Hi everyone. I would like to find stocks that have negative PE ratios. For somereason, my current implementation returns an empty universe. Can someone please explain what I am doing wrong? Thank you!
def CoarseFilter(self, coarse):
if self.Time.month == self.lastMonth:
return Universe.Unchanged
course = [x for x in coarse if x.HasFundamentalData and x.DollarVolume > 10000000]
course = sorted(course, key=lambda x: x.DollarVolume, reverse=False)
return [i.Symbol for i in course[:500]]
def FineFilter(self, fine):
if self.Time.month == self.lastMonth:
return Universe.Unchanged
self.lastMonth = self.Time.month
fine = [x for x in fine if x.ValuationRatios.PERatio < 0]
fine = sorted(fine, key=lambda x: x.ValuationRatios.PERatio, reverse=True)
self.symbols = [x.Symbol for x in fine[:25]]
return self.symbols