Home > company information > All UK companies over $10million, 2000 to 2013

All UK companies over $10million, 2000 to 2013

A recent comment asked about creating a list on UK companies listed between 2000 and 2013 and with a market capitalisation of more that $10 million using Datastream. The basic technique is to use a Datastream static request to get data about UK companies, and filter to create the required list.

There are a number of key Datastream datatypes that commonly used

  • DSCD – Datastream code
  • EXDSCD – Exchange Datastream code (as a check)
  • BDATE – Base date
  • TIME – latest/final data of price data
  • MV – market value (market cap), MV~U$ will give this is US dollars.

If you want companies listed between 2000 and 2013, is this companies that are listed continually from 01 Jan 2000 to 31 Dec 2013, or as is more common companies that are listed for some time between 01 Jan 2000 and 31 Dec 2013.

If you are looking for companies with a market capitalisation of more than say £100 million, is that companies whose market cap is always over £100 million, or those whose market cap is over £100 million at some time. The spreadsheet below illustrates one approach.

Datastream static request including market cap

Datastream static request including market cap (click to expand)

The spreadsheet above shows the results of a static request for BDATE and TIME and the market value in US dollars (MV~U$) on the 31 December for each year 2000 to 2013.

For the market value, an alternative is to make a time series request for the market value in US dollars, for example for each quarter 2000 to 2013, and combine this with the static request.

If we take the maximum of all the MV~U$ values in the spreadsheet above then we have the maximum market value at each year end. The maximum of the MV~U$ values for the quarterly time series gives the maximum at each quarter end for the relevant time period.

The Datastream predefined list WSCOPEUK is a reasonable choice for an initial list. (See earlier post All UK listed companies (part 2) for details) We can use Excel to sort and filter to give the required set of companies.

  • 5189 – WSCOPEUK – UK companies
  • 4535 of these – have a market cap in US dollars over 10 for at least 1 quarter end 2000 – 2013
  • 3848 of these – have TIME > 01 Jan 2000, so were listed for at least part of the relevant time period
  • These 3848 do include 8 companies that were only listed in December 2013 (BDATE > 30/11/2013) and 12 companies that were delisted in January 2000 (TIME < 01/02/2000)

Happy with this list of 3848 UK companies, then select the column of Datastream codes (DSCD) and use the Create List(from Range) option in the Datastream tab to create your list that can be used in future Datastream queries.

 

 

 

 

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