Multpl.com data provider request
Author: richard1000
Creation Date: 8/22/2014 3:10 PM
profile picture

richard1000

#1
I would like to request a new Data Provider.

The site is multpl.com. This site contains various fundamental statistics for S&P 500, e.g. dividend, earnings, etc.

If you go to http://www.multpl.com/sitemap, you'll see various S&P 500 Stats on the left. From there one can bring up a chart or break it down into table format (yearly or monthly table). I think it will be worthwhile to create a separate Data Provider for these important data.
profile picture

Eugene

#2
Thanks for the pointer, I'll take a look.

Meanwhile you can get the following S&P 500 fundamental items from YCharts paid feed: Return From Dividends Annual, Dividends Per Share, EPS, Operating EPS, Operating P/E Ratio, P/E Ratio.
profile picture

richard1000

#3
I just downloaded some free data from Ycharts. But it only goes back a few years.

For symbol "SPY", I can get data for Dividend but no EPS and PE ratio (EPS and PE should be part of free data). For symbol ".SPX", there are no data.

I also tried "^GSPC" from Yahoo data set but the Dividend, EPS and PE ratio are incorrect.

So how do I get EPS and PE ratio for S&P 500 from YCharts? That is, is there a particular S&P 500 symbol (e.g. SPY, ^GSPC, etc) that I should update to get the EPS and PE ratio data?
profile picture

Eugene

#4
You probably haven't downloaded the data from YCharts but from Yahoo? These are totally different things as YCharts is a fundamental provider like Fidelity fundamental data and hence doesn't support any "symbols" like SPY, ^GSPC and the like. Please follow the online manual (see link in my post above) on how to work with it. More information re: fundamental providers is available in the Wealth-Lab User Guide.

The Yahoo fundamental provider does not return any S&P related fundamental items for stock and/or index symbols - only stock dividends and splits (if applicable).

In free mode, YCharts data is very limited (AFAIR, 2-5 years depending on item and not all items are available).
profile picture

Cone

#5
Since SPY is not a company, it doesn't have earnings. Likewise for an index. That said, you could sum all the earnings and dividends of the components of an ETF or index right in Wealth-Lab and come up with those numbers as multpl does for the S&P 500. To make it easy though, it potentially could be added as an Index Definition to Index-Lab.

Here's an example for the Fidelity Fundamental provider:

CODE:
Please log in to see this code.
profile picture

richard1000

#6
Yes, it would be good, if we had an Index-Lab definitions for fundamental data. I suggest the following: sum of earnings, sum of shares (to get earnings per share), sum of dividend, sum of sales, sum of book value.
profile picture

Eugene

#7
QUOTE:
To make it easy though, it potentially could be added as an Index Definition to Index-Lab.

I'm afraid that accessing fundamental data in Index-Lab using the FundamentalsRatio is not possible due to the absense of a WealthScript instance in IndexDefinitions.
profile picture

Eugene

#8
richard1000, here's some good news for you:

Multpl.com provider to arrive in the upcoming release of MS123 Extra Fundamental/News Providers early next month. We're going to support S&P 500 Stats, Treasury Rates and US Economic Stats.
profile picture

Eugene

#9
The Multpl provider has been released.
profile picture

richard1000

#10
Eugene, thank you for the Multpl provider.

Some feedback:
1) Can you also add 10-year Treasury Rate?

2) When I place the Multpl data using Drag and Drop onto a chart, the data does not appear. But if I push all the indicators into the strategy code, the data appears. It appears Drag and Drop is not functioning correctly with Multpl data.





profile picture

Eugene

#11
QUOTE:
1) Can you also add 10-year Treasury Rate?

Wow, you've noticed that it's missing. I can add it since there's demand, but the item will be called "[mu] interest-rate" and so will sound its description. The naming on the website deviates from the pattern and I decided to not include it initially.

QUOTE:
2) When I place the Multpl data using Drag and Drop onto a chart, the data does not appear.

Never seen that. Always works for me, see screenshot of a chart in the Wiki. Please attach a screenshot like mine and be as detailed in problem description as possible.
profile picture

richard1000

#12
I am using WLP 6.7.19 64-bit.

After updating the Multpl data, I open up a chart and place the Multpl data using Drag and Drop onto the chart. The result is (attachment multpl1.jpg).

profile picture

richard1000

#13
If I click "Push all Indicators ..." button, the result is (attachment multpl2.jpg).

profile picture

Eugene

#14
May be it's a 6.7 issue, need to check.

Please update some other fundamental sources from MS123 Fundamental/News providers - does the issue persist or is it exclusive to Multpl?
profile picture

richard1000

#15
Drag and Drop works on following Fundamental Providers: 99Wallstreet, Fidelity Fundamental Data for Securities, Morningstar Fundamental Data, YCharts Fundamental Data for Securities.

Drag and Drop does not work on following Fundamental Providers: Multpl economic data, YCharts economic data
profile picture

Eugene

#16
QUOTE:
Drag and Drop does not work on following Fundamental Providers: Multpl economic data, YCharts economic data

Thanks, we're onto something: both of them are providers of non-symbol (aka "economic") data.
profile picture

Eugene

#17
QUOTE:
1) Can you also add 10-year Treasury Rate?

Added in the latest version of the library: MS123 Extra Fundamental/News Providers v2014.10
profile picture

Eugene

#18
richard1000,

QUOTE:
If I click "Push all Indicators ..." button, the result is (attachment multpl2.jpg).

This is a new bug. It definitely didn't happen in 6.6 but in 6.8 I'm able to reproduce it. Your first screenshot with labels like "[mu] s-p-500-sales(AXP)" says it all. It's an economic a.k.a. non-symbol data provider so the stock ticker shouldn't be there on your chart! It's gone on the 2nd screenshot, as expected. I'll commit a bug report.
profile picture

Eugene

#19
What's new in v2019.02 MS123 Fundamental providers library?

* Change: Multpl provider: Item "[mu] interest-rate" is replaced with "[mu] 10-year-treasury-rate"
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).