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Re: Update engine with new FactSet-only functions

Can you help to get the correct FHist formula for both cases? I am really struggling to get it right. Also the past comment of Marco "I would NOT use FHist with estimates" makes me a bit uncomfortable.

Thank you in advance for your help.

Marco said that because if you use it wrong, you'll end up with the wrong quarter's estimate. ConsEstMean(#EPSQ,0,13) will be totally different in most cases from FHist("ConsEstMean(#EPSQ,0),"13) because the first will point to the most recent quarter and the second will point to the quarter before that in most cases.

For the first case, this should work pretty well: Eval(LatestActualDays=NA, NA, FHist("ConsEstStdDev(#EPSQ,0)", Trunc(LatestActualDays/7 + 1)))

For the second, it would be more of a guess--use the same formula but + 14 in place of + 1.

Perhaps we should enable -1, -2, -3 etc in the second parameter. But we haven't done so yet, and I'm not sure when we will.

As always with FHist, you need to watch out for splits. FHist never adjusts for those.

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

Jul 20, 2020 9:53:25 AM       
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