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Universe Selection - Dividends/Earnings Filters

Hi,

Does anyone know how to exclude stocks that pay dividends? Maybe something like "x.EarningReports.TotalDividendPerShare.TwelveMonths == 0" within SelectFine, but not sure...

Also, how to avoid trading stocks that yesterday or recently had earnings release?

Thanks!

Emilio

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Hi Emilio,

Your suggestion for how to exclude a company that has paid a dividend in the last 12 months is correct. Adding that condition to your Fine Universe selection will allow you to filter out companies based on whether or not they've paid a dividend. Additionally, you can see when a company reported their most recent earnings using EarningReports.FileDate and so a filter can be added in the Fine Universe selection using this to avoid trading stocks that have recently released quarterly earnings.

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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.


Thank you so much Jack!

Emilio

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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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