DataMiner Operation RanksMulti

Return the ranks from multiple ranking systems.

Marco Salerno
Written by Marco SalernoLast update 27 days ago

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

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