ezyquant.reader.SETDataReader.get_data_symbol_ttm

SETDataReader.get_data_symbol_ttm(field: str, symbol_list: List[str] | None = None, start_date: str | None = None, end_date: str | None = None) → DataFrame

Trailing 12 months (TTM) is a term used to describe the past 12 consecutive months of a company’s performance data.

TTM can be calculate only Income Statement and Cashflow, but not Financial Ratio and Balance Sheet.

Data from table FINANCIAL_STAT_STD.

FINANCIAL_STAT_STD filter by using data from column M_ACC_ACCOUNT_12M multiply 1000.

Index date is trade date (DAILY_STOCK_STAT.D_TRADE). Data is showing at first trade date which join on D_AS_OF.

Parameters:

• field (str) –

  • bad_debt

  • broker_fee

  • change_ppe

  • cos

  • dividend

  • dp

  • ebit

  • ebitda

  • ebt

  • eps

  • int_dvd_income

  • interest_expense

  • interest_income

  • invest_sec_rev

  • loan_deposit_revenue

  • net_cash_flow

  • net_financing

  • net_investing

  • net_operating

  • net_premium

  • net_profit

  • net_profit_incl_minority

  • net_profit_ordinary

  • operating_expense

  • operating_revenue

  • pl_other_activities

  • sale

  • selling_admin

  • selling_admin_exc_renumuration

  • total_expense

  • total_revenue

• symbol_list (Optional[List[str]]) – N_SECURITY in symbol_list, must be unique.

• start_date (Optional[str]) – start of trade date (DAILY_STOCK_STAT.D_TRADE).

• end_date (Optional[str]) – end of trade date (DAILY_STOCK_STAT.D_TRADE).

Returns:

• symbol(N_SECURITY): str as column

• trade date(DAILY_STOCK_STAT.D_TRADE): date as index

Return type:

pd.DataFrame

Examples

>>> from ezyquant import SETDataReader
>>> from ezyquant import fields as fld
>>> sdr = SETDataReader()
>>> sdr.get_data_symbol_ttm(
...     field=fld.Q_TOTAL_REVENUE,
...     symbol_list=["COM7", "MALEE"],
...     start_date="2022-02-01",
...     end_date=None,
... )
                   COM7       MALEE
2022-03-01          NaN  3488690.79
2022-03-04  51154660.73         NaN