Scraping the justETF ETF Screener.
The most part of the project is implemented as Notebook, but you can easily refactor this to a script.
After loading,
cleanup and
enrichment
you get pandas.DataFrame with over 2670 rows and following structure:
| isin | wkn | ticker | valor | name | index | date | age | strategy | domicile_country | currency | hedged | securities_lending | dividends | ter | replication | size | asset | instrument | region | at_gettex | at_xetra | at_london | at_euronext | at_stuttgart | at_six | yesterday | last_week | last_month | last_three_months | last_six_months | last_year | last_three_years | last_five_years | 2021 | 2020 | 2019 | 2018 | last_dividends | last_year_dividends | last_year_volatility | last_three_years_volatility | last_five_years_volatility | last_year_return_per_risk | last_three_years_return_per_risk | last_five_years_return_per_risk | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | CH0496484640 | A22FMC | 21XA | 49648464 | 21Shares Bitcoin Suisse Index ETP | 21Shares Bitcoin Suisse | 2019-10-04 | 2.653215 | Long-only | Switzerland | USD | False | False | Accumulating | 2.5 | Physically backed | 28 | Cryptocurrencies | ETN | NaN | True | False | False | False | True | True | -38.90 | -5.35 | -28.91 | -22.74 | -46.65 | -19.87 | NaN | NaN | 129.88 | 252.92 | NaN | NaN | NaN | NaN | 72.54 | NaN | NaN | -0.27 | NaN | NaN |
| 1 | CH0445689208 | A2TT3D | 21XH | 44568920 | 21Shares Crypto Basket Index ETP | 21Shares Crypto Basket | 2018-11-21 | 3.521708 | Long-only | Switzerland | USD | False | False | Accumulating | 2.5 | Physically backed | 111 | Cryptocurrencies | ETN | NaN | True | True | False | True | False | True | -50.78 | -6.49 | -37.14 | -32.25 | -57.58 | -33.83 | 200.00 | NaN | 166.39 | 241.24 | 20.41 | NaN | NaN | NaN | 77.30 | 78.17 | NaN | -0.44 | 0.57 | NaN |
| 2 | IE00B0M62Y33 | A0HGWF | IUSJ | 2308837 | iShares AEX UCITS ETF | AEX® | 2005-11-18 | 16.538147 | Long-only | Ireland | EUR | False | True | Distributing | 0.3 | Full replication | 471 | Equity | ETF | NaN | True | False | True | False | False | True | -11.57 | 2.73 | 1.06 | -3.27 | -9.75 | -0.02 | 34.98 | 47.69 | 29.89 | 5.14 | 27.55 | -8.05 | 1.81 | 1.78 | 18.44 | 20.68 | 17.65 | 0.00 | 0.51 | 0.46 |
For further usage, see Notebook.
This project was inspired by this Stack Overflow question.