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
- 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 )
- Leverage seems too extreme on LB(415.3 on 2016-06-02 for roe_morningstar)
- 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.