Returns Complete Time Series And A Value For All Pointdate-Datadate Combinations

The following sample query uses data groups in the Compustat Point-in-Time Backtest Package to create a complete time series and return a value for all pointdate-datadate combinations for Sales Quarterly for GVKEY 001487. It effectively creates a rolling 20-quarter history for the item at each pointdate.

Enhancement Date: 8/25/2020

  • SourceMarket Intelligence
  • Data Packages Required
    Snapshot
  • Associated Datasets
    Compustat® 財務情報

Query Types

  • MSSQL
  • PostGreSQL
  • Snowflake