New function that returns the number of NAs in a filing

The new function and related factors is in Fundamentals ⟶ Filings Related

Description

Percent of NAs in Period: Returns the percent of line items pulled that are missing. TTM returns an average of the periods.

Function

PerNAPct(offset, type)
offset: period offset
type: QTR,TTM,ANN

Factors

Interim: PerNAPctQ, PerNAPctPQ, PerNAPctPYQ
TTM: PerNAPctTTM, PerNAPctPTM
Annual: PerNAPctA, PerNAPctPY

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A Polish utility company ENA:POL seems to have 93.41% of missing values.
When I check N/A in Ranks (in Ranking System) the number of N/A factros is 5 out of ~100 factors.
This seems suspicious.
Does PerNAPctQ include also supplementary data, e.g. industry specific for Banks, Utilities ?
... ...

Is there a way to use the screener to show the number of NAs each stock has?

We made a change recently to, by default, exclude prelims. You must be using different settings for the PIT method. Latest results are prelims, and are are 93% empty. Previous final 20%

Either create a Screen Report, or add in the rules and select the report "Screen Factors". You can just add dummy rules so that a factor always shows up, like PerNAPctQ Or 1

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I used in 'Universe'. There is no option to select prelim or not.
I want to remove stocks from universe with high PerNAPctQ.

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So this means that PerNAPctQ or PerNAPctTTM will have a very high value for any stock that has prelims if you use them, but after filing it'll go down to something more normal. If you exclude prelims, you won't have this problem. Do I have that right?

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I was originally interested in this approach :face_with_monocle: let us know @marco

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Universes are not usable directly. It's a component. Every tool that uses universe decides whether prelims are used or not. You can just use the screener to check your Universe.

We could add a prelim choice in the Universe, but it gets overridden. So might be more confusing.

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On second thought we should add an option in Universes to include/exclude prelims. It's a simple UI component. We just have to clearly show that it is not a saved setting of a Universe

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