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Dividend yield not working
Matthias Portzel
posted Nov 17, 2017

According to the Fundamentals reference, dividend_yield is something I can use. However, I'm getting an error when I try to use it as a Factor in my algorithm. Help is appreciated.

Code: 

from quantopian.pipeline.data import Fundamentals

def initialize(context):  
    ...  
    dividend_yield = Fundamentals.dividend_yield.latest.rank(ascending=False, mask=my_filter)

Error:
AttributeError: type object 'Fundamentals' has no attribute 'dividend_yield'

Any insights into why this issue is occurring or what I'm doing wrong?

4 responses
Blue Seahawk
Nov 17, 2017

It changed to Fundamentals.trailing_dividend_yield

Matthias Portzel
Nov 17, 2017

Thanks for letting me know. I find it weird that isn't reflected in the docs.

Jamie McCorriston
Nov 21, 2017

Sorry for the confusion, Matthias. The change was made recently as part of the new fundamental data integration. We just update the docs on our staging environment. I expect the changes to make it out to production soon.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Ben Myers
Dec 18, 2017

dividend_per_share also brings the same error

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.