- ago
Receiving NaN when trying to get earnings or eps for SPY,
using DataExtensions or Fundamental Extensions subscribed.

It works for single stocks like MSFT.
But Is it available there or somewhere for SPY earnings or eps ?

Thanks, Feliks
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- ago
#1
Most feeds do not return the fundamentals for ETFs.
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Cone8
 ( 5.88% )
- ago
#2
These data don't exist for ETFs - they are not companies that report earnings.
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- ago
#3
But are S&P 500 Earnings available from Quandl "MULTPL" database in wl8
and what would be dataset code for it ?

Should it exist and be similar to QuandlIndicator available as
QuandlIndicator(bars, "MULTPL","SHILLER_PE_RATIO_MONTH") ?
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- ago
#4
in Multpl database I found
dataset code for SP500 which is "SP500_Earnings_Month".

Still wonder if there is perhaps some source which calculates earnings or PE ratios
for ETF ?
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- ago
#5
And I mean and looking for history of earnings or PE ratios for ETFs if any feed sources
available
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Glitch8
 ( 9.28% )
- ago
#6
Food for thought:

https://www.forbes.com/sites/garthfriesen/2017/08/30/why-etf-data-are-not-created-equal-what-it-means-for-your-money/?sh=7ce0b3cc7b06
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- ago
#7
Thanks for the reference !
Found this site perhaps of some value if methodology is right
https://siblisresearch.com/data/cape-ratios-by-sector/

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- ago
#8
QUOTE:
in Multpl database I found
dataset code for SP500 which is "SP500_Earnings_Month".

Yes, this used to work until the data seem to have ended abuptly.

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