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Morningstar - a lot of missing values
Stefan
posted Sep 19, 2019

Hi,
attached please find a notebook taking just a handfull of balance sheet / income statement items from 2002 to 2018 for the whole QTradableStocksUS universe.
It seems for a lot of companies/timestamps there is no data on some basic accounting items. (e.g. income_tax_payable: 64% of records NULL, total non-current liabilities: 45% of records NULL, total non-current and current assets 13% of records NULL, shares_outstanding: 5% of records NULL,...)

Why are there so many NULLs in the dataset? I understand that some companies might not have certain accounting items, but these numbers seem a little off.

3 responses
Oscar Johansson
Feb 18, 2020

Great code! I was going through the api and saw the same problem. Has there been an answer to why this is yet?

Oscar Johansson
Feb 18, 2020

Ran similar test for the Factset dataset. Might the duration of the pipeline be a reason for the lack of datapoints. It is still weird how inconsistent it seems to be.

Anyone has a good explanation and how to approach the problem?

Nathan Ramos
Feb 27, 2020

I get lots of NaNs and nulls (zeros) using Factset...Still trying to figure how to properly filter stocks with those values from my pipeline. Everyone seems to have a different answer. 

    asset_turnover = Fundamentals.asset_turn_qf.latest
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