2.2.5 PRIVATE_EQUITY_COMPARABLE
Description: Perform a comparable computation for private equity. This involves finding datapoints which have similar PECCS classifications and factor values (the comparables dataset) and averaging the metric values.
Method: POST
Path: /compute-service/pe-comparables/average/by/pe-profiles
Parameters:
metric (string, required):
The metric for which the comparable has to be evaluated. Options include:"priceToSales", "priceToEbitda", "priceToBook", "priceToEarnings", "evToSales", "evToEbitda", "totalReturns", "ebitdaToSales", "ebitToSales", "netIncomeToSales", "netDebtToAssets", "revenueGrowth", "dividendOverRevenue", "returnOnAssets", "returnOnEquity", "returnOnCapitalEmployed", "netOperatingIncome", "netDebtToEquity"
.currency (string, optional):
The currency of monetary factor inputs, such as size. Possible values include'USD', 'EUR', 'GBP'
.age (int, optional):
The age of the company in months. The comparable computation will keep companies within 6 months of this value. If age is set, endDate and windowInYears will be ignored.startDate (string, date format, required):
The starting date for the comparable dataset.endDate (string, date format, required):
The maximum date of the comparable dataset.windowInYears (int, optional):
The window in years of the comparable dataset. The minimum date of the dataset is calculated as endDate - windowInYears.peccsCountryProfile (object, optional):
Specifies the PECCS profile based on various attributes:industrialActivities (array of strings):
Comma-separated list of industrial activity PECCS codes. Possible values include"AC01", "AC02"
, etc.revenueModel (array of strings):
Comma-separated list of revenue model PECCS codes. Possible values include"RM01", "RM02"
, etc.customerModel (array of strings):
Comma-separated list of customer model PECCS codes. Possible values include"CM01", "CM02"
, etc.lifecycleModel (array of strings):
Comma-separated list of lifecycle phase PECCS codes. Possible values include"LP01", "LP02"
, etc.valueChain (array of strings):
Comma-separated list of value chain type PECCS codes. Possible values include"VC01", "VC02"
, etc.countries (array of strings):
Range of countries as three-letter ISO codes. Possible values can be obtained by calling countries.
factorsProfiles (array of objects, optional):
Specifies profiles based on various financial factors:factorName (string, required):
Name of the factor. Possible values include"Size", "Growth", "Profits", "Leverage", "TermSpread"
.quintile (int, optional):
Quintile value for the factor, ranging from 1 to 5.countries (array of strings, optional):
Range of countries as three-letter ISO codes, applicable for"TermSpread"
factor.
universe (string, optional):
Specifies the market universe. Possible values are"PEU"
for private equity universe and"MIU"
for market index universe.factorWeight (float, optional):
A decimal value between 0 and 1. At the extremes, 1 indicates that comparables are purely based on factors, while 0 indicates that comparables are purely based on PECCS. Values between 0 and 1 create a weighted average between the two.operation (string, optional):
Determines how to aggregate the comparables dataset. Default is"mean"
. Other options include"mean", "median", "datumCount", "companyCount", "p25", "p75", "min", "max", "vol", "var97_5", "var99". Note: "vol", "var97_5", and "var99"
are only applicable for the "totalReturns" metric.intersect_peccs (boolean, optional):
Indicates whether to intersect or union the PECCS filters in the calculation. Default is true.
Request Body
{
"metric": "PriceToSales",
"startDate": "2022-07-31",
"endDate": "2024-07-31",
"age": null,
"peccsCountryProfile": {
"industrialActivities": [
"01"
],
"revenueModel": [
"02"
],
"customerModel": [
"01"
],
"lifecycleModel": [
"02"
],
"valueChain": [
"03"
],
"countries": [
"ITA",
"PRT",
"ESP",
"POL",
"SVK",
"DNK",
"FIN",
"IRL",
"NOR",
"SWE",
"GBR",
"AUT",
"FRA",
"DEU",
"NLD"
]
},
"factorsProfiles": [
{
"factorName": "Size",
"quintile": 1
},
{
"factorName": "Growth",
"quintile": 1
},
{
"factorName": "Profits",
"quintile": 1
},
{
"factorName": "Leverage",
"quintile": 1
},
{
"factorName": "TermSpread",
"countries": [
"ITA",
"PRT",
"ESP",
"POL",
"SVK",
"DNK",
"FIN",
"IRL",
"NOR",
"SWE",
"GBR",
"AUT",
"FRA",
"DEU",
"NLD"
]
}
],
"universe": "PEU",
"factorWeight": "1",
"operation": "mean"
}
Response
{
"data": {
"results": 2.0672512633844677
}
}