TROUBLE WITH REBALANCE

Research
1

I am trying to rebalance the O’Shaugnessy portfolio (as created by Dan Parquette) and I’m getting the following error message:

In ‘Shareholder Yield’-> Error near ‘FPSS’: Invalid command ‘FPSS’

This comes from Dan’s “Shareholder Yield” factor in the ranking system:

Oshaugnessy Trend Value_value

The Shareholder Yield factor was formulated by Marc Gerstein at this link: http://portfolio123.com/mvnforum/viewthread?thread=4411

I believe the only thing that has changed is the switch in data providers. Are line items transfered over now? Can this be repaired so I can rebalance this port?

Thanks much!

2

Here’s the old formula . . .

(ItemTTM(FCDP,0) - ItemTTM(FPSS,0))/MktCap

Here’s the new formula . . .

(DivPaid(0,ann)+( EqPurch(0,ann)-EqIssued(0,ann)))/mktcap

And, of course, if you need to compare it with Yield, you can do this . . .

((DivPaid(0,ann)+( EqPurch(0,ann)-EqIssued(0,ann)))/mktcap)*100