Hello!
I was working on understanding the fundamental data structures and pulling relevant information from them this morning when I seemed to find a discrepancy between the data Quantopian was reporting and the data on Morningstar's website. It may be a simple issue of interpretation, so I would greatly appreciate it if somebody could clear this up!
I was trying to figure out how to pull specific information out of the data, and when I pulled the dividend yield information, it said 1.81%. The current information says the yield is 1.78%, and the projected yield is 1.87%.
Furthermore, when I looked at RoA it did not match the RoA (ttm) listed on the website. I do realize that I am testing for data from Oct 5-6, and today is Oct. 7th, but I don't understand why that would affect the dividends yield information.
Any help clarifying this would be greatly appreciated!
Thanks!
- Andrew
def initialize(context):
pass
def before_trading_start(context):
context.fundamentals = get_fundamentals(
query(
fundamentals.valuation_ratios.dividend_yield
)
.filter(fundamentals.valuation_ratios.dividend_yield >= .017)
.order_by(
)
.limit(20)
)
update_universe(context.fundamentals.columns.values)
def handle_data(context, data):
for stock in context.fundamentals:
print context.fundamentals[stock]
2015-10-05 PRINT dividend_yield 0.0181
Name: Equity(24 [AAPL]), dtype: float64