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Average Forward P/E for Sector

Hi, Colleagues

Could you, please, explaine me how to know to wich sector belongs the stock  and how to get average Forward P/E for this sector

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I can get the code of sector, but what I have to do with it:

qb.GetFundamental(["M","PM"], "AssetClassification.MorningstarSectorCode", datetime.now() - timedelta(days=5), datetime.now()).fillna(method='ffill')

 

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Hi SLs,

The only solution I can think of is to use fine/coarse selection to select all stocks in the specific sector and then manually calculate the average Forward P/E. The research environment does not support fine/coarse universe selection yet, so you will need to do this in the backtest section.

filteredFine = [x for x in fine if x.AssetClassification.MorningstarSectorCode == MorningstarSectorCode.ConsumerCyclical]

Hope this helps!

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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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0

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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