Posted by Victor1991 at Sep 8, 2022 8:52:58 AM
Stock formula for EPS#Positive as a factor
Greetings all,

I've been trying to replicate the EPS#Positive formula by hand, but cannot seem to get the same ranking scores. I want to see what the results would be for other metrics like cashflows.

The formula I tried was: LoopSum("Eval(EPSInclXor(CTR, ann) > 0, 1, NA)", 20, 0, 1, FALSE, TRUE), but this does not give me the exact same results.

Any ideas?

Posted by marco at Sep 8, 2022 9:27:24 AM
Re: Stock formula for EPS#Positive as a factor
Try using EPSExclXor . I'll update the documentation for EPS#Positive

Loopsum is limited to 20 but EPS#Positive returns numbers higher than 20 . We'll change LoopSum limit; here's no reason for it to be so low.
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Portfolio123 Staff.

Posted by marco at Sep 8, 2022 11:05:16 AM
Re: Stock formula for EPS#Positive as a factor
Did some further investigation...

EPS#Positive can access entire dataset of 40+ years of annuals and can return values 40+. It's an inefficient method that we use in certain cases and is not available to functions like LoopSum

LoopSum can only access up to 20 years of "point in time" history from the "as-of" date , so it can never match EPS#Positive completely.
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Portfolio123 Staff.

Posted by Victor1991 at Sep 8, 2022 12:56:53 PM
Re: Stock formula for EPS#Positive as a factor
Thank you, Marco, that clarifies things. I will check out how far I come with the 20 years of the Loopsum formula then!

Thanks again.