factors

Retrieve factor information

Syntax

d = factors(c)

d = factors(c,code)

d = factors(c,code,requesttype)

d = factors(c,code,'HistoryDetail',universeid)

Description

d = factors(c) returns a list of factors using an IHS Markit^® connection.

d = factors(c,code) returns factor information for the specified factor code or group name.

d = factors(c,code,requesttype) returns factor information based on the type of request.

d = factors(c,code,'HistoryDetail',universeid) returns the historical data for the specified factor within the specified universe using the HistoryDetail request.

Examples

Retrieve List of Factors

Using an IHS Markit connection, retrieve a list of factors.

Create an IHS Markit connection using your user name and password. c is an ihsmarkitrs object.

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

Retrieve a list of factors using the IHS Markit connection. d is a table that contains the list of factors.

d = factors(c);

Display the first three variables to view the information for the first three factors.

d(1:3,1:3)

ans =

  3×3 table

     id        code                           name                     
    ____    __________    _____________________________________________

    7403    '3MChgGPA'    'Quarterly Change in Gross Profit to Assets' 
    7404    '3MChgGPM'    'Quarterly Change in Gross Profit Margin'    
       1    'ABR'         'Abnormal Return around QTR Earnings Release'

The variables are:

• id — Identification number of the factor

• code — Factor code

• name — Factor name

Retrieve Factor Information for Specific Factor Code

Using an IHS Markit connection, retrieve information for a specific factor by using the factor code.

Create an IHS Markit connection using your user name and password. c is an ihsmarkitrs object.

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

Retrieve information for the factor with the code ABR using the IHS Markit connection. The factors function returns d as a table that contains the information for the specified factor.

code = 'ABR';
d = factors(c,code);

Display the first three variables of the table.

d(1,1:3)

ans =

  1×3 table

    id    code                         name                     
    __    _____    _____________________________________________

    1     'ABR'    'Abnormal Return around QTR Earnings Release'

The variables are:

• id — Identification number of the factor

• code — Factor code

• name — Factor name

Retrieve Factor Information for Mapping Request

Using an IHS Markit connection, retrieve information for a specific factor by using the factor code. Also, specify the Mapping request.

Create an IHS Markit connection using your user name and password. c is an ihsmarkitrs object.

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

Retrieve information for the factor with the code ABR using the IHS Markit connection. Specify the Mapping type for the request. d is a table that has one variable, which lists the names of the universes that contain the specified factor.

code = 'ABR';
requesttype = 'Mapping';
d = factors(c,code,requesttype)

d =

  5×1 table

              universe           
    _____________________________

    'QSG Bank Universe'          
    'Markit US Large Cap'        
    'Markit US Small Cap'        
    'Markit US Total Cap'        
    'US Total Cap Highly Shorted'

Retrieve Factor Information for HistoryDetail Request

Using an IHS Markit connection, retrieve information for a specific factor by using the factor code. Also, specify the HistoryDetail request.

Create an IHS Markit connection using your user name and password. c is an ihsmarkitrs object.

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

Retrieve information for the factor with the code ACI using the IHS Markit connection. Specify the HistoryDetail type for the request and the QSG World universe. d is a table that contains the historical information for the specified factor.

code = 'ACI';
universeid = 'QSG World';
d = factors(c,code,'HistoryDetail',universeid)

d =

  4×8 table

    code     factorId    universeId      dataType       universe      freqType      startDate        endDate   
    _____    ________    __________    ____________    ___________    _________    ____________    ____________

    'ACI'       2           133        'Percentile'    'QSG World'    'Daily'      '10/01/2009'    '02/06/2018'
    'ACI'       2           133        'Percentile'    'QSG World'    'Monthly'    '12/30/1988'    '09/30/2009'
    'ACI'       2           133        'Rawratio'      'QSG World'    'Daily'      '10/01/2009'    '02/06/2018'
    'ACI'       2           133        'Rawratio'      'QSG World'    'Monthly'    '12/30/1988'    '09/30/2009'

d is a table with these variables:

• code — Factor code

• factorId — Identification number for the factor code

• universeId — Identification number for the universe

• dataType — Data reporting format

• universe — Universe name

• freqType — Frequency (periodicity)

• startDate — Start date of the factor in the universe

• endDate — End date of the factor in the universe

Input Arguments

c — IHS Markit connection

ihsmarkitrs object

IHS Markit connection, specified as an ihsmarkitrs object.

code — Factor code

character vector | string scalar

Factor code or group name, specified as a character vector or string scalar.

Example: "ABR"

Data Types: char | string

requesttype — Request type

character vector | string scalar

Request type, specified as the value 'ModelStructure' or 'Mapping'. Use the 'ModelStructure' value to return a list of the composite factors that constitute the factor specified by the code input argument. Use the 'Mapping' value to return a list of the names of universes that contain the specified factor.

You can specify each value as a character vector or string scalar.

universeid — Universe name

character vector | string scalar

Universe name, specified as a character vector or string scalar. Use universeid only with the 'HistoryDetail' syntax.

Example: 'QSG World'

Data Types: char | string

Output Arguments

d — Factor information

table

Factor information, returned as a table. The following table describes the variables in the returned data. Depending on the request type specified in the requesttype input argument or the 'HistoryDetail' syntax, the returned table contains a subset of these variables.

Variable Name	Description	Data Type
id	Identification number of the factor	double
code	Factor code	cell array of character vectors
name	Factor name	cell array of character vectors
description	Factor description	cell array of character vectors
dIntl	Localized factor description	cell array of character vectors
type	Factor type	cell array of character vectors
parentCode	Factor parent code	cell array of character vectors
rankingOrder	Rank order (descending or ascending)	cell array of character vectors
isRankAvailable	Whether rank data is available for the factor	logical
isZscoreAvailable	Whether z-score data is available for the factor	logical
isRawRatioAvailable	Whether raw ratio data is available for the factor	logical
modelType	Model type of the factor	cell array of character vectors
groupId	Group identifier of the factor	double
groupName	Name of the factor group	cell array of character vectors
factorId	Factor identifier	double
universe	Universe name	cell array of character vectors
universeId	Identification number of the universe	double
dataType	Reporting format of the data	cell array of character vectors
freqType	Frequency (or periodicity) of the data	cell array of character vectors
startDate	Start date of the factor in the universe	cell array of character vectors
endDate	End date of the factor in the universe	cell array of character vectors
childId	Code of the factor within the composite factor	double
childCode	Name of the factor within the composite factor	cell array of character vectors
weight	Weight of the factor within the composite factor	double
data	Country code	cell array of character vectors