| Index | Recent Threads | Who's Online | User List | Search |
|
|
 |
Portfolio123 » List all forums » Forum: Data related issues » Thread: SP500 data issue ? |
|
Total posts in this thread: 3 |
[Request a Feature]
[Post new Thread] [Add To My Favorites] [Watch this Thread] |
| Author |
|
|
martinfierro
Advanced Member
|
I did a very simple ranking system, using only PE excl extr it, lower values, better. In the screener, selecting SP500 as the universe, Rank<=20 selects about 100 stocks for each period. HOWEVER: for the following periods, it selects zero stocks. From 5/10/04 - 10/18/04 5/9/05 - 9/6/05 5/15/06 - 7/24/06. The change is abrupt, one week is selecting 100 stocks, the next one is zero, and viceversa. Can anyone explain this pattern ? Data issues ? Marting |
||
|
|
martinfierro
Advanced Member
|
Correction: it should have said Rank<=10 selects about 50 stocks. Weird: with Rank<=20 works fine. Martin |
||
|
|
marco
|
It's becaus of the NA's. All NA's are grouped together and given the same rank. The rank chosen is the next one lower from the lowest ranks of the valid values. When you do Rank<10 the lowest value is higher than that, so you get 0 stocks. This has been discussed in a few posts, but I'd have to do some digging to find it ---------------------------------------- Portfolio123 Staff |
||
|
| [Show Thread Printable Version] [Post new Thread] |
