Help - Simple fundamentals? by SDBarr

SDBarr

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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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SDBarr

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Jing Wu

213.6k ,

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.

Wu zheng

59 ,

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.

Michael Manus

9.7k ,

https://www.quantconnect.com/docs/data-library/fundamentals

Michael Manus

9.7k ,

Because search in the documentation does not work there is the link above :)

SDBarr

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