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Help - Simple fundamentals?

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Hi All, I'm new here. I'm guessing this should be easy, but I can't find anything in the docs about it! (been searching for ages now).

In my research notebook I want to pull in Market Cap and Enterprise value for a few stocks. However can't find any info on how to do this?? I've looked all through here: Documentation   /   Research   /   Fundamental Data and can't for the life of me find how to do it.

I also want to pull in the EVtoRev ratios, eg data = qb.GetFundamental(["BOX","TEAM", "TWLO","VEEV"], "ValuationRatios.EVtoRevenue", datetime(2017, 1, 4), datetime.now()) 

but when I do that, I just get results of 0 or NaN in the data. Which also seems odd for such a simple ratio...

Thanks in advance for the help!

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4 Comments
 
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

We've got new Morning Star data recently which has added more fields in LEAN's code. 

https://github.com/QuantConnect/Lean/blob/ae642133268e7a3a04606ea579fe8c4a99031e04/Common/Data/Fundamental/Generated/CompanyProfile.cs

CompanyProfile.EnterpriseValue and  CompanyProfile.MarketCap are all included in new fields.

But we haven't processed or announced the new data yet for backtesting/live trading in QuantConnect. The new data should be ready very soon and requires a reprocessing of the dataset. We're doing more testing in private to make sure the new fields ready for production/live trading.

For zero value in "ValuationRatios.EVtoRevenue", we're still working on this issue.

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Jing,

When EVtoRevenue is available, can you put a comment in this thread so that we know and can pick it up. Thanks.

I understand there are a lot of fields, can you make the commonly used fields listed in Yahoo Finance App availabke first. They are a small subset and they will meet the need of most people I think.

Also, is there a website that list all the fields that are currently available? If not, can you guys make one. That will make our life so much easier.

Thanks for bring those data to us. They are very useful.

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https://www.quantconnect.com/docs/data-library/fundamentals
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Because search in the documentation does not work there is the link above :)

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

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