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ROE and Leverage problem
kevin wang
posted
API Seeking Help Getting Started Research Fundamentals

Hello everyone,

I am new to the Quantopian community and I have created a research notebook to explore different data references within the community. Some of the issues I encountered are

  1. roe_factset and roe_morningstar have different numbers (I understand FactSet Fundamentals uses different timeframe to calculate the ratio (roe_af and roe_qf), however, Morningstar provide no calculation reference )
  2. Leverage seems too extreme on LB(415.3 on 2016-06-02 for roe_morningstar)
  3. roe_morningstar seems large on LB(41.66 on 2016-06-05)

P.S. LB is only an example there are others such as SIRI(leverage seems very large on 2016-06-02 )
and MCO(roe_factset seems very large on 2016-06-01)

Those issues have frustrated me over a week. I am not sure if I did anything wrong or there is a problem within the pipeline. I could not figure it out. Anyone who can shine some light on my problem will be greatly appreciated.

Thank you.

Kevin

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