I like to use ranking as a starting point for a deep fundamental dive.
Unfortunately, while the current ranking output gives ranks for each subfactor, it does not give sector and market cap. This should be an easy fix.
Please add or suggest a work around.
It’s a lot of work, but take your ten or twenty most important ranking nodes, create custom factors using FRank, and design a screen report with those (Research / Components / Screen Reports). I use screen reports a lot to see all sorts of information. The screen can be very simple–just the top 100 stocks from your ranking system.
If, on the other hand, you have composite nodes that won’t translate to FRank, separate out those nodes into new ranking systems and use the Rating command in your custom factors. You will only be able to see three or four at a time, but you can create different reports with different factors/ranking systems. We are planning to expand users’ ability to use more than the current limit of rating commands, but until that gets done, this is your best alternative.
I also like your suggestion for giving sector and market cap in the ranking output, and will put that on our to-do list.
Hi Yuval - thanks for the work around. It seems like a fair bit of work. ( I am still trying to make aggregate series work :))
A permanent solution would be more welcome