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Screen based on Change of Historical Fundamental/Morningstar Data

I am new to Quantopian and still trying to get my arms around a lot of the functions and data sets. In the attached, I am simply trying to do a screen for companies that have improved their net debt over the last three years (less outsanding debt or more net cash). I can't get it to work. I think the classes for Current_Net_Debt and Historical_Net_Debt are not working correctly. Any help would be much appreciated!

2 responses

First off, welcome!

Fundamental data is a bit cumbersome to work with because of the way the data is reported. It's not reported 'real time' but rather lags a month or more when a company reports quarterly data on their 10Q. Moreover, after the reporting date, the fundamental data is updated backwards to the 'as-of' date.

Take a look at this post https://www.quantopian.com/posts/change-in-fundamental-data-in-research for some ideas. I believe it addresses what you are trying to do.

Good luck.

Thanks Dan I will take a look.