Detail History - Detail File with Actuals
Detail Estimate is the core of the Detail History product. This file contains analyst-by-analyst estimates for annual,
quarterly, semi-annual and long terms growth periods.Quarterly estimates and long-term growth forecasts are most
prominent for US and Canadian companies. Semi-annual estimates are available for Japanese companies.
It is possible for a contributing broker to provide multiple revisions to an estimate on the same day. In this scenario, all estimates are available in the Detail history files and only the most current estimate is included in the mean.
In the non-US files, for estimates received on a Parent-company basis a "P" appears in field CURRFL of this file. If an estimate was received on a Consolidated-company basis then an indicator is not present in field CURRFL. In the US file, if the Canadian Currency field CURRFL is C, the estimate was received in Canadian currency. If the indicator is not present, the estimate is in US Dollars.
The Currency field (CURR) and the Primary/Diluted Flag (PDF) in this file are Estimate specific. When programming against the data, it is important not to confuse these fields with the Currency field in the Report Currency file (REPORT_CURR) and the Primary/Diluted Indicator in the Identifier file. The records in the Report Currency file and the Identifier file are company-specific.
It is very important to note that all data in the Detail file is completely adjusted. That is, if an analyst's forecast is received with different Currency or Primary/Diluted indicators on the estimate level versus the existing company level, the estimate value will appear as adjusted to the company level basis. The indicators reflect the basis in which the estimate was received. Users may "unadjust" the data if they choose using data provided in the Identifier or Exchange Rate files.
Timestamps are provided with the Activation, Announce and Confirmation dates included in this file.
|Variable Name||Data Type||Variable Description||Help|
|ACTDATS||NUM||Activation Date, SAS Format|
|ACTDATS_ACT||NUM||Activation Date of the Actual, from the Detail Actual File, SAS Format|
|ACTTIMS||NUM||Activation Time, SAS Format|
|ACTTIMS_ACT||NUM||Activation Time of the Actual, from the Detail Actual File, SAS Format|
|ACTUAL||NUM||Actual Value, from the Detail Actuals File|
|ANNDATS||NUM||Announce Date, SAS Format|
|ANNDATS_ACT||NUM||Announce Date of the Actual, from the Detail Actuals File, SAS Format|
|ANNTIMS||NUM||Announce Time, SAS Format|
|ANNTIMS_ACT||NUM||Announce Time of the Actual, from the Detail Actuals File, SAS Format|
|CURR_ACT||CHAR||Currency from the detail Actuals File|
|CURRFL||CHAR||Canadian Currency (Estimate Level)|
|FPEDATS||NUM||Forecast Period End Date, SAS Format|
|CHAR||Primary/Diluted Flag(Estimate Level)|
|REPORT_CURR||CHAR||Report Currency from Report Currency File|
|REVDATS||NUM||Review Date, SAS Format|
|REVTIMS||NUM||Review Time, SAS Format|
|USFIRM||NUM||U.S. Firm (USFIRM=0 if from .INT, and USFIRM=1 if from .US file)|
IBES Global Aggregates
I/B/E/S KB Articles
Dataset List: I/B/E/S (IBES)
The Institutional Brokers Estimates System provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations.
Path on WRDS Server: /wrds/ibes/sasdata
|1||TICKER||Char||6||IBES Ticker Symbol|
|3||OFTIC||Char||6||Official Ticker Symbol|
|5||ACTDATS||Num||8||Activation Date, SAS Format|
|6||ESTIMATOR||Num||8||Contributing estimator code|
|8||CURRFL||Char||1||Canadian Currency Flag (Estimate Level)|
|9||Char||1||Primary/Diluted Flag (Estimate Level)|
|10||FPI||Char||1||Forecast Period Indicator|
|11||MEASURE||Char||3||Measure (Data Type Indicator)|
|14||USFIRM||Num||8||USFIRM=0 if from .INT file and USFIRM=1 if from .US file|
|15||FPEDATS||Num||8||Forecast Period End Date, SAS Format|
|16||ACTTIMS||Num||8||Activation Time, SAS Format|
|17||REVDATS||Num||8||Review Date, SAS Format|
|18||REVTIMS||Num||8||Review Time, SAS Format|
|19||ANNDATS||Num||8||Announce Date, SAS Format|
|20||ANNTIMS||Num||8||Announce time, SAS Format|
|21||ACTUAL||Num||8||Actual Value, from the Detail Actuals File|
|22||ACTDATS_ACT||Num||8||Activation date of the Actual, from the Actuals File|
|22||ANNDATS_ACT||Num||8||Announce date of the Actual, from the Detail Actuals File|
|23||ACTTIMS_ACT||Num||8||Activation time of the Actual, from the Actuals File|
|23||ANNTIMS_ACT||Num||8||Announce time of the Actual, from the Detail Actuals File|
|24||CURR_ACT||Char||3||Currency from the Detail Actuals file|