Hi, I have been strugling searching the quantconnect how to filter stock using add_universe_selection() since morningstar doesnt provide beta data. Someone can help me?

 

I want something like this:

def fundamental_filter_function(self, fundamental: List[Fundamental]):
    
filtered = [f for f in fundamental if 
f.has_fundamental_data and 
f.beta < 1 ]
    
sorted_by_pe_ratio = sorted(filtered, key=lambda f: f.valuation_ratios.pe_ratio)
    return [f.symbol for f in sorted_by_pe_ratio[:10]]