FactSet Estimates & Actuals

Usage

actual(reporting_number, freq='FQ/FS', *, alignment='fp', currency, period)
Parameters

  • reporting_number (str) – Which time series to fetch. A case-insensitive string such as 'sales' or 'eps'.

  • freq (str) – The signal frequency. One of 'FQ/FS' (quarterly or semi-annual fiscal periods, depending on which calendar the company uses), 'FQ' (fiscal quarters), 'FS' (fiscal semi-annuals) and 'FY' (fiscal years). The default is 'FQ/FS'. (In addition, the legacy values 'q', 's' and 'a' are supported; these are deprecated and will be removed after March 2024.)

  • alignment (str) – How to align the data. Either 'afp' (actual fiscal period end dates), 'fp' (fiscal period end dates normalised to last day of month), 'pd' (publication date, i.e. the day the report was published) or 'rd' (report date; i.e. the day the report impacted trading). The default value is 'fp'.

  • currency (str) – Recalculate time series into another currency, by the exchange rate between the original and the selected currency. Use ISO codes such as 'EUR' or 'USD'.

  • period (str) – Which period to fetch the number from. One of 'q' (quarterly), 's' (semi-annually), 'a' (annually). (This argument is deprecated and will be removed after March 2024; use freq instead.)

estimate(reporting_number, statistic_type_name='mean', freq='FQ/FS', *, before_release, alignment, currency, future_period, period)
Parameters

  • reporting_number (str) – Which time series to fetch. A case-insensitive string such as 'sales' or 'eps'.

  • statistic_type_name (str) – The type of the statistic to fetch. The options are 'MEAN', 'MEDIAN', 'COUNT', 'HIGH', 'LOW', 'STD_DEV', 'UP' and 'DOWN'.

  • freq (str) – The signal frequency. One of 'FQ/FS' (quarterly or semi-annual fiscal periods, depending on which calendar the company uses), 'FQ' (fiscal quarters), 'FS' (fiscal semi-annuals) and 'FY' (fiscal years). The default is 'FQ/FS'. (In addition, the legacy values 'q', 's' and 'a' are supported; these are deprecated and will be removed after March 2024.)

  • before_release (bool) – Whether to only get the last estimate for each fiscal period. When setting this to True, use the alignment argument to control how the estimate should be realigned. By default, if alignment is not specified, the last estimate is realigned to the end of the fiscal period.

  • alignment (str) – How to align the data. Either None (not aligned; updated whenever there are new estimates) or 'afp' (aligned to the end of the actual fiscal quarters). Thus, if the value is 'afp', there will only be one value per quarter. In this case, if before_release is False, the value for a quarter is the last estimate before or on the date of the end of the fiscal quarter; if it is True, the value is the last estimate for the period before the actual values were published. The default value is None.

  • currency (str) – Recalculate time series into another currency, by the exchange rate between the original and the selected currency. Use ISO codes such as 'EUR' or 'USD'.

  • future_period (int) – Which future period to get data for. The default value is 1 (first unreported period).

  • period (str) – Which period to fetch the number from. One of 'q' (quarterly), 's' (semi-annually), 'a' (annually). The default value is 'q'.

Point-in-time

When the FactSet actual signal is evaluated with point-in-time, the known time of a data point is taken to be the report date.

Examples

The actual sales (quarterly)

actual('sales')

The actual sales, annually

actual('sales', freq='FY')

The actual sales, aligned with the actual fiscal periods

actual('ebitda', alignment='afp')

The actual sales, in a particular currency

actual('ebitda', currency='GBP')

The estimated sales

estimate('sales')

Reporting numbers

Basic items:

  • EPS – Earnings Per Share

  • EPS_C – Consolidated EPS

  • EPS_P – Standalone Earnings Per Share

  • SALES – Sales

  • SALES_C – Consolidated Sales

  • SALES_P – Standalone Sales

  • DPS – Declared Dividend Per Share

  • CFPS – Cash Flow Per Share

Advanced items:

  • AFFO – Adjusted Funds From Operations

  • APP_CAP_RATE – Applied Capital Rate

  • ASP – Average Selling Price

  • ASSETS – Total Assets

  • BFNG – Net Income Reported

  • BPS – Book Value Per Share

  • BPS_TANG – Tangible Book Value Per Share

  • CAPEX – Capital Expenditure

  • CASH_NP – Cash Net Income

  • CASH_NP_CONT – Cash Net Income from Continuing Operations

  • CASH_ST – Cash and Cash Equivalents

  • CCUR_GRTH – Constant Currency Revenue Growth

  • CF_FIN – Cash Flow From Financing

  • CF_INV – Cash Flow From Investing

  • CF_OP – Cash Flow From Operations

  • CFO_GAAP – Cash Flow from Operations – GAAP

  • COS – Cost of Sales

  • CURRENT_ASSETS – Current Assets

  • CURRENT_LIABILITIES – Current Liabilities

  • DCF – Distributable Cash Flow

  • DCFLP – Distributable Cash Flow to Limited Partners

  • DCFPU – Distributable Cash Flow Per Unit

  • DCFPULP – Distributable Cash Flow Per Unit to Limited Partners

  • DEBT_LT – Long Term Debt

  • DEBT_ST – Short–Term Debt

  • DEFREVENUE – Total Deferred Revenue

  • DEFREVENUE_LT – Deferred Revenue Long Term

  • DEFREVENUE_ST – Deferred Revenue Short Term

  • DEPR_AMORT – Depreciation and Amortization

  • DISCR_CF – Discretionary Cash Flow

  • EBIT – EBIT

  • EBIT_ADJ – EBIT Adjusted

  • EBIT_C – Consolidated EBIT

  • EBIT_P – Standalone EBIT

  • EBITA – EBITA

  • EBITDA – EBITDA

  • EBITDA_ADJ – EBITDA Adjusted

  • EBITDA_REP – EBITDA Reported

  • EBITDAR – EBITDAR

  • EBITDAX – EBITDA including Exploration Expense

  • EBITR – EBIT Reported

  • EPS_EX_XORD – Earnings Per Share Excluding Exceptionals

  • EPS_GAAP – Reported Earnings Per Share

  • EPS_NONGAAP – Earnings Per Share-Non-GAAP

  • EPSAD – Diluted Adjusted EPS

  • EPSRD – Diluted Reported EPS

  • EUR_JPY – Forex – EUR per JPY

  • FCF – Free Cash Flow

  • FCFPS – Free Cash Flow Per Share

  • FFO – Funds From Operations

  • G_A_EXP – General and Administrative Expense

  • GMV – Gross Merchandise Volume

  • GW_TOT – Total Goodwill

  • HEPSB – Headline Basic EPS

  • HEPSD – Headline Diluted EPS

  • INC_GROSS – Gross Income

  • INT_EXP – Interest Expense

  • INTANG – Intangible Assets

  • INVENTORIES – Inventories

  • LCUR_GRTH – Local Currency Revenue Growth

  • MAINT_CAPEX – Maintenance CAPEX

  • MINTEREST – Minority Interest

  • NDT – Net Debt

  • NET – Net Profit

  • NET_C – Consolidated Net Income

  • NET_P – Standalone Net Income

  • NET_SALES – Net Sales

  • NETBG – Net Profit Adjusted

  • OP_RATIO – Operating Ratio

  • ORGANICGROWTH – Organic Growth

  • PAY_ACCT – Accounts Payable

  • PTI – Pre-Tax Profit

  • PTI_C – Consolidated Pretax Income

  • PTIAG – Pre-Tax Profit Reported

  • PTP_P – Standalone Pretax Income

  • PTPA – Pre-Tax Income Adjusted

  • RD_EXP – Research and Development

  • RECEIV_NET – Accounts Receivable

  • REV_TOT – Total Revenues

  • S_M_EXP – Selling and Marketing Expense

  • SGA – Selling, General and Administrative Expense

  • SH_EQUITY – Shareholder’s Equity

  • SHS_REPURCH – Share Repurchase

  • SOE – Stock Option Expense

  • SS_NOI – Same Store Net Operating Income

  • TAX_EXPENSE – Tax Expense

  • TOTAL_DEBT – Total Debt

  • UFCF – Unlevered Free Cash Flow

  • USD_JPY – Forex – USD per JPY

  • WKCAP – Working Capital

Industry items:

  • ACCESS_LINES – Access Lines

  • ARPU – Average Revenue Per User

  • ASSETS_NONPERF – Non-Performing Assets

  • ASSETS_RISK_WGHT – Risk Weighted Assets

  • ASV – Annual Subscription Value

  • AUM – Assets Under Management

  • AUM_AVG – Assets Under Management Average

  • AVAILABLESEATKM – Available seat km (ASK)

  • AVG_EARN_ASSETS – Average Earning Assets

  • BACKLOG_AVG_PRICE – Backlog Average Price

  • BACKLOG_UNITS – Backlog Units

  • BACKLOG_VALUE – Backlog Value

  • BAD_DEBT_PROV – Provision for Bad Debt

  • BVPS_EXCL_AOCI – Book Value Per Share Excl AOCI

  • BVPS_INCL_AOCI – Book Value Per Share Incl AOCI

  • CANCELRATE – Cancellation Rate

  • CAP_RATIO_TIER1 – Tier 1 Capital Ratio

  • CASH_COST – Cash Cost

  • CHEM_DOM – Chemicals Income - Domestic

  • CHEM_INTL – Chemicals Income - International

  • CHEM_NETINC – Chemicals Post Taxes

  • CHEM_OPINC – Chemicals Income

  • CHURN – Churn

  • CLAIMS_EXP – Claims Expense

  • COMB_RATIO_UND – Underlying Combined Ratio

  • COMBINED_RATIO – Combined Ratio

  • COMCAP_RATIO_TIER1 – Tier 1 Common Capital Ratio

  • CONTR_PROF – Contribution Profit

  • COST_INCOME – Cost to Income Ratio

  • COST_PER_GRAM – Marijuana

  • CPGA – Cost per Gross Add

  • DACF – Debt-Adjusted Cash Flow

  • DAU – Daily Active Users

  • DELIV_PRICE – Deliveries Average Price

  • DELIVERIES_UNITS – Deliveries Units

  • DEPS – Deposits

  • DEPS_AVG – Average Deposits

  • E_P_DOM – Upstream Income - Domestic

  • E_P_INTL – Upstream Income - International

  • E_P_NETINC – Upstream Post Taxes

  • E_P_NETINC_DOM – Upstream Post Taxes - Dom

  • E_P_OPINC – Upstream Income

  • EMBEDDED_VALUE – Embedded Value

  • EXPENSE_RATIO – Expense Ratio

  • EXPL_EXP – Exploration Expenses

  • FEE_AUM – Fee AUM - EOP

  • FEES – Fees

  • FFO_REP – Reported Funds from Operations

  • FIN_SERVICES – Financial Services

  • FRE – Fee Related Earnings

  • GROSS_ADDS – Gross Adds

  • GROSS_PREM_WRITTEN – Gross Premiums Written

  • HOME_SALES – Home Sales

  • IMP_CAP_RATE – Implied Cap Rate

  • INC_FEES – Income from Fees & Commissions

  • INC_TRADING – Trading Income

  • INT_INC – Net Interest Income

  • INT_INC_MARGIN – Net Interest Margin

  • INVEST_INC – Net Investment Income

  • KG_CANNABIS_SOLD – Marijuana

  • LAND_SALES – Land Sales

  • LIFE_INS_CLAIMS – Life Insurance Claims

  • LOADFACTOR – Load Factor

  • LOAN_NET – Net Loans

  • LOAN_NET_AVG – Average Net Loans

  • LOAN_NONPERF – Non-Performing Loans (NPL)

  • LOAN_PROV – Provisions for Loans

  • LOSS_RATIO – Loss Ratio

  • LT_FLOWS – Long Term Flows

  • LTV – Loan to Value

  • M_REV_USER – Monthly Revenue Per User

  • MAU – Monthly Active Users

  • MCR – Medical Cost Ratio

  • MOU – Minutes of Use

  • MUU – Monthly Unique Users

  • NAVPS – Net Asset Value Per Share

  • NET_ADDS – Net Adds

  • NET_CHARGE_OFFS – Net Charge-Offs

  • NETFLOWS – Net Flows

  • NEW_ORD_PRICE – New Orders Average Price

  • NEW_ORDERS_UNITS – New Orders Units

  • NEW_ORDERS_VALUE – New Orders Value

  • NON_INT_INC – Non-Interest Income

  • NPE_LIFE – Net Premiums Earned - Life

  • NPE_PC – Net Premiums Earned - P&C

  • NPW_LIFE – Net Premiums Written - Life

  • OCCUPY_RATE_DOM – Occupancy Rate - Domestic

  • OCCUPY_RATE_INTL – Occupancy Rate - International

  • OCCUPY_RATE_TOT – Occupancy Rate - Total

  • OPER_EXP – Operating Expense

  • OPEX_ASK – Operating Expenses per ASK

  • OPEX_ASK_XFUEL – Operating Expenses per ASK excluding fuel costs

  • OPEX_UNIT – OPEX per Unit

  • OTHER_OPEX – Other Operating Expenses

  • PAIDNADDS – Paid Net Adds

  • PASS_REV_ASK – Passenger revenue per ASK

  • PASS_REV_RPK – Passenger revenue per RPK

  • PREM_EARN – Net Premiums Earned

  • PREM_WRITTEN – Net Premiums Written

  • PRICE_BRENT – Brent Price

  • PRICE_CA_LIGHT – Canadian Light Oil Price

  • PRICE_DUBAI_OIL – Dubai Crude Price

  • PRICE_ED_OIL – Edmonton Par Oil Price

  • PRICE_SCO – Synthetic Crude Price

  • PROD_DAY_GAS – Production per day - Natural Gas

  • PROD_DAY_NGL_ONLY – Production Per Day - NGLs

  • PROD_DAY_OIL – Production per day - Oil & NGLs

  • PROD_DAY_OIL_ONLY – Production Per Day - Oil

  • PROD_OIL_SANDS – Total Production - OIL Sands

  • PRODPERDAY – Production per day

  • R_M_DOM – Downstream Income - Domestic

  • R_M_INTL – Downstream Income - International

  • R_M_NETINC_INTL – Downstream Post Taxes - Intl

  • R_M_OPINC – Downstream Income

  • REAL_PRICE – Realized Price

  • REAL_PRICE_GAS – Realized Price - Natural Gas

  • REAL_PRICE_M – Realized Price - Mining

  • REAL_PRICE_OG – Realized Price - Oil and Gas

  • REAL_PRICE_OIL – Realized Price - Oil & NGLs

  • REALP_GAS_NGL – Realized Price - Gas & NGLs

  • REV_PASSENGER – Revenue passenger

  • REV_PER_ROOM_DOM – Revenue per Available Room (RevPar) - Domestic

  • REV_PER_ROOM_INTL – Revenue per Available Room (RevPar) - International

  • REV_PER_ROOM_TOT – Revenue per Available Room (RevPar) - Total

  • REV_UNIT – Revenue Per Unit

  • REVPASSENGERKM – Revenue passenger km (RPKs)

  • RNAVPS – Net Asset Value Per Share - Next Twelve Months (NAV-NTM)

  • ROOM_RATE_DAILY_DOM – Daily Room Rate (ADR) - Domestic

  • ROOM_RATE_DAILY_INTL – Daily Room Rate (ADR) - International

  • ROOM_RATE_DAILY_TOT – Daily Room Rate (ADR) - Total

  • RSV_1P – 1P Proved Reserves

  • RSV_2P – 2P Proved and Probable Reserves

  • RSV_3P – 3P Proved Probable and Possible Reserves

  • SAC – Subscriber Acquisition Cost

  • SAL_BENEFITS – Salaries and Benefits

  • SALES_RSF – Net sales per square foot

  • SAMESTORESALES – Same Stores Sales - Total

  • SELL_SP – Selling Space - Total

  • SELL_SP_D – Selling Space - Domestic

  • SELL_SP_I – Selling Space - International

  • SS_ADJ_ADM – Same Store Adjusted Admissions

  • SS_ADM – Same Store Admissions

  • SS_REV_PER_ADJ_ADM – Same Store Revenue per Adjusted Admissions

  • SSS_D – Same Stores Sales - Domestic

  • SSS_I – Same Stores Sales - International

  • ST_CL – Number of Stores Closed - Total

  • ST_CL_D – Number of Stores Closed - Domestic

  • ST_CL_I – Number of Stores Closed - International

  • ST_END – Number of Stores at Period End - Total

  • ST_END_D – Number of Stores at Period End - Domestic

  • ST_END_I – Number of Stores at Period End - International

  • ST_OPN_D – Number of Stores Opened - Domestic

  • ST_OPN_I – Number of Stores Opened - International

  • ST_RLOC – Number of Stores Relocated - Total

  • ST_RLOC_D – Number of Stores Relocated - Domestic

  • ST_RLOC_I – Number of Stores Relocated - International

  • STOREN_OPENED – Number of Stores Opened - Total

  • STUDENTENROLL_NEW – New Student Enrollment

  • STUDENTENROLL_TOT – Total Student Enrollment

  • SUBSCRIBERS_NB – Number of Subscribers

  • SUPPLIES – Supplies Cost

  • TAM – Total Addressable Market

  • TOT_REV_ASK – Total Revenue per ASK

  • TOTAL_PROD – Total Production

  • TOTAL_PROD_M – Total Production - Mining

  • TOTAL_PROD_OG – Total Production - Oil and Gas

  • UW_INCOME – Underwriting Income

  • VOL_GRTH – Volume Growth