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how to get PEG ratio?

hi guys.

Looked around for a little bit but cannot seem to get peg ratio.
I tried the following, the other ratios seem good but PEG returns all "None."

    f_df = get_fundamentals(  
        query(  
            fundamentals.operation_ratios.roa,  
            fundamentals.valuation_ratios.pe_ratio,  
            fundamentals.valuation_ratios.peg_ratio,  
            fundamentals.valuation_ratios.ev_to_ebitda  
        )  
    )  
> f_df.T  
DataFrame:  
                                roa pe_ratio peg_ratio ev_to_ebitda  
security  
Equity(2 [ARNC])           0.011841  33.8983      None      11.0939  
Equity(6 [AACE])           0.007221  78.7402      None          NaN  
Equity(14 [AALA])         -0.037904      NaN      None      -9.4172  
Equity(21 [AAME])          0.004314  22.0264      None       2.4126  
Equity(24 [AAPL])          0.010916  36.9004      None       6.6863  
Equity(25 [ARNC_PR])       0.011841      NaN      None          NaN  
Equity(31 [ABAX])          -0.00447  113.636      None      38.2661  
Equity(32 [ABBK])          0.001424   14.556      None          NaN  
Equity(37 [ABCW])          0.002625  12.7714      None      18.6034  
Equity(47 [RINO])               NaN      NaN      None          NaN  
Equity(48 [ABIX])            0.0204   7.1429      None          NaN  
Equity(49 [ABK])           0.009992   14.556      None      10.8195  
Equity(51 [ABL])           0.007371  17.2117      None       4.9604  
...
3 responses

where does this get_fundamentals method come from? is it a quantopian library or a custom method?

I'm having the same problem. If anyone has a fix would be much appreciated.

Looks like morningstar PEG is available after 2015. I'm seeing some posts that you can get it from Factset for before 2015 but you might have to calculate it as it's not an explicit field in their API.