Index | Recent Threads | Who's Online | Search

Posts: 373    Pages: 38    Prev 28 29 30 31 32 33 34 35 36 37 Next
Last Post
This topic has been viewed 18003 times and has 372 replies
yuvaltaylor
Re: FactSet beta site v1.0, NOW LIVE

I apologize if this has been asked. Are there any new data sets with Factset that we didn't have before? For example, different insider trading data, revision data, etc? If so, is there a list somewhere?

Thanks. I greatly appreciate everyone's efforts with the transformation!

Doug

Yes, see this document: https://docs.google.com/document/d/17Q0cVnGdG...UHcMTdYg/edit?usp=sharing
Especially see the section on estimates. There are a host of interesting functions there.

Yuval Taylor
Product Manager, Portfolio123
invest(igations)
Any opinions or recommendations in this message are not opinions or recommendations of Portfolio123 Securities LLC.

Jun 29, 2020 8:12:57 PM       
RTNL
Re: FactSet beta site v1.0, NOW LIVE

Couple of quick questions:

with the new data provider - is it possible to get the following line items uncovered
1. marketing expense
2. Stock based comp
3. Is it possible to see how many companies have R&D expense reported ( a count or %) by making a screen. How does this number compare with Compustat?

Jun 29, 2020 9:03:14 PM       
Doug
Re: FactSet beta site v1.0, NOW LIVE

I apologize if this has been asked. Are there any new data sets with Factset that we didn't have before? For example, different insider trading data, revision data, etc? If so, is there a list somewhere?

Thanks. I greatly appreciate everyone's efforts with the transformation!

Doug

Yes, see this document: https://docs.google.com/document/d/17Q0cVnGdG...UHcMTdYg/edit?usp=sharing
Especially see the section on estimates. There are a host of interesting functions there.


Thanks! Quick question, how would I write a rule to search for companies having greater earnings estimates versus four weeks ago? This doesn't seem to work: ConsEstMean(#EPSY,0)>ConsEstMean(#EPSY,0,4)

Jun 29, 2020 9:50:45 PM       
danparquette
Re: FactSet beta site v1.0, NOW LIVE

3. Is it possible to see how many companies have R&D expense reported ( a count or %) by making a screen. How does this number compare with Compustat?


The counts for R&D are similar. Using the 'All Fundamentals - USA universe' the counts are:
FactSet Compustat
RandDQ != NA 2784 2715
RandDTTM != NA 2532 2361
RandDA != NA 3271 3174

Dan

Jun 30, 2020 8:17:09 AM       
danparquette
Re: FactSet beta site v1.0, NOW LIVE

Quick question, how would I write a rule to search for companies having greater earnings estimates versus four weeks ago? This doesn't seem to work: ConsEstMean(#EPSY,0)>ConsEstMean(#EPSY,0,4)


Hi Doug,
Your formula and the results look correct to me. Could you please explain what you saw that makes you think it is not working?

Dan

Jun 30, 2020 8:40:55 AM       
RTNL
Re: FactSet beta site v1.0, NOW LIVE

Thanks so much, Dan!

I am not sure if I missed this, but do we still have access to Compustat data? Or did you have this information saved up?

Jun 30, 2020 9:04:15 AM       
danparquette
Re: FactSet beta site v1.0, NOW LIVE

I am working for Portfolio123 and helping out with the testing, so I have access to a Compustat id.

Dan

Jun 30, 2020 9:09:32 AM       
RTNL
Re: FactSet beta site v1.0, NOW LIVE

Oh, I see. Thanks, Dan

Jun 30, 2020 10:15:43 AM       
Doug
Re: FactSet beta site v1.0, NOW LIVE

Quick question, how would I write a rule to search for companies having greater earnings estimates versus four weeks ago? This doesn't seem to work: ConsEstMean(#EPSY,0)>ConsEstMean(#EPSY,0,4)


Hi Doug,
Your formula and the results look correct to me. Could you please explain what you saw that makes you think it is not working?


Thanks, Dan. I get zero companies passing the screen using that rule.

Jun 30, 2020 10:32:35 AM       
danparquette
Re: FactSet beta site v1.0, NOW LIVE

Doug - I get 1,4567 records back with that rule. First thing to check is to make sure the universe setting on the screen is All Fundamentals - USA (at least for now to test this). I'm assuming ConsEstMean(#EPSY,0)>ConsEstMean(#EPSY,0,4) is the only rule in the screen and there is no a previous rule that would have eliminated all the stocks. If you have other rules in the screen, disable those for now.

If that doesn't help, then maybe the system thinks you are still a Compustat user. If so, then you would get 0 records from that rule. Try clicking the reload button in the top left corner of the browser. if that doesnt work, then log out of p123, close your browser, reopen it and try the screen again. If the screen still doesnt return any rows, please look at the very bottom of your p123 window and confirm that it says "Copyright © 2020 FactSet Research Systems Inc...." - then we will know that you are setup as a FactSet user.

Dan

Jun 30, 2020 10:49:21 AM       
Edit 1 times, last edit by danparquette at Jun 30, 2020 10:49:47 AM
Posts: 373    Pages: 38    Prev 28 29 30 31 32 33 34 35 36 37 Next
 Last Post