These functions return the specific statistic of the values of "formula" computed by changing the observation date. Split/dividend sensitive values like EPS or prices are adjusted to the as-of date of your analysis. These functions should not be used with estimate data since you might be accessing a different fiscal period.
NOTE: For statistics of historical values using an offset parameter dynamically updated using a CTR variable, see the Loop functions.
FHistAvg: calculates the average
FHistMed: calculates the median
FHistMin: calculates the min value
FHistMax: calculates the max value
FHistSum: calculates the sum
FHistStdDev: calculates the SD
FHistRelStdDev: calculated the RSD = 100 * (SD/Abs(mean))
Parameters
formula: the factor or formula you want evaluated in the past
samples: number of samples (2-156)
weeks_increment: how many weeks between samples (1-52, default 1)
NAPct: the max percentage of values that can be NA (0-80, default 20)
Examples
For example the average Pr2Sales ratio for the past 3 years can be calculated as
FHistAvg("Pr2SalesTTM",39,4)
We use 39 samples since 39 samples every 4 weeks = 156 weeks span, which corresponds to 3Y.