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Discounted Cash Flow with Morningstar Data?

Hi,

Has someone implemented DCF fundamental selection using only data provided by MorningStar? 

I can't find samples, and I'm could not find all the data required for DCF calculation.

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Hi Erik,

Since DCF is calculated using estimated values for the future, there is no universal DCF value, and this value may too qualitative to calculate programmatically. However, if you would like to estimate future Cash Flow using past Cash Flow, try our Cash Flow factors, such as Free Cash Flow, which can be retrieved using fine.FinancialStatements.CashFlowStatement.FreeCashFlow.

If there are any Fundamental factors that may aid you in the forecasting of future cash flows, feel free to state them and we take a look to see if they are supported.

Best,
Shile Wen

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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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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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