a) there is no MarketCap field available directly
b) price*share_count will not work. Share counts are not split adjusted. Look at the TSLA 5:1 split event between 2020-08-28 - 2020-09-01 , FinancialStatements.BalanceSheet.ShareIssued.ThreeMonths (or any other share count for that matter) stayed constant.
c) inferring from balances & valuation ratios won't work either. Look at TSLA between 2020-08-28 - 2020-09-01 ValuationRatios.PERatio jumped from 691 to 1203 in 2 days, there's no way that's correct.
How are people getting Market Capitalization in a reliable way in their algorithms?
Karthik Kailash
Security.Fundamentals.MarketCap seems to work for me
Shile Wen
Hi Andreas,
To get the Market Cap in the fine filter, we should use fine.MarketCap.
Furthermore, the reference for other Fundamental data can be found here, though MarketCap isn't listed, we will add it ASAP.
Best,
Shile Wen
Andreas Muller
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