We recently noticed that because of some faulty handling of quarterly NA values, some stocks were showing TTM debt of 0 when they actually had plenty of debt on their books. Not many companies had this problem: most of them are foreign companies, many of whom report semiannually. At any rate, as of this afternoon at around 4 PM this will be fixed. TTM debt will be the average of the last four quarters’ non-NA debt values. In addition, if DbtTotQ, DbtSTQ, or DbtLTQ are NA, they’ll fall back to the most recent non-NA debt figure within the last four quarters.
This may cause some backtests to produce slightly different results when rerun.