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SUpirate1081
Factors Missing

Several 5 year growth factors have disappeared since last week. So far I've discovered:

CF5YCGr%
PMgn5YCGr%
SalesPS5YCGr%

Was this announced? Were they marked as deprecated? Why have they been dropped?

Aug 11, 2015 4:50:42 PM       
Edit 1 times, last edit by SUpirate1081 at Aug 11, 2015 4:52:21 PM
SUpirate1081
Re: Factors Missing

And CapSp5YCGr%

Aug 11, 2015 5:01:28 PM       
SUpirate1081
Re: Factors Missing

And BV5YCGr%

Aug 11, 2015 5:02:22 PM       
SUpirate1081
Re: Factors Missing

and GMgn5YCGr%

Aug 11, 2015 5:04:47 PM       
portfolio123
Re: Factors Missing

Look like they are missing from the reference. We redid the reference to support the auto-complete feature. I think anything with a '%' is missing from the reference but it's still available if you use it in rules. Thanks for reporting it . We should have a fix tomorrow.

Aug 11, 2015 6:56:43 PM       
SUpirate1081
Re: Factors Missing

Thanks.

SGA2SalesTTM also appears to be missing. They are not accepted when entered into the Raw Editor for systems. They generate an error: { "message": "ERROR: In 'Factor'. Invalid value (SGA2SalesTTM)!", "line": "21" }

Aug 11, 2015 7:40:01 PM       
wwasilev
Re: Factors Missing

IntInc(0,TTM) is also missing.

Aug 14, 2015 11:35:09 AM       
marco
Re: Factors Missing

So it's not a bug... we're still dealing with the remnants of Reuters definitions and naming conventions.

We removed all ratios that were in the DEPRECATED category in the rule reference as they interfered with auto-complete in the rules. They can still be used , but we would like you to transition over to the new versions (and when missing ones become available next week). The raw-editor will not support the old names, sorry about that.

- SGA2SalesTTM was renamed SGA2Sales%TTM. See the help on SGA2Sales% , all the variations are there

- IntInc(0,TTM). Compustat is not giving us any interim data on this, all N/A's. Only annual is available.


For the 5Y compounded growth rates: you can still use them but they will not reappear in the reference. Some of the main issues with the ones that disappeared are:

- Bad names
- One off, like PMgn5YCGr% based on net income which include xor items (not recommended, use Net Profit Margin next week)
- Inconsistent implementation. For examples Sales growth has a full set implemented but SalesPS growth only had 5Y

Of course you can write the growth rates yourself , but it's very time consuming and error prone. For example:

Sales5YCgr% => ((SAles(0,ANN) -Sales(5,ANN))/Abs(Sales(5,ANN)))^1/5

We're working on a permanent solution for next week. We're adding functions to easily get annual growth rates for any fundamental function.

Thanks for bringing this up

Portfolio123 Staff.

Aug 14, 2015 1:53:55 PM       
Edit 1 times, last edit by marco at Aug 14, 2015 1:54:12 PM
albaqawi
Re: Factors Missing

Thank you for the update, is it possible to get an email announcement once this issue is resolved?

Aug 17, 2015 7:06:33 AM       
marco
Re: Factors Missing

Any deprecated 5Y growth rate can now be recreated using Gr%5Y. See this post , thanks

Portfolio123 Staff.

Aug 18, 2015 7:04:01 PM       
Edit 2 times, last edit by marco at Aug 18, 2015 7:04:33 PM
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