We have introduced three new factors:
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IsMLP. This simply returns 1 (true) if the stock is a master limited partnership and 0 (false) if it isn’t.
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IsADR. Similarly, this returns 1 (true) if the stock is an ADR and 0 (false) if it isn’t.
These two factors are equivalent to the functions Universe(MasterLP) and Universe($ADR).
- ExchangeCode. This returns a numerical code for the exchange on which the ticker is listed, and is point in time (so that if a ticker changes exchange, its code will change depending on the as-of date). The codes can all be found here: https://www.portfolio123.com/doc/doc_detail.jsp?factor=ExchangeCode&popUpFullDesc=1