Starting a separate thread now that we know that the problem is on FactSet side.
Interim period 3/31/2023 was deleted sometime around March 4 from the historical dataset for a large number of companies. As to how this happened they are not saying. We think around 2000 companies were affected in the regions we have. We reported the problem yesterday giving NFLX and META as examples, and they only fixed those two.
I was just told that it has been escalated to top priority. I provided them with our full findings so that they don't limit their analysis to the few examples we provided initially. They cannot tell me right now the full scope, like: Is it only the 3/31/2023 interim? Is current data affected? Are other dataset like estimates affected?
You can also run the screen above with an As-Of Date of 1/1/2024 and see that 145 stocks in the SP500 have NAs for SalesTTM. It should be 2 or less typically.
Might be unrelated. In our DB snapshot before the fat finger event, the 2025-09-30 interim for CEDRE was missing as well. So it could be the same reoccurring problem we see in Europe where sometime interims are not picked up. Very annoying that they don't have processes to detect that they are creating holes in the data when they added 2025-12-31
We have not received official confirmation that the problems have been resolved. However, since the missing interims around 2023 seem to have been fixed, we will proceed with Monday's rebalances.
When I reran my sim this morning, my annual returns and holdings changed starting from 2019 to present. Prior to 2019 everything was fine. No factors in my sim changed. My 16 year annual CAGR changed by over 7%.
We never got final confirmation that everything was resolved. Like all vendors they are probably fixing big stocks first. Your particular sim is very sensitive to any changes:
it has a CAGR of 70+%
It only holds 6 stocks
Lots of smallish stocks
Any small variation will can have a significant impact.
As soon as I hear official confirmation they are done I will report it.
I have Canadian stocks as well in my sim. Yesterday everything was fine with the sim, then today starting in 2019 the portfolio changed. There are 6 more trades in the system that weren’t there yesterday.
I also noticed yesterday morning when I downloaded the rank data it was dated March 11. I just downloaded the rank data now, and its also dated March 11, yet its different data.
