ConstituentUniverseDefinitions

QuantConnect.Algorithm.ConstituentUniverseDefinitions

ConstituentUniverseDefinitions(algorithm: IAlgorithm)

Bases: Object

Provides helpers for defining constituent universes based on the Morningstar asset classification AssetClassification https://www.morningstar.com/

Initializes a new instance of the ConstituentUniverseDefinitions class

Parameters:

Name	Type	Description	Default
algorithm	IAlgorithm	The algorithm instance, used for obtaining the default UniverseSettings	required

aerospace_and_defense

aerospace_and_defense(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar AerospaceAndDefense industry group MorningstarIndustryGroupCode

aggressive_growth

aggressive_growth(
    universe_settings: UniverseSettings = None,
) -> Universe

Universe which selects companies whose revenues and earnings have both been growing significantly faster than the general economy.

agriculture

agriculture(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Agriculture industry group MorningstarIndustryGroupCode

asset_management

asset_management(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar AssetManagement industry group MorningstarIndustryGroupCode

banks

banks(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Banks industry group MorningstarIndustryGroupCode

beverages_alcoholic

beverages_alcoholic(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar BeveragesAlcoholic industry group MorningstarIndustryGroupCode

beverages_non_alcoholic

beverages_non_alcoholic(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar BeveragesNonAlcoholic industry group MorningstarIndustryGroupCode

biotechnology

biotechnology(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Biotechnology industry group MorningstarIndustryGroupCode

building_materials

building_materials(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar BuildingMaterials industry group MorningstarIndustryGroupCode

business_services

business_services(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar BusinessServices industry group MorningstarIndustryGroupCode

capital_markets

capital_markets(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar CapitalMarkets industry group MorningstarIndustryGroupCode

chemicals

chemicals(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Chemicals industry group MorningstarIndustryGroupCode

classic_growth

classic_growth(
    universe_settings: UniverseSettings = None,
) -> Universe

Universe which selects companies that are growing respectably faster than the general economy, and often pay a steady dividend. They tend to be mature and solidly profitable businesses.

conglomerates

conglomerates(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Conglomerates industry group MorningstarIndustryGroupCode

construction

construction(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Construction industry group MorningstarIndustryGroupCode

consumer_packaged_goods

consumer_packaged_goods(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar ConsumerPackagedGoods industry group MorningstarIndustryGroupCode

credit_services

credit_services(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar CreditServices industry group MorningstarIndustryGroupCode

cyclicals

cyclicals(
    universe_settings: UniverseSettings = None,
) -> Universe

Universe which selects companies in the cyclicals and durables sectors, except those in the three types below. The profits of cyclicals tend to rise and fall with the general economy.

distressed

distressed(
    universe_settings: UniverseSettings = None,
) -> Universe

Universe which selects companies that have had consistently declining cash flows and earnings over the past three years, and/or very high debt.

diversified_financial_services

diversified_financial_services(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar DiversifiedFinancialServices industry group MorningstarIndustryGroupCode

drug_manufacturers

drug_manufacturers(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar DrugManufacturers industry group MorningstarIndustryGroupCode

education

education(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Education industry group MorningstarIndustryGroupCode

farm_and_heavy_construction_machinery

farm_and_heavy_construction_machinery(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar FarmAndHeavyConstructionMachinery industry group MorningstarIndustryGroupCode

fixtures_and_appliances

fixtures_and_appliances(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar FixturesAndAppliances industry group MorningstarIndustryGroupCode

forest_products

forest_products(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar ForestProducts industry group MorningstarIndustryGroupCode

hard_asset

hard_asset(
    universe_settings: UniverseSettings = None,
) -> Universe

Universe which selects companies that deal in assets such as oil, metals, and real estate, which tend to do well in inflationary environments.

hardware

hardware(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Hardware industry group MorningstarIndustryGroupCode

healthcare_plans

healthcare_plans(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar HealthcarePlans industry group MorningstarIndustryGroupCode

healthcare_providers_and_services

healthcare_providers_and_services(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar HealthcareProvidersAndServices industry group MorningstarIndustryGroupCode

high_yield

high_yield(
    universe_settings: UniverseSettings = None,
) -> Universe

Universe which selects companies that have dividend yields at least twice the average for large-cap stocks. They tend to be mature, slow-growing companies.

homebuilding_and_construction

homebuilding_and_construction(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar HomebuildingAndConstruction industry group MorningstarIndustryGroupCode

industrial_distribution

industrial_distribution(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar IndustrialDistribution industry group MorningstarIndustryGroupCode

industrial_products

industrial_products(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar IndustrialProducts industry group MorningstarIndustryGroupCode

insurance

insurance(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Insurance industry group MorningstarIndustryGroupCode

interactive_media

interactive_media(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar InteractiveMedia industry group MorningstarIndustryGroupCode

large_core

large_core(
    universe_settings: UniverseSettings = None,
) -> Universe

Classifies securities according to market capitalization and growth and value factor

large_growth

large_growth(
    universe_settings: UniverseSettings = None,
) -> Universe

Classifies securities according to market capitalization and growth and value factor

large_value

large_value(
    universe_settings: UniverseSettings = None,
) -> Universe

Classifies securities according to market capitalization and growth and value factor

manufacturing_apparel_and_accessories

manufacturing_apparel_and_accessories(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar ManufacturingApparelAndAccessories industry group MorningstarIndustryGroupCode

media_diversified

media_diversified(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar MediaDiversified industry group MorningstarIndustryGroupCode

medical_devices_and_instruments

medical_devices_and_instruments(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar MedicalDevicesAndInstruments industry group MorningstarIndustryGroupCode

medical_diagnostics_and_research

medical_diagnostics_and_research(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar MedicalDiagnosticsAndResearch industry group MorningstarIndustryGroupCode

medical_distribution

medical_distribution(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar MedicalDistribution industry group MorningstarIndustryGroupCode

metals_and_mining

metals_and_mining(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar MetalsAndMining industry group MorningstarIndustryGroupCode

mid_core

mid_core(
    universe_settings: UniverseSettings = None,
) -> Universe

Classifies securities according to market capitalization and growth and value factor

mid_growth

mid_growth(
    universe_settings: UniverseSettings = None,
) -> Universe

Classifies securities according to market capitalization and growth and value factor

mid_value

mid_value(
    universe_settings: UniverseSettings = None,
) -> Universe

Classifies securities according to market capitalization and growth and value factor

oil_and_gas

oil_and_gas(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar OilAndGas industry group MorningstarIndustryGroupCode

other_energy_sources

other_energy_sources(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar OtherEnergySources industry group MorningstarIndustryGroupCode

packaging_and_containers

packaging_and_containers(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar PackagingAndContainers industry group MorningstarIndustryGroupCode

personal_services

personal_services(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar PersonalServices industry group MorningstarIndustryGroupCode

real_estate

real_estate(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar RealEstate industry group MorningstarIndustryGroupCode

rei_ts

rei_ts(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar REITs industry group MorningstarIndustryGroupCode

restaurants

restaurants(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Restaurants industry group MorningstarIndustryGroupCode

retail_cyclical

retail_cyclical(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar RetailCyclical industry group MorningstarIndustryGroupCode

retail_defensive

retail_defensive(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar RetailDefensive industry group MorningstarIndustryGroupCode

semiconductors

semiconductors(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Semiconductors industry group MorningstarIndustryGroupCode

slow_growth

slow_growth(
    universe_settings: UniverseSettings = None,
) -> Universe

Universe which selects companies that have shown slow revenue and earnings growth (typically less than the rate of GDP growth) over at least three years.

small_core

small_core(
    universe_settings: UniverseSettings = None,
) -> Universe

Classifies securities according to market capitalization and growth and value factor

small_growth

small_growth(
    universe_settings: UniverseSettings = None,
) -> Universe

Classifies securities according to market capitalization and growth and value factor

small_value

small_value(
    universe_settings: UniverseSettings = None,
) -> Universe

Classifies securities according to market capitalization and growth and value factor

software

software(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Software industry group MorningstarIndustryGroupCode

speculative_growth

speculative_growth(
    universe_settings: UniverseSettings = None,
) -> Universe

Universe which selects companies that have shown strong revenue growth but slower or spotty earnings growth. Very small or young companies also tend to fall into this class.

steel

steel(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Steel industry group MorningstarIndustryGroupCode

telecommunication_services

telecommunication_services(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar TelecommunicationServices industry group MorningstarIndustryGroupCode

tobacco_products

tobacco_products(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar TobaccoProducts industry group MorningstarIndustryGroupCode

transportation

transportation(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar Transportation industry group MorningstarIndustryGroupCode

travel_and_leisure

travel_and_leisure(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar TravelAndLeisure industry group MorningstarIndustryGroupCode

utilities_independent_power_producers

utilities_independent_power_producers(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar UtilitiesIndependentPowerProducers industry group MorningstarIndustryGroupCode

utilities_regulated

utilities_regulated(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar UtilitiesRegulated industry group MorningstarIndustryGroupCode

vehicles_and_parts

vehicles_and_parts(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar VehiclesAndParts industry group MorningstarIndustryGroupCode

waste_management

waste_management(
    universe_settings: UniverseSettings = None,
) -> Universe

Morningstar WasteManagement industry group MorningstarIndustryGroupCode