Posted by marco at Aug 27, 2022 9:31:28 AM
Re: European data is now available!
We are still working of some missing datasets for Europe like Revisions & Insider. Those will be available next month. Sorry about the delay in these. There was a lot of unexpected work in Europe for many other things.

Surprises are there but there seem to be a lot less interim estimates. For example there are ~2600 stocks with CurFYEPSMean but only ~1150 with CurQEPSMean. We're still analyzing this. So far it seems that's what we get from FactSet. This in turn affects our pre-built surprise factors like SalesSurp%Q1. Long story short, we'll introduce additional pre-built factor for Europe like SalesSurp%Y1 to complement SalesSurp%Q1 and for Europe it might be best to just use annual estimates. For now you can just use SalesSurprise(0, ann).

NOTE: Interim estimates like CurQEPSMean will return either 3mo data *or* 6mo. We'll be explaining all of this soon in KB articles and documentation.

The following datasets will not be available in Europe: short interest, ICE corporate actions, and bid/ask spread. The availability or not for particular factors & functions will be documented in the reference which is going through several upgrades.

Thanks
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Portfolio123 Staff.