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Hello,
I have a quick question.. I'm trying to build a strategy which uses 1month ROIC data. in the documentation:
https://www.quantconnect.com/docs/data-library/fundamentals#Fundamentals-Using-Morningstar-Datait says ROIC is available under
fine.OperationRatios.ROIC.OneMonth
but in backtesting i've only been able to access the ThreeMonth field. Is this some sort of mistake or is ROIC data actually available in shorter timeperiods than this? if so, how do I access it?
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Rahul Chowdhury
Hey Alexander,
ROIC is only available in the three months, six months, and one year periods. You can check this by finding ROIC in the MultiPeriodValueTypes.cs file, which contains many multi-period fundamental data types and their available periods.
One month ROIC is difficult to calculate because public companies generally release earnings once a quarter, which means we're limited to a resolution of 3 months.
Alexander Kool
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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