how to get PEG ratio?

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how to get PEG ratio?

posted Mar 18, 2017

hi guys.

Looked around for a little bit but cannot seem to get peg ratio.
I tried the following, the other ratios seem good but PEG returns all "None."

    f_df = get_fundamentals(  
        query(  
            fundamentals.operation_ratios.roa,  
            fundamentals.valuation_ratios.pe_ratio,  
            fundamentals.valuation_ratios.peg_ratio,  
            fundamentals.valuation_ratios.ev_to_ebitda  
        )  
    )

> f_df.T  
DataFrame:  
                                roa pe_ratio peg_ratio ev_to_ebitda  
security  
Equity(2 [ARNC])           0.011841  33.8983      None      11.0939  
Equity(6 [AACE])           0.007221  78.7402      None          NaN  
Equity(14 [AALA])         -0.037904      NaN      None      -9.4172  
Equity(21 [AAME])          0.004314  22.0264      None       2.4126  
Equity(24 [AAPL])          0.010916  36.9004      None       6.6863  
Equity(25 [ARNC_PR])       0.011841      NaN      None          NaN  
Equity(31 [ABAX])          -0.00447  113.636      None      38.2661  
Equity(32 [ABBK])          0.001424   14.556      None          NaN  
Equity(37 [ABCW])          0.002625  12.7714      None      18.6034  
Equity(47 [RINO])               NaN      NaN      None          NaN  
Equity(48 [ABIX])            0.0204   7.1429      None          NaN  
Equity(49 [ABK])           0.009992   14.556      None      10.8195  
Equity(51 [ABL])           0.007371  17.2117      None       4.9604  
...

3 responses

where does this get_fundamentals method come from? is it a quantopian library or a custom method?

I'm having the same problem. If anyone has a fix would be much appreciated.

Looks like morningstar PEG is available after 2015. I'm seeing some posts that you can get it from Factset for before 2015 but you might have to calculate it as it's not an explicit field in their API.

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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.