Errata
Errata: data errors we have corrected
Wrong figures and labels found on Meaterm and corrected, newest first: what was wrong, where it showed and what changed. An entry stays here after the fix. The list starts with corrections made from 26 September 2026.
It covers errors in the data and in how it was labelled, not outages: when a feed is down, the page concerned says so.
Last updated October 8, 2026.
Four terminal labels named something other than what they showed
- Where
- Terminal: the screener’s AI filter, the Regression tab, the COT page’s positioning panel and the dashboard’s Weekly Review
- What was wrong
- “Signal” was the label over the Regression tab’s valuation verdict (UNDERVALUED, FAIR VALUE, OVERVALUED) and over the COT panel’s positioning bias (“Bullish — adding to longs”), and “bear signals” counted firing regime drivers. The screener’s AI filter turned a query such as “bullish tech stocks” into a “Signal: BUY” chip, a filter the scan did not apply.
- What changed
- The labels read “Valuation”, “BIAS” and “bearish drivers”. The AI filter shows a chip only for a grade you name, such as “Grade: A”, and the scan applies it.
Fair value estimated from peers of any size
- Where
- /asset stock pages and the terminal’s symbol pages: the fair value estimate
- What was wrong
- The estimate came from five companies in the same industry, ranked by how many dollars their size differed from the company’s, a ranking that cannot tell a plausible comparable from a company thousands of times smaller. A company whose size is not on record was compared with the first five tickers, alphabetically, among its industry’s 100 largest. Nothing checked that the peers’ multiples were plausible, that the valuation methods agreed, or how far the estimate sat from the market price.
- What changed
- A fair value is published only when up to eight companies in the same industry within ten times its size support it, their median multiples are plausible, the methods agree within three times and the estimate is within 60% of the market price. Otherwise the page says in one sentence why there is none, and a company whose size is not on record gets no estimate.
The terminal showed a fair value that had failed its check
- Where
- Terminal: the Overview tab of stock symbol pages, its fair value and risk/reward panels
- What was wrong
- When the estimate failed its confidence check, the verdict was withheld but the Overview panel still drew the number under a “Low” confidence badge (for AAPL, a fair value 90.8% below the price), and the risk/reward panel’s long-term grade was built on it.
- What changed
- The Overview panel, the risk/reward panel and the fair value card show an estimate only when one is published, and otherwise say why in one sentence; only a published estimate feeds that grade.
Market regime shown before any data had arrived
- Where
- Terminal: the header’s regime badge and the home screen
- What was wrong
- The header badge read NEUTRAL, and the home screen’s regime banner could read RISK-ON, before any macro readings had loaded: both showed a default, not a measurement.
- What changed
- Both show “—” until a real macro snapshot exists.
Risk score padded with fixed points
- Where
- Terminal: Risk page
- What was wrong
- The composite risk score added fixed scores for financial conditions, valuation and liquidity (21 of its 100 points) to every reading and every week of its history, and stood in round numbers for missing readings. The advanced analytics section printed a fixed value-at-risk table and a beta of 1.24 that no feed produced.
- What changed
- The score uses only the readings the page has and says how many it was scored on; a missing reading shows “—”. The value-at-risk figures now come from the VIX and are labelled as such.
Fundamentals cards drew another figure’s history, and a sample table
- Where
- Terminal: Fundamentals tab
- What was wrong
- Eight cards drew another quantity’s quarterly history (P/B and beta drew debt to equity, FCF yield drew free cash flow in billions, among others), quarters were labelled by position rather than by their real dates, a sample grades table (ROE 147.25%) appeared under every ticker, and with the service unreachable the tab showed a hand-written table and generated figures.
- What changed
- Each card draws its own series in its own unit, or says it has none; bars carry their real period ends; the sample table is gone; offline, every card shows “—”.
Placeholder beta and earnings beat rate shown as measured
- Where
- /asset stock pages: Fundamentals panel and the written brief
- What was wrong
- Whenever SEC data was available the panel printed “Beta 1.00 vs. SPX” and “Earnings beat rate 50%, trailing 4 quarters”: fixed placeholders, not measurements, and the brief repeated the 50%. Where the page fell back to market data, missing growth, margin and cash-flow figures printed as 0.
- What changed
- Each of these shows “—” unless it was measured, and the brief leaves it out.
Debt to equity read from a single debt line, at mixed dates
- Where
- Terminal: Fundamentals; /asset stock pages: Fundamentals panel
- What was wrong
- Debt was read from one SEC tag only. For many large companies that line was partial (Alphabet showed 0.08 against 0.16) or missing, and for others year-end debt was divided by the newest quarter’s equity. On 1 October 2026 the /asset pages showed a dash for 40 of the 57 companies checked.
- What changed
- Debt is now the sum of the company’s own debt lines, all read at the same balance-sheet date as equity; where the lines are ambiguous, nothing is published. 56 of the 57 companies checked match a reference total within 2%, and the terminal and the /asset pages agree.
The dollar chart named for the wrong index and judged on the wrong scale
- Where
- Terminal: Macro page, home dashboard, Risk page and the header’s regime badge
- What was wrong
- The chart was titled “DXY — US Dollar Index” but plots the Federal Reserve’s broad dollar index (FRED DTWEXBGS, about 120), and it was judged against levels set for ICE’s DXY (about 100). The dollar therefore read STRONG permanently, and the regime badge could never read RISK-ON. Five other readings on the Macro page fell back to fixed numbers when data was missing and were labelled as if measured.
- What changed
- The chart names the Fed’s broad index; “strong” now means more than 1.5% above its own 52-week average; a missing reading shows “—”.
Interest coverage printed as 0.0×, or from mismatched periods
- Where
- /asset stock pages: Fundamentals panel
- What was wrong
- An interest coverage nobody had measured printed as “0.0×” beside “>3 safe”. For other companies it divided current operating income by an interest expense years old (Apple’s last tagged interest expense is for 2023), or a quarter’s figure by a year’s.
- What changed
- An unmeasured or mismatched ratio shows “—”; a matched current pair is unchanged.
Risk tab figures built on an invented beta of 1.2
- Where
- Terminal: Risk tab on symbol pages
- What was wrong
- Value at risk, the Monte Carlo fan and the trade planner’s stops used a beta of 1.2 and a price of 100 whenever the real ones were missing, which was every coin and currency pair. The Student-t value at risk was also about 29% too high, and the fan assumed an upward trend of about 10% a year for coins and currencies.
- What changed
- Without a real beta, the tab uses the symbol’s volatility measured from its own daily prices, or says it has no inputs. The value-at-risk scaling is corrected, and no trend is assumed on that path.
COT “Producer” tile showed Managed Money
- Where
- Terminal: COT positioning cards for commodity contracts such as gold and crude oil
- What was wrong
- The Producer/Merchant tile and its history chart showed the Managed Money net, so two tiles on each commodity card always carried the same number.
- What changed
- They show the Producer/Merchant net and its own week-over-week change. Financial contracts were not affected.
US stocks treated as funds during an SEC outage
- Where
- Terminal: symbol pages
- What was wrong
- When the SEC’s list of filers could not be fetched, every US stock was treated as a non-filer: Apple, Microsoft and Nvidia lost their Financials, Dividends, Peers and grade tabs.
- What changed
- An outage keeps a stock’s full set of tabs; only a ticker the SEC list really lacks is treated as a fund.
Balance-sheet figures a company had stopped filing shown as current
- Where
- Terminal: Fundamentals (debt to equity, return on equity, net debt)
- What was wrong
- The newest value ever filed under a tag was used even when the company had stopped using that tag years earlier (debt last filed in 2011 or 2014, equity last filed in 2019), so debt to equity, return on equity and net debt were computed from out-of-date balance sheets.
- What changed
- A balance-sheet figure more than 120 days older than the year it is paired with is withheld, and the page shows “—” or the vendor’s own reported figure instead. Net debt is published only when debt and cash come from the same balance sheet.
Debt to equity shown 100 times too large
- Where
- Terminal: Fundamentals page and panel, ticker workspace
- What was wrong
- For US companies that file with the SEC, debt to equity was computed as a percentage and displayed as a ratio: Apple’s 0.77 read “76.54x”, with a “Leveraged” verdict.
- What changed
- It is a ratio again (Apple: 0.77).
Found an error?
Write to support@meaterm.com with the page and the figure. How the positioning figures are computed is on the methodology page.
Research only, not financial advice. Meaterm is a research and analysis platform: it does not execute trades and does not make recommendations. See the risk disclaimer.