DataMiner Operation RanksMulti

Overview

This operation allows you to download current or historical ranks for multiple ranking systems for a single date. The Ranking system can be specified directly in the script or you can use existing ranking systems. It’s like using a screen with an unlimited number of “Rating” commands.

Input Specification

Default values if not specified are in [brackets]. Any parameter which has a default value is optional and can be omitted. The input script is in YAML syntax. The learn the basics see DataMiner YAML Syntax

Key	Value	Description
Main:	# Section with main settings
→ Operation:	RanksMulti
→ On Error:	[Stop],  Continue	Specifies if you want to stop an operation when there is an error.
→ Precision:	[2],3,4	Decimal precision of the output values.
Settings:	# Section with operation settings
→ Vendor:	[FactSet], Compustat
→ Include Names:	[false], true	Include company names in the results.
→ Tickers		The stocks to be ranked. If omitted, all stocks in the universe are ranked.
→ Universe	ALLFUND, SP500, etc.	Specifies the Universe to be used in the operation. Specify the name of your custom universe or one of the Portfolio123 Universes
→ PIT method:	[Complete],  Prelim	“Prelim” includes preliminary data from earnings calls, while “Complete”  only includes quarter or annual report data.
→ As Of Date:		Date used when ranking.
Iterations:	# Ranking lists
→ -
→→ Name:		Iteration name used in the output.
→→ Ranking System:	see DataMiner Ranking Definition
→→ Ranking Method:	[NAsNegative], NAsNeutral	How NA's will be handled.

Sample Input

Main:
    Operation: RanksMulti
    On Error:  Stop

Default Settings:
    PIT Method: Prelim
    As of Date: 2020-12-01
    Universe: SP500

Iterations:
        # Existing ranking system
    -   Name: Core Growth
        Ranking System: "Core: Growth"
        Ranking Method: 'NAsNeutral'

        # Single Formula
    -   Name: EPSExclXorGr%TTM
        Ranking System:
            Rank: Higher # ( [Higher] | Lower | Summation )
            Method: NAsNegative #( [NAsNegative] | NAsNeutral )
            Nodes:
            -   Type: StockFormula
                Rank: Higher # ( [Higher] | Lower | Boolean )
                Formula: EPSExclXorGr%TTM
                Scope: Universe # ( [Universe] | Industry | Sector )

        #Multiple formulas
    -   Name: Value rank
        Ranking System: 
            Rank: Higher # ( [Higher] | Lower | Summation )
            Method: NAsNegative #( [NAsNegative] | NAsNeutral )
            Nodes:
            -   Type: Composite
                Name: Value Composite
                Weight: 100 # ( [0] - 100 where 0 indicates equal weight)
                Rank: Higher # ( [Higher] | Lower | Summation )
                Nodes:
                -   Type: StockFormula
                    Name: EarnYield
                    Weight: 50  # ( [0] - 100 where 0 indicates equal weight)
                    Rank: Higher # ( [Higher] | Lower | Boolean )
                    Formula: EarnYield
                    Scope: Universe # ( [Universe] | Industry | Sector )
                -   Type: StockFormula
                    Name: Pr2SalesTTMvsInd
                    Weight: 50
                    Rank: Lower
                    Formula: Pr2SalesTTM
                    Scope: Industry

Sample Output