This fieldname is not listed when I use list:*.s

The GTR1 list command returns 3900 fields Last Modified 20241129, but does not list 1621 derived fields (*d.s). The last date I have that GTR1 listed derived fields was 20200320. Most derived fields continued to work after 2020, but should be verified by inspecting the field values in a Screener report. fcfps12mq1d.s matches the sum of the 4 quarterly reports. fcfps12m.s matches the annual report when the last quarter was the year end as well:

Ticker  fcfps12mq1d.s  [FCFsum]  fcfps12m.s  fcfpsy1.s  fcfpsq1.s  fcfpsq2.s  fcfpsq3.s  fcfpsq4.s  perendy1.s  perendq1.s  Endy1=q1
  AZO        116         116         112        112         39         30         11         36       26057       26057       TRUE
  TDG         21          21         33          33         7          6          2          5        26077       26077       TRUE
 FICO         18          18         25          25         7          5          4          3        26077       26077       TRUE
 COST         12          12         10          10         4          1          5          3        26057       26057       TRUE
  FDS         12          12         12          12         3          4          3          1        26057       26057       TRUE
  DHI         11          11         5           5          6          2          2          2        26077       26077       TRUE
 FFIV         10          10         13          13         3          3          2          2        26077       26077       TRUE
  DE          10          10         10          10         13         6          -1         -8       26096       26096       TRUE
 AMAT         8            8         8           8          1          2          2          2        26096       26096       TRUE
  V           8            8         8           8          3          2          1          1        26077       26077       TRUE
 SWKS         8            8         8           8          1          1          2          4        26076       26076       TRUE
 KEYS         7            7         5           5          2          1          2          2        26100       26100       TRUE
  ROK         6            6         1           1          6          1          0          -1       26077       26077       TRUE
 QCOM         6            6         7           7          3          1          0          2        26076       26076       TRUE
  J           6            6         6           6          1          2          1          2        26076       26076       TRUE
 AAPL         5            5         6           6          1          1          1          2        26076       26076       TRUE
  JBL         5            5         7           7          4          2          1          -1       26057       26057       TRUE
  A           4            4         4           4          1          1          1          1        26100       26100       TRUE
  ADI         4            4         3           3          1          1          1          2        26101       26101       TRUE
  DIS         3            3         4           4          2          1          1          -1       26076       26076       TRUE

I don't know how to interpret fcfps12m.s when the last quarter was not the fiscal year end:

Ticker  fcfps12mq1d.s  [FCFsum]  fcfps12m.s  fcfpsy1.s  fcfpsq1.s  fcfpsq2.s  fcfpsq3.s  fcfpsq4.s  perendy1.s  perendq1.s  Endy1=q1
  NVR        555         555         383        455        200         6          97        253       25889       26077       FALSE
 BKNG        210         210         224        194         37         45         74         54       25889       26077       FALSE
  COF         51          51         54          48         17         7          6          20       25889       26077       FALSE
 REGN         43          43         32          36         9          9          11         15       25889       26077       FALSE
  MTD         40          40         42          39         11         11         6          12       25889       26077       FALSE
 ORLY         39          39         33          34         10         12         8          10       25889       26077       FALSE
  HUM         37          37         -40         20         7          22         51        -44       25889       26077       FALSE
  MOH         35          35         2           27         16         8          15         -4       25889       26077       FALSE
  MCK         31          31         33          27         6          -9         23         11       25950       26077       FALSE
  ELV         29          29         -3          23         8          5          24         -9       25889       26077       FALSE
  AMP         28          28         75          37         7          4          8          9        25889       26077       FALSE
  DFS         28          28         34          30         9          6          6          7        25889       26077       FALSE
  TRV         26          26         36          30         12         6          3          5        25889       26077       FALSE
  VLO         26          26         14          19         8          3          7          9        25889       26077       FALSE
  AXP         23          23         16          21         10         4          -2         10       25889       26077       FALSE
  GWW         22          22         30          24         6          5          5          5        25889       26077       FALSE
  UNH         21          21         6           20         5          9          15         -7       25889       26077       FALSE
 CPAY         21          21         26          27         3          2          11         4        25889       26077       FALSE
  URI         20          20         27          26         3          3          5          9        25889       26077       FALSE
 ULTA         19          19         21          21         1          4          16         -1       25912       26037       FALSE

Looking at the count of passing stocks with the screen {compareFCFd} can highlight dates where [fcfps12mq1d.s] differs from [fcfps12m.s].

Count of stocks passing step7 and step8 should be about the same:
step7: [Xd] > 0
step8: [Xs] > 0
Define: [ratio87] = count passing step8 / count passing step7
Ideally [ratio87] is 100%.

Count of stocks passing step11 and step12 should be about the same:
step11: [[Xd] - [medianXd]] > 0
step12: [[Xs] - [medianXs]] > 0
Define: [ratio1211] = count passing step12 / count passing step11
Ideally [ratio1211] is 100%.

[ratio87] is now 90%. A chart shows dips about once a year to about 94% since 2016. A 90% value indicates that 10% of stocks with positive [Xd] have negative [Xs].

[ratio1211] is now 82%. This is much lower than the previous low of 92% seen between 2004 and 2009.

Both ratios are lower than normal, indicating something has changed with one of these fields. The change happened suddenly on 20241007, about the time of the new SIP data.

Note that each data vendor uses a different FCF calculation. The new SIP data has different FCF than the old data. This doesn't affect the field comparison, but could mean backtest results are less applicable to current picks (because FCF has changed).


https://gtr1.net/2013/?~checkFCF2024a::sp500.a:et1...

https://gtr1.net/2013/?~compareFCFd:h21f0.4::styp....

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