the Financial Portfolio, there is a limit to the number of transactions reported
It is not possible to set a fixed limit size because the limit depends on the content of each cell
Example : If each cell is filled with two decimal places (ex 32.96) the limit number of cells in the matrix will be greater than if the cells are filled with four decimal places (Ex 32.9655)
That is, the maximum size will depend on how you fill each cell
For reference only, the maximum size for a Percentage Portfolio with cells filled to 2 decimal places (Ex 32.96) is approximately 4500 cells. This corresponds, for example, to a portfolio with 45 assets (lines) and composition informed on 100 dates (columns)
Function ECOBENCHMARK (used to create a benchmark)
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