factorgroups

Retrieve factor group information

Description

example

d = factorgroups(c) returns factor group information using the IHS Markit® connection.

Examples

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Using an IHS Markit connection, retrieve factor groups.

Create an IHS Markit connection using your user name and password.

username = 'ABCDEF';
password = 'ABC123';
c = ihsmarkitrs(username,password)
c = 

  ihsmarkitrs with properties:

    Username: 'ABCDEF'
     TimeOut: 100

c is an ihsmarkitrs object with the Username and TimeOut properties. The appearance of the ihsmarkitrs object indicates a successful connection. The Username property contains your IHS Markit user name. The TimeOut property specifies waiting for a maximum of 100 seconds to return factor group data before canceling the request.

Retrieve factor group data using the IHS Markit connection. d is a table that contains factor group information.

d = factorgroups(c);

Display the first few rows of factor group data.

head(d)
ans =

  8×5 table

    id              name              hasCompositeModels    hasSubCompositeModels    hasBasicFactors
    __    ________________________    __________________    _____________________    _______________

     2    'Deep Value'                      true                    true                  true      
     3    'Earnings Momentum'               true                    true                  true      
     4    'Earnings Quality'                true                    true                  true      
     5    'Historical Growth'               true                    true                  true      
     7    'Liquidity, Risk & Size'          true                    true                  true      
     8    'Management Quality'              true                    true                  true      
     9    'Price Momentum'                  true                    true                  true      
    10    'Relative Value'                  true                    true                  true      

d contains these variables:

  • Identification number of the factor group

  • Name of the factor group

  • Whether the factor group contains composite factors

  • Whether the factor group contains subcomposite factors

  • Whether the factor group contains basic factors

Input Arguments

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IHS Markit connection, specified as an ihsmarkitrs object.

Output Arguments

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Factor group information, specified as a table. The table contains information about available factor groups with these variables.

VariableDescriptionData Type

id

Identification number of the factor group

double

name

Name of the factor group

cell array of character vectors

hasCompositeModels

Whether the factor group contains composite factors

logical

hasSubCompositeModels

Whether the factor group contains subcomposite factors

logical

hasBasicFactors

Whether the factor group contains basic factors

logical

Introduced in R2018b