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Morningstar Data Accuracy

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

2 responses

Well dividend yield is the trailing annualized dividends divided by the price, and the price changes every day...

Ah, thanks.

That makes sense, as opposed to a company setting a target % like 1.78 regardless of share price.