Hello,
I have a quick question.. I'm trying to build a strategy which uses 1month ROIC data. in the documentation:
https://www.quantconnect.com/docs/data-library/fundamentals#Fundamentals-Using-Morningstar-Datait says ROIC is available underĀ
fine.OperationRatios.ROIC.OneMonth
but in backtesting i've only been able to access the ThreeMonth field. Is this some sort of mistake or is ROIC data actually available in shorter timeperiods than this? if so, how do I access it?
Rahul Chowdhury
Hey Alexander,
ROIC is only available in the three months, six months, and one year periods. You can check this by finding ROIC in the MultiPeriodValueTypes.cs file, which contains many multi-period fundamental data types and their available periods.
One month ROIC is difficult to calculate because public companies generally release earnings once a quarter, which means we're limited to a resolution of 3 months.
Alexander Kool
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