I am puzzled that some of my WLP backtests show no activity say prior to 2003. And activity prior to October 2004 is pretty sparse.
Is it because Fidelity's fundamental data set does not go back much past Oct 2004?
If so, which other data providers would have a rich set of data going a long ways back?
Would the Wizard's fundamental entries work for those other data providers, or a lot of massaging required to match them up to the Wizard?
Size:
Color:
Fidelity items, such as dividends, go back to 1999.
MSN fundamental data for securities provides 10 annual items going back 10 years.
YCharts fundamental provider has 39 quarterly items going back 10 years.
Fundamental items in different providers are named differently. So, the Wizard's entries under "General Fundamentals" will work with YCharts and MSN F., Fidelity specific others not (e.g. Fundamental Ratios).
Size:
Color:
My suspicion is now centered on some if not all of Fidelity's Fundamental Ratios, possibly not going back beyond mid October 2004.
For example, the ratios for Market Cap and Enterprise Value seems to fall short.
CODE:
Please log in to see this code.
Size:
Color:
Fidelity Fundamental data is always refreshed when downloaded for the last 24 quarters (6 years).
Size:
Color:
So does the YCharts provider - refreshes the last 10 years. And the MSN fundamental provider does it as well.
Size:
Color: