Custom Calculations
Morningstar Add-In
Custom Calculations
Custom Calculations
The Morningstar Add-In supports custom calculation data with the MSTS function. New Parameters
added for custom calculation data include: Source, Benchmark, RFP, Comp, Win, Shift, and more.
New options have also been added to the Investment Dialog for custom calculation settings.
Parameter Name
Description
Possible Parameter Values
New
Parameter
or not?
Security Identifier
Define the security
Ticker, ISIN, CUSIP, SecID, exchange:ticker,
exchange:ISIN, exchange:CUSIP,
SecID;Universe
N
Data Point Identifier Define the data point Data point names in text
N
Start Date/End Date
Define the time range of
intended data series
Dates
N
Additional
Parameter
Source
Source data used to calculate
the target data points
Data Point ID, default to HP010 (Monthly
Return)
Y
Benchmark
Benchmark used to calculate
the selected data points
SecID of securities
Y
RFP Risk-free proxy SecID of securities
Y
Comp Compounding Method S for standard; L for logarithmic; default to S;
Y
Win* Rolling windows Positive numbers
Y
Shift*
Window shift
Positive numbers
Y
Ann
Retrieve annualized or not
annualized data
True/False,
N
Curr
Currency of the returned data
The three letter ISO currency code, i.e., "EUR"
for Euro. Default to base currency.
N
CorR
Indicate whether retried values
be displayed vertically or
horizontally
C for the next cell in the same column; R for
the next cell in the same row; default to C
N
Dates Show the dates or not True/False, default to false,
N
*Win and Shift parameters are used to add multiple periods at once. For example, a one year
window with 1 month shift (win=12m,shift=1m), will add 12 months of data, separated by each
month, i.e. 1/1/2011-12/31/2011, 2/1/2011-1/31/2012, 3/1/2011-2/29/2012.
Please note that the Unit of Win and Shift should be consistent with frequency of source data. For
example, when source is a monthly return, it’s OK to write ‘win=12m, shift=1m’, or ‘win=12,
shift=1’ in functions, but the Add-In will return N/A, if you set ‘win=1y, shift=1m’.
Dialog for custom calculation data
There are six new options added for the custom calculation data shown in the red rectangle below.
· Source data: Choose from a dropdown list of source data available for the target custom
calculation data
· Benchmark: find benchmark name with auto look-up;