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Morningstar Look-Ahead Bias Issue
Ma Ak
posted

From the docs:

Prior to June 2014, Morningstar Fundamentals data is surfaced in simulations based on the report date provided by the vendor ... In the event that the report date is missing or unknown, data is surfaced 45 days after the end date of the relevant fiscal period

However, in the FactSet data post:

For our new FactSet integration, records without a file date are lagged by 45 days for Q1-Q3, and by 60 days for Q4, which is the maximum allowed time to file the year-end report for companies in the US.

Why doesn't Morningstar also have a 60 day delay for Q4? Can this be changed to make it more accurate?

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