How to calculate change of balance sheet items over time?

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How to calculate change of balance sheet items over time?

posted

I would like to calculate the change of balance sheet items. For example change of total asset:
( total_asset current_reported_value - total_asset_previous reported value) / (total_asset_previous reported value). When I use pipleline to calculate the data, the windowlength is based on date, but in this case, I want the window_length to be based reporting period.

Thanks.

2 responses

I believe using the returns factor works out
i.e. Returns(inputs = [morningstart.balance_sheet.item],window_length = 63) for quarterly change

I plotted the total asset and the change calculated by your Return factor method. The 63 window_length will give you some weird values due to the difference of the reporting date.
Is there a way to get previous reported value directly through pipeline.

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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.