Dude... I Should Totally Start a Hedge Fund... Part 2

Well, I've gotten around to publishing a draft of my Stock Value Index dashboard on Tableau Public.  It has some nifty features that might not be obvious at first glance. 

First, you can filter the results shown in the bottom chart by clicking any number of rows on the top chart. This is called a Dashboard Action: Filter.  The second chart displays the calculated Values of the metrics, in addition to the Index Rank of those values.  The latter are in parentheses.

Second, by hovering over a security name, you can use a Dashboard Action: URL to jump from the Dashboard to the Google Finance page for the security.  This is done by assuming that this URL can be completed with a stock ticker value where you see <stock ticker>: "finance.google.com/finance?q=<stock ticker>".  

I did manage to resolve the granularity issue that was causing gaps in my data when I ran up against the daily API call limit mid-ticker.  Now I track every unique Stock Ticker + Item (Metric) individually, noting the timestamp of when that Stock Ticker and Metric were last pulled, and prioritizing a refresh accordingly.  Each night, I pick the oldest ticker metrics and refresh them.  This took a significant amount of rework within Alteryx, only because the shape of the data I got from Intrinio changed when I made the change from 10 metrics per line to one metric per line.  If I had left even two metrics in one API call, the resulting JSON structure would have remained the same.  It didn't, so I just rebuilt everything according to the new one-value-per-row structure.

The bad news is, I definitely need to need to revisit how I rank negative cash flow.  For example, HPE comes up quite high on the value index at a Value Index Composite Rank of #16, due in large part to the very strong #17 received for having a Price-to-Cash-Flow value of -159.79!  That's actually straight up awful and really shouldn't be rewarded.  It also means that there are 16 other companies with an even worse P/CF that are rewarded even higher.  If I had to guess, HPE's P/CF Rank needs to look at lot more like its P/E Rank, which is within spitting distance of the bottom decile.