Is it possible to create a seperate 'score' variable for each stock in the pipeline universe and assign it a score to be used for ranking, filtering, and purchasing? If so, how would one go about doing this?
For example:
score_factor1 = morningstar.valuation.market_cap.latest
score_factor2 = morningstar.operation_ratios.common_equity_to_assets.latest(window_length = 365)
factor1 = if score_factor1 >= 100000 AGGSCORE = +1
else AGGSCORE = -1
Or something to this effect. I've been brainstorming a few ideas, and this seems like it would be a moderately efficient way to rank and pick stocks from the pipeline, but I haven't been able to find any recent example of anyone doing this.