Investment Trust Coverage and Key Datatypes
Thomson Reuters Datastream covers all UK listed Sterling Investment Trusts with
standard equity datatypes and specialist Investment Trust datatypes. We have
recently increased coverage by providing published net asset values for other UK
closed ended companies. We also provide Datastream calculated Investment Trust
sector and total market indices.
Key Features of Investment Trust data items
Datastream’s Investment Trust database provides daily estimated net asset values
(NAVs) for UK Investment Trusts. NAVs are estimated twice daily to capture realtime and closing market prices. Associated sector indices are also calculated daily.
As well as current estimates, the database provides comprehensive historical
published NAV data and historical estimates where published data is unavailable.
Main Constituent Lists and Total Market Index
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ITDM - List of all codes with estimated Net Asset Values - 466 UK Trusts
ITALL - List inclusive of all share classes – 565 UK Trusts
ITSV – List of all codes included in Total Market
INVTRST/INVTSUK – Datastream UK Total Market Index menmonics
How to access Investment Trust Sector Indices and constituent lists
Investment Trust Sector Indices and Constituent lists can be accessed via the
navigator by simply selecting data category >Equity indices > Datatype > Investment
Trust.
To see the constituents of these sector Indices please just add L to the Index
mnemonic.
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57 Sector Indices available – e.g. ITGLBGW – Global Growth
57 Sector Constituent lists available – e.g. LITGLBGW – Global Growth
You can download the constituents of these indices in Excel by selecting Static
Request in the Datastream-AFO add in, type the required Mnemonic code in the
series box and name in the datatypes box. The example below displays price and
market value data for the selected index.
Key Datatypes for individual Investment Trust codes
UK Investment Trusts trade in exactly the same way as equities so have all the same
datatypes in relation to price, market value, dividend, volume etc. What makes
Datastream’s Investment Trust service a niche product is the asset related datatypes
we provide for customers. Detailed below are our NAV related datatypes available
on all codes included in constituent list ITDM
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NAVD – Net Asset Value Diluted for Warrants (estimated and published data)
NAVP – Net Asset Value Undiluted for Warrants (estimated and published )
NAVF – Diluted Net Asset Value with debt at fair value (estimated data only)
PNAVD – Published only Net Asset Value Diluted for Warrants
PNAVP – Published only Net Asset Value at Par (Undiluted for Warrants)
PNAVC – Published only Fair Net Asset Value Including Current Period
Revenue
PNAVDT – Published NAVD Date
NAVDRI – Net Asset Value Total Return on NAVD
NAVPRI – Net Asset Value Total Return on NAVP
Discount Expression – (X/X(NAVD)-1)*100
Key Datatypes for Datastream calculated Investment Trust Indices
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AD – Investment Trust Net Assets Diluted
AP – Investment Trust Net Assets at Par (undiluted)
TD – NAV Total Return Diluted (NAVDRI)
TP – NAV Total Return at Par (NAVPRI)
DP – Discount Diluted
PP – Discount at Par
Constituent Lists with published Net Asset Value data – datatype NAV
We have recently increased coverage by providing published net asset values for
other UK closed ended companies which come under Equities on Datastream. The
datatype NAV can be used with the following constituent lists.
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LHDGITSV – 70 UK Hedge Funds
LAIMITSV – 110 UK AIM Closed Ended Companies
LUKREITS – 17 UK Real Estate Investment Trusts
LOTHRNAV – 18 Other UK Investment Companies with NAV data
How to get help
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Helpdesk 0870 458 1052
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Datastream Trainer