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Piotroski F-Score

edited November 2017 in Feature suggestions
Hello SimFin-Team!

How about adding the Piotroski F-Score?

As far as I've seen you already habe all the balance and financial statement data for calculating the current F-Score. The calculation itself is just missing

That would add super value to SimFin!

Superplus: If you add F-Score WITH information about book-to-market value and whether the company fits that criteria of the F-Score Strategy, too, or not.

Here's the original Paper of Joseph Piotroski (i hope it's allowed to post a link to a PDF! Sorry of not - in that case feel free to remove the link from this post! Thanks)

https://www.chicagobooth.edu/~/media/FE874EE65F624AAEBD0166B1974FD74D.pdf

Thanks in advance!


PS: Super cool job from you guys! Keep on!

Comments

  • edited November 2017
    Hello there,

    ok sounds like a good idea, I'll check the paper and try to implement it ;)

    Thanks for the feedback.

    Regards

    Thomas
  • Hey Thomas,

    great thing! If you wanna save time, just google the 9 criteria. You will find a ton of Sites of Blogs which already summarized the Piotroski F-Score Criteria. The original source is nice, though (most of the blog articles ignore the book-to-market thing, as far as I can see).

    But to build the calculation itself, just use a summary, like on Wikipedia:
    https://en.m.wikipedia.org/wiki/Piotroski_F-Score

    Hope it helps you saving time!

    Can you tell us something about when implementation of the F-Score will be ready?

    Regards!
  • edited November 2017
    I am pretty busy at the moment with other things, but I'll try to have it implemented for the next update that will hopefully go online next week or so.

    From what I can tell, this is kind of an "if" ratio (if criteria is met, give score of 1 etc.) and I have to build that in backend-wise as we don't have that functionality yet, that's why I can't add the ratio immediately but have to look at what I have to change in order for it to work.
  • Ok, took me a bit longer than expected but the Pietroski F-Score is now available in the data finder as well as the company profiles
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