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Name Type Category Description -
1 Stock Factor EARNINGS ESTIMATES Number of Analysts - Current Year
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2 Stock Factor EARNINGS ESTIMATES Number of Analysts - Current Quarter
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3 Stock Factor EARNINGS ESTIMATES Number of Analysts - Long Term EPS Growth Rate
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4 Stock Factor EARNINGS ESTIMATES Number of Analysts, Next Year
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5 Stock Factor EARNINGS ESTIMATES Number of Analysts, Next Quarter
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6 Stock Factor DESCRIPTIVE Number of Historical Periods, Annual
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7 Stock Factor INSTITUTIONAL OWNERSHIP Institutional Number of Shareholders
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8 Stock Factor DESCRIPTIVE Number of Historical Periods, Quarterly
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9 ( ) Function MATH Precedence Operators:
Use parentheses to change the order operations are calculated. For example:
( 10 + 5 ) / 5 = 3
10 + 5 / 5 = 11
When in doubt, always use parentheses.
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10 + - * / ^ Function MATH Mathematical Operators:
+ Sum
- Subtract
* Multiply
/ Divide
^ Power (x^y is x raised to the power of y)
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11 // Function MISC Allows you to add comments to a rule. Everything after // is ignored. Example:
Close(0)>5 // this is a comment
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12 = != ! < > >= <= Function MATH Logical Operators:
= Equals
!= Not Equals
! Negate
> Greater
< Less
>= Greater or equal
<= Less or equal
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13 Abs Function MATH Abs(expr): Evaluates to the absolute valueof expr
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14 Stock Factor BALANCE SHEET, ANNUAL Depreciation, Accumulated, Annual ($ millions)
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15 Stock Factor BALANCE SHEET, QTR Depreciation, Accumulated, Quarterly ($ millions)
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16 ADX Function TECHNICAL ANALYSIS ADX(period,offset): Returns the Average Directional movement Index as defined by Welles Wilder. An offset can be specified to find trends in the ADX. For example to screen for stocks whose ADX increased in the past 10 bars enter:
ADX(14,0) > ADX(14,10)
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17 And Function MATH Expr1 And Expr2: Evaluates to 1 when both Expr1 and Expr2 are non zero.
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18 Stock Factor BALANCE SHEET, ANNUAL Assets, Total, Annual ($ millions)
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19 Stock Factor BALANCE SHEET, QTR Assets, Total, Quarterly ($ millions)
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20 Stock Factor EFFICIENCY RATIOS Asset Turnover, PTM
NOTE: Historical data available since 03/31/02
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21 Stock Factor EFFICIENCY RATIOS Asset Turnover, Quarterly
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22 Stock Factor EFFICIENCY RATIOS -
23 Industry Factor EFFICIENCY RATIOS Asset Turnover Industry, TTM
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24 ATR Function TECHNICAL ANALYSIS ATR(bars,offest): Average True Range.
Returns the Average True Range as defined by Welles Wilder over the specified period. An offset can be specified to find trends in the ATR. For example to screen for stocks whose ATR increased in the past 10 bars enter:
ATR(14,0) > ATR(14,10)
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25 ATRN Function TECHNICAL ANALYSIS ATRN(bars,offest): Normalized Average True Range.
Returns the Average True Range, or ATR, as a percentage of the closing price of the specified Bar. NATR provides a good picture of current volatility.
Calculation
ATRN( bars , offset ) = 100 * ATR( bars , offset ) / Close( offset )
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26 Avg Function MATH Avg(x1,x2[,..,x20]): Returns the average value in list. Up to 20 parameters are allowed and NAs are discarded
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27 AvgDailyTot Function PRICE & VOLUME AvgDailyTot(noBars[,offset]): average daily total amount traded (price * volume) for the past number of bars. You can use the offset to calculate rising avg. For ex:
AvgDailyTot(10) > AvgDailyTot(10,10)
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28 Stock Factor EARNINGS ESTIMATES Average Recommendation (on a 1-5 linear scale)
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29 Stock Factor EARNINGS ESTIMATES Average Recommendation (on a 1-5 linear scale), 13 Weeks ago
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30 Stock Factor EARNINGS ESTIMATES Average Recommendation (on a 1-5 linear scale), 4 Weeks ago
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31 Stock Factor EARNINGS ESTIMATES Average Recommendation (on a 1-5 linear scale), 8 Weeks ago
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32 AvgVol Function PRICE & VOLUME AvgVol(noBars[,offset]): Average volume of the past number of bars. To get the 20 bar average volume enter
AvgVol(20)
You can use the offset to calculate rising avg. For ex:
\AvgVol(10) > AvgVol(10,10)
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33 BBLower Function TECHNICAL ANALYSIS BBLower(period [,deviations,offset]) - Returns the lower value of the Bollinger band envelope
period: no. of bars used (typical is 20)
deviations: no. of deviations (default is 2)
offset: use values from 0-100
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34 BBUpper Function TECHNICAL ANALYSIS BBUpper(period [,deviations,offset]) - Returns the upper value of the Bollinger band envelope
period: no. of bars used (typical is 20)
deviations: no. of deviations (default is 2)
offset: use values from 0-100
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35 BenchClose Function PRICE & VOLUME BenchClose(barsAgo): Historical Close price of the benchmark. Ex:
BenchClose(0) gets the last close
BenchClose(10) gets the close 10 bars ago.
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36 BenchHi Function PRICE & VOLUME BenchHi(barsAgo): Historical high price of the benchmark. To get the last high enter
BenchHi(0)
When running backtests, BenchHi(-1) can be used to peek into the next day's open price.
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37 BenchLow Function PRICE & VOLUME BenchLow(barsAgo): Historical low price of the benchmark. To get the last low enter
BenchLow(0)
When running backtests, BenchLow(-1) can be used to peek into the next day's open price.
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38 BenchOpen Function PRICE & VOLUME BenchOpen(barsAgo): Historical open price of the benchmark. To get the last open enter:
BenchOpen(0).
When running backtests, BenchOpen(-1) can be used to peek into the next day's open price.
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39 BenchPct Function POSITION FUNCTIONS Benchmark return since the position was opened.
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40 BenchPctFromPosHi Function POSITION FUNCTIONS Benchmark percentage return from highest close of the position. Use this to prevent a stop-loss in case the market is also dropping. For example to enter a stoploss only if the market outperformed the position, enter:
PctFromHi <= -20 And BenchPctFromPosHi > -20
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41 Stock Factor PRICE & VOLUME -
42 Industry Factor PRICE & VOLUME -
43 Between Function MATH Between(a,b,c): Returns TRUE (1) if a is between b and c (inclusive), FALSE(0) otherwise
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44 BuyAmount Function POSITION FUNCTIONS Amount which will be used to buy a stock before any commissions or slippage. You can use this to set up a liquidity filter, for ex.:
BuyAmount/Price < 0.05*AvgVol(20)
With this rule a stock will not be bought if the number of shares being considered is greater than 5% of the 20 day average volume.
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45 Stock Factor BALANCE SHEET, ANNUAL Book Value, Annual ($ millions)
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46 Stock Factor BALANCE SHEET, QTR Book Value, Most Recent Quarter 1 Year Ago ($ millions)
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47 Stock Factor BALANCE SHEET, QTR Book Value, Quarterly ($ millions)
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48 Stock Factor GROWTH RATES Book Value Per Share, 5 Year Growth Rate (%)
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49 Stock Factor PER SHARE RATIOS Book Value Per Share, 5 Year Average ($ per share)
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50 Stock Factor PER SHARE RATIOS Book Value Per Share, Annual ($ per share)
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51 Stock Factor PER SHARE RATIOS Book Value, One Year Ago ($ per share)
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52 Stock Factor PER SHARE RATIOS Book Value, Two Years Ago ($ per share)
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53 Stock Factor PER SHARE RATIOS Book Value, Three Years Ago ($ per share)
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54 Stock Factor PER SHARE RATIOS Book Value, Four Years Ago ($ per share)
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55 Stock Factor PER SHARE RATIOS Book Value Per Share, Quarterly ($ per share)
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56 Stock Factor GROWTH RATES Capital Spending, 5 Year Growth Rate (%)
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57 Industry Factor GROWTH RATES Capital Spending Industry, 5 Year Growth Rate (%)
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58 Stock Factor PER SHARE RATIOS Capital Spending Per Share Ratio, Quarterly ($ per share)
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59 Stock Factor PER SHARE RATIOS Capital Spending Per Share Ratio, TTM ($ per share)
NOTE: Historical data available since 10/16/04
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60 CapWeight Function RISK MANAGEMENT Weight of the MarketCap group as % of total market value. You can use this function to control MarketCap concentrations. See Full Description for details and examples
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61 Stock Factor PER SHARE RATIOS Cash Flow Per Share, Annual ($ per share)
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62 Stock Factor PER SHARE RATIOS Cash Flow Per Share, Prior Quarter ($ per share)
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63 Stock Factor PER SHARE RATIOS Cash Flow Per Share, Prior TTM ($ per share)
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64 Stock Factor PER SHARE RATIOS Cash Flow Per Share, Prior Year ($ per share)
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65 Stock Factor PER SHARE RATIOS Cash Flow Per Share, 2 Years Prior ($ per share)
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66 Stock Factor PER SHARE RATIOS Cash Flow Per Share, 3 Years Prior ($ per share)
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67 Stock Factor PER SHARE RATIOS Cash Flow Per Share, 4 Years Prior ($ per share)
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68 Stock Factor PER SHARE RATIOS Cash Flow Per Share, Quarter 1 Year Ago ($ per share)
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69 Stock Factor PER SHARE RATIOS Cash Flow Per Share, Quarterly ($ per share)
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70 Stock Factor PER SHARE RATIOS Cash Flow Per Share, TTM ($ per share)
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71 CashPct Function PORTFOLIO Returns the % of thecash in the port/sim vs. the total market value
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72 Stock Factor PER SHARE RATIOS Cash Per Share, Quarterly ($ per share)
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73 Function TECHNICAL ANALYSIS CCI(bars,[offset,series]): Commodity Channel Index.
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74 Stock Factor GROWTH RATES Cash Flow, 5 Year Growth Rate (%)
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75 ChaikinAD Function TECHNICAL ANALYSIS ChaikinAD(period [, offset] ) - The Chaikin Accumulation Distribution Indicator is a measure of the money flowing into and out of a stock over the period
See Full Description for usage and examples
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76 ChaikinMFP Function TECHNICAL ANALYSIS ChaikinMFP(period , lookback, [, offset] ) - This indicator calculates the percentage of days in the previous lookback window that the ChaikinAD is > 0
See Full Description for usage and examples
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77 ChaikinTrend Function TECHNICAL ANALYSIS ChaikinTrend(period [, offset, increment, series] ) - The Chaikin Trend Indicator is a special purpose double smoothed exponential average
See Full Description for usage and examples
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78 Function PRICE & VOLUME Close(barsAgo [,series]): Historical Close price.
series: optional, see Full Description
Close(0) gets the last close
Close(10,#Bench) gets the benchmark close 10 bars ago.
When this function is evaluated in the past it reverses out future splits (if any).
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79 Function PRICE & VOLUME CloseAdj(barsAgo): Historical Close price fully adjusted for splits even when used in the past.
This function should only be used in conjunction with line item functions (ItemQ,ItemA,ItemTTM) since line item data is fully adjusted for splits.
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80 Stock Factor INCOME STMNT, ANNUAL Cost of Goods Sold, Annual ($ millions)
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81 Stock Factor INCOME STMNT, QTR & TTM Cost of Goods Sold, Quarterly ($ millions)
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82 Stock Factor INCOME STMNT, QTR & TTM Cost of Goods Sold, TTM ($ millions)
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83 Function GROUPINGS Country("CODE1, CODE2..."): Returns 1(TRUE) if the country of domicile matches any of the countries whose codes are specified, 0 (FALSE) otherwise. Use commas or spaces to separate your list of up to 20 codes. See Full Description for a list country codes.
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84 CrossOver Function TECHNICAL ANALYSIS CrossOver(type,bars,period1,period2)
type: moving average (MA) either #SMA,#EMA,#VMA, or #WMA (see the MA help for definitions of each)
bars: maximum no. bars examined 1-100
period1: period for moving average 1-250
period2: period for moving average 1-250
Returns TRUE(1) when the MA(period1) is over MA(period2) and the cross happened 'bars' ago or less. Otherwise it returns FALSE(0).
Ex. To find all stocks whose 50 bar simple average has crossed over the 200 bar average in the last 10 bars, enter:
CrossOver(#SMA,10,50,200)=TRUE
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85 CrossUnder Function TECHNICAL ANALYSIS CrossUnder(type,bars,period1,period2)
type: moving average (MA) either #SMA,#EMA,#VMA, or #WMA (see the MA help for definitions of each)
bars: maximum no. bars examined 1-100
period1: period for moving average 1-250
period2: period for moving average 1-250
Returns TRUE(1) when the MA(period1) is below MA(period2) and the cross happened 'bars' ago or less. Otherwise it returns FALSE(0).
Ex. To find all stocks whose 50 bar simple average has crossed below the 200 bar average in the last 10 bars, enter:
CrossUnder(#SMA,10,50,200)=TRUE
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86 Stock Factor BALANCE SHEET, ANNUAL Assets, Current, Annual ($ millions)
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87 Stock Factor BALANCE SHEET, QTR Assets, Current, Quarterly ($ millions)
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88 Stock Factor EARNINGS ESTIMATES Current Fiscal Year Down Revisions, 4 Weeks ago
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89 Stock Factor EARNINGS ESTIMATES Current Fiscal Year Down Revisions, Last Week
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90 Stock Factor EARNINGS ESTIMATES Current Fiscal Year EPS Mean Estimate ($)
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91 Stock Factor EARNINGS ESTIMATES Current Fiscal Year EPS Mean Estimate, 13 Weeks ago ($)
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92 Stock Factor EARNINGS ESTIMATES Current Fiscal Year EPS Mean Estimate, 4 Weeks ago ($)
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93 Stock Factor EARNINGS ESTIMATES Current Fiscal Year EPS Mean Estimate, 8 Weeks ago ($)
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94 Stock Factor EARNINGS ESTIMATES Current Fiscal Year High EPS Estimate ($)
NOTE: Historical data available since 08/11/01
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95 Stock Factor EARNINGS ESTIMATES Current Fiscal Year Low EPS Estimate
NOTE: Historical data available since 08/11/01
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96 Stock Factor EARNINGS ESTIMATES Current Fiscal Year Standard Deviation
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97 Stock Factor EARNINGS ESTIMATES Current Fiscal Year Up Revisions, 4 Weeks ago
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98 Stock Factor EARNINGS ESTIMATES Current Fiscal Year Up Revisions, Last Week
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99 Stock Factor BALANCE SHEET, ANNUAL Liabilities, Current, Annual ($ millions)
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100 Stock Factor BALANCE SHEET, QTR Liabilities, Current, Quarterly ($ millions)
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101 Stock Factor EARNINGS ESTIMATES Current Quarter Down Revisions, 4 Weeks ago
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102 Stock Factor EARNINGS ESTIMATES Current Quarter Down Revisions, Last Week
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103 Stock Factor EARNINGS ESTIMATES Current Quarter Mean EPS Estimate, 13 Weeks Ago ($)
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104 Stock Factor EARNINGS ESTIMATES Current Quarter Mean EPS Estimate, 4 Weeks ago
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105 Stock Factor EARNINGS ESTIMATES Current Quarter Mean EPS Estimate, 8 Weeks ago
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106 Stock Factor EARNINGS ESTIMATES EPS Mean Estimate, for the current quarter ($)
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107 Stock Factor EARNINGS ESTIMATES Current Quarter High EPS Estimate ($)
NOTE: Historical data available since 08/11/01
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108 Stock Factor EARNINGS ESTIMATES Current Quarter Low EPS Estimate, ($)
NOTE: Historical data available since 08/11/01
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109 Stock Factor EARNINGS ESTIMATES Current Quarter Standard Deviation
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110 Stock Factor EARNINGS ESTIMATES Current Quarter Up Revisions, 4 Weeks ago
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111 Stock Factor EARNINGS ESTIMATES Current Quarter Up Revisions, Last Week
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112 Stock Factor FINANCIAL STRENGTH RATIOS Current Ratio, Quarterly, 1 Year Ago
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113 Stock Factor FINANCIAL STRENGTH RATIOS -
114 Industry Factor FINANCIAL STRENGTH RATIOS Current Ratio Industry, Quarterly
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115 Industry Factor EARNINGS ESTIMATES Ratio ranging from -1 to +1 indicating the direction of revisions for the stock's industry. The extreme values 1 and -1 would indicate that every analyst's CurrY estimate in the industry have been revised upward and downward respectively in the past 4 Weeks.
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116 Stock Factor DIVIDEND INFORMATION Days since the last dividend ex-date. Always a positive number or NA
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117 Stock Factor DIVIDEND INFORMATION Days since the last dividend payment date. Always a positive number or NA. If in-between ex-date and pay-date NA is returned.
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118 Stock Factor DIVIDEND INFORMATION Days until the next dividend ex-date. Always a positive number or NA. If in-between ex-date and pay-date NA is returned.
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119 Stock Factor DIVIDEND INFORMATION Days until next dividend payment date. Always a positive number or NA.
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120 Stock Factor FINANCIAL STRENGTH RATIOS Long Term Debt to Total Assets, Quarterly
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121 Stock Factor FINANCIAL STRENGTH RATIOS Long Term Debt to Total Capital, Quarterly
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122 Stock Factor FINANCIAL STRENGTH RATIOS Long Term Debt To Equity Ratio, Quarterly, 1 Year Ago
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123 Stock Factor FINANCIAL STRENGTH RATIOS Long Term Debt To Total Equity, Quarterly
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124 Industry Factor FINANCIAL STRENGTH RATIOS Long Term Debt To Total Equity Industry, Quarterly
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125 Stock Factor BALANCE SHEET, ANNUAL Long Term Debt, Annual ($ millions)
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126 Stock Factor BALANCE SHEET, QTR Long Term Debt, Quarterly ($ millions)
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127 Stock Factor FINANCIAL STRENGTH RATIOS Debt Service to Net Income Ratio, Quarterly
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128 Stock Factor FINANCIAL STRENGTH RATIOS Debt Service to Net Income Ratio, TTM
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129 Stock Factor FINANCIAL STRENGTH RATIOS Total Debt To Total Assets, Quarterly , 1 Year Ago
NOTE: Historical data available since 03/31/02
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130 Stock Factor FINANCIAL STRENGTH RATIOS Total Debt To Total Assets, Quarterly
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131 Stock Factor FINANCIAL STRENGTH RATIOS Total Debt to Total Capital, Quarterly
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132 Stock Factor FINANCIAL STRENGTH RATIOS Total Debt To Total Equity Ratio, Quarterly, Prior Year
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133 Stock Factor FINANCIAL STRENGTH RATIOS Total Debt To Total Equity, Quarterly
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134 Industry Factor FINANCIAL STRENGTH RATIOS Total Debt To Total Equity Industry, Quarterly
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135 Stock Factor BALANCE SHEET, ANNUAL Total Debt, Annual ($ millions)
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136 Stock Factor BALANCE SHEET, QTR Total Debt, Quarterly ($ millions)
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137 Stock Factor CASH FLOW STMT Depreciation Expense, Annual ($ millions)
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138 Stock Factor CASH FLOW STMT Depreciation Expense, Quarterly ($ millions)
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139 Stock Factor CASH FLOW STMT Depreciation Expense, TTM ($ millions)
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140 Stock Factor GROWTH RATES Dividend Percent Change, Year Over Year (%)
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141 Industry Factor GROWTH RATES Dividend Percent Change Industry, Year Over Year (%)
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142 Stock Factor GROWTH RATES Dividend Growth Rate, 3 Years (%)
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143 Industry Factor GROWTH RATES Dividend Growth Rate Industry, 3 Years (%)
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144 Stock Factor GROWTH RATES Dividend, 5 Year Growth Rate (%)
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145 Industry Factor GROWTH RATES Dividend Industry, 5 Year Growth Rate (%)
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146 Stock Factor DIVIDEND INFORMATION Dividend Declared, Last Quarterly ($ per share)
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147 Stock Factor DIVIDEND INFORMATION Dividends, 5 Year Average ($ per share)
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148 Stock Factor INCOME STMNT, QTR & TTM -
149 Stock Factor DIVIDEND INFORMATION Dividends Per Share, TTM ($ per share)
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150 DMICrossOver Function TECHNICAL ANALYSIS DMICrossOver(period,bars): Returns TRUE (or 1) if the DMI+ has crossed over the DMI- in the previous bars. DMI+ and DMI- are component of Welles Wilder DMI. To find stocks whose DMI+ crossed over the DMI- within the last 2 bars enter:
DMICrossOver(14,2)=TRUE
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151 DMICrossUnder Function TECHNICAL ANALYSIS DMICrossUnder(period,bars): Returns TRUE (or 1) if the DMI- has crossed over the DMI+ in the previous bars. DMI+ and DMI- are component of Welles Wilder DMI. To find stocks whose DMI- crossed over the DMI+ within the last 2 bars enter:
DMICrossUnder(14,2)=TRUE
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152 DMIMinus Function TECHNICAL ANALYSIS DMIMinus(period,offset): Returns the DMI- component of the Directional Movement System developed by Welles Wilder. An offset can be specified to calculate past values. To find stocks with strong -ve directional movement enter:
DMIMinus(14,0) > DMIPlus(14,0)
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153 DMIPlus Function TECHNICAL ANALYSIS DMIPlus(period,offset): Returns the DMI+ component of the Directional Movement System developed by Welles Wilder. An offset can be specified to calculate past values. To find stocks with strong +ve directional movement enter:
DMIPlus(14,0) > DMIMinus(14,0)
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154 Stock Factor VALUATION RATIOS The earnings per share for the most recent 12 months divided by market price per share.
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155 Stock Factor INCOME STMNT, ANNUAL Earnings Before Interest and Taxes, Annual ($ millions)
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156 Stock Factor INCOME STMNT, ANNUAL Earnings Before Interest, Taxes, Depreciation and Amort., Annual ($ millions)
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157 Stock Factor INCOME STMNT, ANNUAL Earnings Before Interest, Taxes, Depr. & Amort., Prior Year ($ millions)
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158 Stock Factor INCOME STMNT, ANNUAL Earnings Before Interest, Taxes, Depr. & Amort., Two Yrs. Ago ($ millions)
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159 Stock Factor INCOME STMNT, ANNUAL Earnings Before Interest, Taxes, Depr. & Amort., Three Yrs Ago ($ millions)
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160 Stock Factor INCOME STMNT, ANNUAL Earnings Before Interest, Taxes, Depr. & Amort., Four Yrs. Ago ($ millions)
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161 Stock Factor INCOME STMNT, ANNUAL Earnings Before Interest, Taxes, Depr. & Amort., Five Yrs. Ago ($ millions)
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162 Stock Factor INCOME STMNT, ANNUAL Earnings Before Interest, Taxes, Depr. & Amort., Six Yrs. Ago ($ millions)
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163 Stock Factor INCOME STMNT, QTR & TTM Earnings Before Interest, Taxes, Depreciation and Amort., Qtly ($ millions)
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164 Stock Factor INCOME STMNT, QTR & TTM Earnings Before Interest, Taxes, Depreciation and Amort., TTM ($ millions)
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165 Industry Factor INCOME STMNT, QTR & TTM Earnings Before Interest, Taxes, Depreciation and Amort. Industry,
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166 Stock Factor PROFITABILITY RATIOS EBITD Margin, 5 year average (%)
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167 Industry Factor PROFITABILITY RATIOS EBITD Margin Industry, 5 year average (%)
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168 Stock Factor PROFITABILITY RATIOS -
169 Stock Factor PER SHARE RATIOS Earnings Before Interest, Taxes and Depreciation Per Share, TTM ($ per share)
NOTE: Historical data available since 08/11/01
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170 Stock Factor INCOME STMNT, QTR & TTM Earnings Before Interest and Taxes, Quarterly ($ millions)
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171 Stock Factor INCOME STMNT, QTR & TTM Earnings Before Interest and Taxes, TTM ($ millions)
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172 Function TECHNICAL ANALYSIS EMA(bars [,offset,series]): Exponential moving average.
bars: 2-500
offset: 0-100 (optional, defaults to 0)
series: optional, see Full Description
Ex: to calculate the 50 bar average for the latest closing prices bar, enter:
EMA(50)
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173 Stock Factor DESCRIPTIVE -
174 Stock Factor PER SHARE RATIOS -
175 Industry Factor GROWTH RATES EPS Percent Change Industry, Year Over Year (%)
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176 Stock Factor GROWTH RATES EPS Percent Change, Most Recent Quarter vs. Prior Quarter (%)
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177 Stock Factor GROWTH RATES EPS Percent Change, Most Recent Quarter vs. Quarter 1 Year Ago (%)
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178 Industry Factor GROWTH RATES EPS Percent Change Industry, Most Recent Quarter vs. Quarter 1 Year Ago (%)
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179 Stock Factor GROWTH RATES EPS Percent Change, TTM Over TTM (%)
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180 Industry Factor GROWTH RATES EPS Percent Change Industry, TTM Over TTM (%)
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181 Stock Factor GROWTH RATES Earnings Per Share, 10 Year Growth Rate (%)
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182 Stock Factor GROWTH RATES EPS Growth Rate, 3 Years (%)
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183 Industry Factor GROWTH RATES EPS Growth Rate Industry, 3 Years (%)
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184 Stock Factor GROWTH RATES Earnings Per Share, 5 Year Growth Rate (%)
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185 Industry Factor GROWTH RATES Earnings Per Share Industry, 5 Year Growth Rate (%)
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186 Stock Factor PER SHARE RATIOS EPS, Diluted, Excluding Extraordinary Items, Annual ($ per share)
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187 Stock Factor PER SHARE RATIOS EPS, Diluted, Excluding Extraordinary Items, Prior TTM ($ per share)
NOTE: Historical data available since 08/11/01
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188 Stock Factor PER SHARE RATIOS EPS, Diluted, Excluding Extraordinary Items, Quarterly ($ per share)
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189 Stock Factor PER SHARE RATIOS EPS, Diluted, Excluding Extraordinary Items, TTM ($ per share)
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190 Industry Factor PER SHARE RATIOS EPS Industry, Diluted, Excluding Extraordinary Items, TTM ($ per share)
NOTE: Historical data available since 08/11/01
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191 Stock Factor PER SHARE RATIOS EPS, Diluted, Including Extraordinary Items, Annual ($ per share)
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192 Stock Factor PER SHARE RATIOS EPS, Diluted, Including Extraordinary Items, Quarterly ($ per share)
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193 Stock Factor PER SHARE RATIOS EPS, Diluted, Including Extraordinary Items, TTM ($ per share)
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194 Stock Factor PER SHARE RATIOS EPS Stability (standard deviation of the past 16 quarters)
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195 Stock Factor BALANCE SHEET, ANNUAL Shareholder's Equity, Annual ($ millions)
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196 Stock Factor BALANCE SHEET, QTR Shareholder's Equity, Quarterly ($ millions)
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197 Function GROUPINGS ETFAssetClass: Returns the ETF Asset Class.
Ex: to eliminate all currency ETFs enter:
ETFAssetClass != CURR
To see all codes click on function name
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198 Function GROUPINGS ETFAssetClassSet(x1[,x2..x30]): Return 1 (TRUE) if the ETF Asset Class is one of the parameters
To see all codes click on function name
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199 Function GROUPINGS ETFCountry: Returns the ETF Country.
Ex: to eliminate all chinese ETFs enter:
ETFCountry != CHINA
NOTE: ETFs that span multiple countries are set to MULTICTRY.
To see all codes click on function name
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200 Function GROUPINGS ETFCountrySet(x1[,x2..x30]): Return 1 (TRUE) if the ETF Country is one of the parameters
To see all codes click on function name
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201 Function GROUPINGS ETFFamily: Returns the ETF Family.
Ex: to eliminate all iShares ETFs enter:
ETFFamily != ISHARES
To see all codes click on function name
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202 Function GROUPINGS ETFFamilySet(x1[,x2..x30]): Return 1 (TRUE) if the ETF Family is one of the parameters
To see all codes click on function name
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203 Function GROUPINGS ETFMethod: Returns the ETF Method.
Ex: to return only short ETFs enter:
ETFMethod = LEVSHORT or ETFMethod = STANSHORT
To see all codes click on function name
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204 Function GROUPINGS ETFMethodSet(x1[,x2..x30]): Return 1 (TRUE) if the ETF Method is one of the parameters
To see all codes click on function name
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205 Function GROUPINGS ETFRegion: Returns the ETF Region.
Ex: to eliminate all emerging markets ETFs enter:
ETFRegion != EMERG
To see all codes click on function name
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206 Function GROUPINGS ETFRegionSet(x1[,x2..x30]): Return 1 (TRUE) if the ETF Region is one of the parameters
To see all codes click on function name
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207 Function GROUPINGS ETFSector: Returns the ETFSector.
Ex: to eliminate all financial ETFs enter:
ETFSector != FINANCIAL
To see all codes click on function name
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208 Function GROUPINGS ETFSectorSet(x1[,x2..x30]): Return 1 (TRUE) if the ETF Sector is one of the parameters
To see all codes click on function name
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209 Function GROUPINGS ETFSize: Returns the ETF Size.
Ex: to eliminate all smallcap ETFs enter:
ETFSize != SMALLCAP
To see all codes click on function name
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210 Function GROUPINGS ETFSizeSet(x1[,x2..x30]): Return 1 (TRUE) if the ETF Size is one of the parameters
To see all codes click on function name
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211 Function GROUPINGS ETFStyle: Returns the ETF Style.
Ex: to eliminate all value ETFs enter:
ETFStyle != VALUE
To see all codes click on function name
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212 Function GROUPINGS ETFStyleSet(x1[,x2..x30]): Return 1 (TRUE) if the ETF Style is one of the parameters
To see all codes click on function name
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213 Eval Function MATH Eval(condition,expr1,expr2): Executes expr1 if the condition evaluates to non-zero, or expr2 otherwise.
Ex: To enter a Sell Rule that sells 1/3 of a position if the position weight exceeds 20% enter
Eval(Weight > 20, 0.333 , 0)
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214 Function GROUPINGS Returns 1 (TRUE) if our internal stock id is Even, 0 (FALSE) otherwise
Can be used for out-of-sample testing (see Full Desc)
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215 FALSE Function MATH FALSE or 0 is the value returned by a conditional expression when it evaluates to false.
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216 Stock Factor CASH FLOW STMT Free Cash Flow, Annual ($ millions)
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217 Stock Factor PROFITABILITY RATIOS Free Cash Flow Margin, TTM (%)
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218 Stock Factor PER SHARE RATIOS Free Cash Flow Per Share, Annual ($ per share)
NOTE: Historical data available since 08/11/01
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219 Stock Factor PER SHARE RATIOS Free Cash Flow Per Share, Prior Quarter ($ per share)
NOTE: Historical data available since 08/11/01
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220 Stock Factor PER SHARE RATIOS Free Cash Flow Per Share, Prior Year ($ per share)
NOTE: Historical data available since 08/11/01
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221 Stock Factor PER SHARE RATIOS Free Cash Flow Per Share, 2 Years Prior ($ per share)
NOTE: Historical data available since 08/11/01
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222 Stock Factor PER SHARE RATIOS Free Cash Flow Per Share, 3 Years Prior ($ per share)
NOTE: Historical data available since 08/11/01
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223 Stock Factor PER SHARE RATIOS Free Cash Flow Per Share, 4 Years Prior ($ per share)
NOTE: Historical data available since 08/11/01
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224 Stock Factor PER SHARE RATIOS Free Cash Flow Per Share, Quarter 1 Year Ago ($ per share)
NOTE: Historical data available since 08/11/01
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225 Stock Factor PER SHARE RATIOS Free Cash Flow Per Share, Quarterly ($ per share)
NOTE: Historical data available since 08/11/01
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226 Stock Factor PER SHARE RATIOS Free Cash Flow Per Share, TTM ($ per share)
NOTE: Historical data available since 08/11/01
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227 Stock Factor CASH FLOW STMT Free Cash Flow, Prior Year ($ millions)
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228 Stock Factor CASH FLOW STMT Free Cash Flow, Two Years Prior ($ millions)
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229 Stock Factor CASH FLOW STMT Free Cash Flow, Quarterly ($ millions)
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230 Stock Factor CASH FLOW STMT Free Cash Flow, TTM ($ millions)
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231 Function RANKING & SORTING FCount("expression"[,type,universe]): Counts the number of stocks where expression is true.
type: see Full Description
universe: [#Universe],#Previous
See Full Description for examples
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232 Stock Factor SHARE RELATED ITEMS -
233 Function RANKING & SORTING FMedian(''formula''[,type,universe]): Returns the median value of the formula
type: see Full Description
universe: [#Universe],#Previous
Ex. To return the stocks with market cap above the median of the industry:
MktCap > FMedian(''MktCap'',#Industry)
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234 Function RANKING & SORTING FOrder("formula"[,type,sort,universe,distinct]): Sorts stocks based on formula and returns the position in the array
type: see Full Description
sort: #ASC,[#DESC]
universe: [#Universe],#Previous
distinct: [false],true
Ex. To return the largest stocks in each industry enter:
FOrder("MktCap",#Industry) =1
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235 Function RANKING & SORTING FRank(''formula''[,type,sort,universe]): Ranks stocks based on a formula and returns the percentile.
type: see Full Description
sort: #ASC,[#DESC]
universe: [#Universe],#Previous
Ex. to return the top Market Cap decile of the universe enter:
FRank(''MktCap'') >= 90
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236 Gain Function POSITION FUNCTIONS Return of an existing position in dollars
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237 GainPct Function POSITION FUNCTIONS Return of an existing position in %
To take profits enter the following in a sell rule:
GainPct > 200
You can also sell portions of a position using the Eval() function.
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238 Function TECHNICAL ANALYSIS GapDown(GapPct,VolPct,bars,offset)
GapPct: minimum gap size in % (1-1000)
VolPct: minimum volume % increase from 20 bar avg (0-1000)
bars: period (1-200)
offset: starting bar (0-200)
This function returns TRUE (1) when a stock has a Gap Down pattern in the period specified by the 'bars' parameters, with the start bar being specified by 'offset'.
For example to find stocks with a Gap Down of at least 10%, with a 500% volume increase from the 20-bar average, and the Gap Down occured within the last 20 bars, enter the following:
GapDown(10,500,20,0)
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239 Function TECHNICAL ANALYSIS GapUp(GapPct,VolPct,bars,offset)
GapPct: minimum gap size in % (1-1000)
VolPct: minimum volume % increase from 20 bar avg (0-1000)
bars: period (1-200)
offset: starting bar (0-200)
This function returns TRUE (1) when a stock has a Gap Up pattern in the period specified by the 'bars' parameters, with the start bar being specified by 'offset'.
For example to find stocks with a Gap Up of at least 10%, with a 500% volume increase from the 20-bar average, and the Gap Up occured within the last 20 bars, enter the following:
GapUp(10,500,20,0)
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240 Function MISC GetSeries(''ticker''): Use this function in functions that have a 'series' parameter. You can use any stock,ETF or index ticker. If you use a stock ticker your function may stop working if the ticker changes.
See Full Description for the list of index tickers and examples.
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241 Stock Factor PROFITABILITY RATIOS Gross Margin, 5 Year Average (%)
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242 Industry Factor PROFITABILITY RATIOS Gross Margin Industry, 5 Year Average (%)
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243 Stock Factor PROFITABILITY RATIOS -
244 Stock Factor PROFITABILITY RATIOS Gross Margin, PTM (%)
NOTE: Historical data available since 03/31/02
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245 Stock Factor PROFITABILITY RATIOS Gross Margin, Prior Year (%)
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246 Stock Factor PROFITABILITY RATIOS Gross Margin, 2 Years Prior (%)
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247 Stock Factor PROFITABILITY RATIOS Gross Margin, 3 Years Prior (%)
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248 Stock Factor PROFITABILITY RATIOS Gross Margin, 4 Years Prior (%)
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249 Stock Factor PROFITABILITY RATIOS Gross Margin, Quarterly (%)
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250 Stock Factor PROFITABILITY RATIOS -
251 Industry Factor PROFITABILITY RATIOS Gross Margin Industry, TTM (%)
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252 Stock Factor GROWTH RATES Gross Margin, 5 Year Growth Rate (%)
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253 Function PRICE & VOLUME Hi(barsAgo [,series]): Historical high price.
series: optional, see Full Description
To get the last high enter: Hi(0). When running backtests, Hi(-1) can be used to peek into the next day's open price. During backtests future splits are reversed out (if any).
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254 Function TECHNICAL ANALYSIS Highest(series , bars , offset)
series: see Full Descriptionl
bars: number between 2-2000
offset: number between 0-250
This function returns the highest value of the series within the specified lookback period. For example to return the highest close in the past 20 bars enter:
Highest(#Close,20,0)
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255 HighestBar Function TECHNICAL ANALYSIS HighestBar(series, bars, offset)
series: see Full Descriptionl
bars: number between 2-2000
offset: number between 0-250
This function returns the bar where the highest value in the series occured. For example to find stocks that have made all time highs within the last 5 bars enter:
HighestBar(#High, 999, 0) <= 5
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256 Stock Factor EARNINGS ESTIMATES Historical Quarter Difference (Actual - Estimate), 1 Quarter Ago
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257 Stock Factor EARNINGS ESTIMATES Historical EPS (Actual), 1 Quarter ago
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258 Stock Factor EARNINGS ESTIMATES Historical EPS Mean Estimate, 1 Quarter ago
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259 Stock Factor EARNINGS ESTIMATES Historical Quarter Difference (Actual - Estimate), 2 Quarters Ago
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260 Stock Factor EARNINGS ESTIMATES Historical EPS (Actual), 2 Quarters ago
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261 Stock Factor EARNINGS ESTIMATES Historical EPS Mean Estimate, 2 Quarters ago
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262 Stock Factor EARNINGS ESTIMATES Historical Quarter Difference (Actual - Estimate), 3 Quarters Ago
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263 Stock Factor EARNINGS ESTIMATES Historical EPS (Actual), 3 Quarters ago
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264 Stock Factor EARNINGS ESTIMATES Historical EPS Mean Estimate, 3 Quarters ago
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265 Stock Factor EARNINGS ESTIMATES Historical Quarter Difference (Actual - Estimate), 4 Quarters Ago
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266 Stock Factor EARNINGS ESTIMATES Historical EPS (Actual), 4 Quarters ago
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267 Stock Factor EARNINGS ESTIMATES Historical EPS Mean Estimate, 4 Quarters ago
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268 Stock Factor EARNINGS ESTIMATES Historical Quarter Difference (Actual - Estimate), 5 Quarters Ago
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269 Stock Factor EARNINGS ESTIMATES Historical EPS (Actual), 5 Quarters ago
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270 Stock Factor EARNINGS ESTIMATES Historical EPS Mean Estimate, 5 Quarters ago
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271 HoldingsCnt Function PORTFOLIO HoldingsCnt("MyListName"): Returns a count of stocks in the list that are current holdings
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272 Stock Factor INCOME STMNT, QTR & TTM Income Available to Common, Quarterly ($ millions)
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273 Stock Factor INCOME STMNT, QTR & TTM Income Available to Common, TTM ($ millions)
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274 Stock Factor INCOME STMNT, ANNUAL Income After Taxes, Annual ($ millions)
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275 Stock Factor INCOME STMNT, QTR & TTM Income After Taxes, Quarterly ($ millions)
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276 Stock Factor INCOME STMNT, QTR & TTM Income After Taxes, TTM ($ millions)
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277 Stock Factor INCOME STMNT, ANNUAL Income Before Taxes, Annual ($ millions)
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278 Stock Factor INCOME STMNT, QTR & TTM Income Before Taxes, Quarterly ($ millions)
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279 Stock Factor INCOME STMNT, QTR & TTM Income Before Taxes, TTM ($ millions)
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280 Stock Factor EFFICIENCY RATIOS Income Per Employee, Quarterly
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281 Stock Factor EFFICIENCY RATIOS -
282 Industry Factor EFFICIENCY RATIOS Income Per Employee Industry, TTM
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283 Stock Factor INCOME STMNT, ANNUAL Income Tax Expense, Annual ($ millions)
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284 Stock Factor INCOME STMNT, QTR & TTM Income Tax Expense, Quarterly ($ millions)
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285 Stock Factor INCOME STMNT, QTR & TTM Taxes Paid, TTM ($ millions)
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286 Function GROUPINGS IndAvg("formula"[,method,trim,zeroIsNa]): Returns the industry average of the formula
method: [#CapAvg], #Avg
trim: 0-33 default is 16.5
zeroIsNA: [FALSE],TRUE
Ex. To screen for stocks whose 12 month EPS growth is greater than the industry average enter:
EPS%ChgTTM > IndAvg("EPS%ChgTTM")
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287 Function GROUPINGS Industry: Which Industry the stock belongs to.
Ex: to eliminate all stocks in Semiconductors:
Industry != SEMICO
To see all codes click on function name
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288 IndWeight Function RISK MANAGEMENT Weight of the industry as % of total market value. For a buy rule, the weight is checked assuming the stock is purchased. For a sell rule the weight is checked before the sell.
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289 InList Function GROUPINGS InList("MyListName"): Returns 1 if the stock is in your custom list, 0 otherwise. To enter a custom list go to MyP123->Lists->Custom. Ex: to only buy stocks in your list "MyList" enter the following Buy rule:
InList("MyList")
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290 Stock Factor INSIDER TRADING Insider Shares Purchased (millions)
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291 Stock Factor INSIDER TRADING Insider Shares Sold (millions)
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292 Stock Factor INSIDER TRADING -
293 InSet Function MATH InSet(expression,x1[,..x20]]): Returns TRUE (1) if 'expression' is found in the list of parameters. For example, to screen for stocks in one of three industries you can write:
InSet(Industry,ADVERT,CASINO,HOTELS)
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294 Stock Factor INSIDER TRADING Insider Net Shares Bought (millions)
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295 Stock Factor INSIDER TRADING -
296 Stock Factor INSIDER TRADING Insider Ownership Percent (%)
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297 Stock Factor INSIDER TRADING Insider Sell Transactions
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298 Stock Factor INSTITUTIONAL OWNERSHIP Institutional Number of Shares Owned (millions)
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299 Stock Factor INSTITUTIONAL OWNERSHIP Institutional Number of Shares Owned, Prior Quarter (millions)
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300 Stock Factor INSTITUTIONAL OWNERSHIP Institutional Shares Purchased (millions)
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301 Stock Factor INSTITUTIONAL OWNERSHIP Institutional Shares Purchased, Prior Quarter (millions)
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302 Stock Factor INSTITUTIONAL OWNERSHIP Institutional Shares Sold (millions)
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303 Stock Factor INSTITUTIONAL OWNERSHIP Institutional Shares Sold, Prior Quarter (millions)
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304 Stock Factor INSTITUTIONAL OWNERSHIP Institutional Percent Owned, (%)
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305 Industry Factor INSTITUTIONAL OWNERSHIP Institutional Percent Owned Industry, (%) average
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306 Industry Factor INSTITUTIONAL OWNERSHIP Institutional Percent Owned Industry, (%) average NOADRs
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307 Stock Factor INSTITUTIONAL OWNERSHIP Institutional Percent Owned, Prior Quarter (%)
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308 Stock Factor INSTITUTIONAL OWNERSHIP Institutional Net Shares Purchased (millions)
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309 Stock Factor INSTITUTIONAL OWNERSHIP Institutional Net Shares Purchased (millions)
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310 Stock Factor FINANCIAL STRENGTH RATIOS Interest Coverage, Prior TTM
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311 Stock Factor FINANCIAL STRENGTH RATIOS Interest Coverage, Quarterly
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312 Stock Factor FINANCIAL STRENGTH RATIOS -
313 Industry Factor FINANCIAL STRENGTH RATIOS Interest Coverage Industry, TTM
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314 Stock Factor INCOME STMNT, ANNUAL Interest Expense, Annual ($ millions)
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315 Stock Factor INCOME STMNT, QTR & TTM Interest Expense, Quarterly ($ millions)
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316 Stock Factor INCOME STMNT, QTR & TTM Interest Expense, TTM ($ millions)
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317 Stock Factor BALANCE SHEET, ANNUAL Inventory, Annual ($ millions)
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318 Stock Factor BALANCE SHEET, QTR Inventory, Quarterly ($ millions)
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319 Stock Factor EFFICIENCY RATIOS Inventory Turnover, Quarterly
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320 Stock Factor EFFICIENCY RATIOS -
321 Industry Factor EFFICIENCY RATIOS Inventory Turnover Industry, TTM
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322 IsNA Function MATH IsNA(expr,replacement_value): returns the value of expr if it's not NA, otherwise it returns replacement_value
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323 Function LINE ITEMS ItemA( item , offset ): Returns the line item from the Income, Balance or Cash Flow ANNUAL (quarterly) statement.
item: click on Full Description for the list of line items
offset: value from 0-9
To return stocks whose Total Revenue increased in the latest two fiscal years enter:
ItemA(RTLR,0) > ItemA(RTLR,1)
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324 Function LINE ITEMS ItemQ( item , offset ): Returns the line item from the Income, Balance or Cash Flow INTERIM (quarterly) statement.
item: click on Full Description for the list of line items
offset: value from 0-19
To return stocks whose Total Revenue increased in the latest two quarters enter:
ItemQ(RTLR,0) > ItemQ(RTLR,1)
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325 Function LINE ITEMS ItemTTM( item , offset ): Returns the sum of the line item from the Income, Balance or Cash Flow from the trailing 4 INTERIM statements
item: click on Full Description for the list of line items
offset: value from 0-16
To return stocks whose Total Revenue increased in the latest two trailing 12 month period enter:
ItemTTM(RTLR,0) > ItemTTM(RTLR,4)
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326 LargeWeight Function RISK MANAGEMENT Weight of the LargeCap group as % of total market value. See Full Description for details and examples
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327 LastSellDays Function POSITION FUNCTIONS **DEPRECATED, use LastSellDaysLT**
Number of days since the last sell. If the stock was never bought it returns a very large number.
Ex: to avoid buying a stock that was sold within the last 30 days, enter the following Buy rule:
LastSellDays>30
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328 LastSellDaysLT(days) Function POSITION FUNCTIONS LastSellDaysLT(days): Returns TRUE or 1 if the stock was sold within the last no. of days, otherwise it returns FALSE or 0 (LT stands for Less Than).
Ex: to avoid buying a stock that was sold within the last 30 days, enter the following Buy rule:
LastSellDaysLT(30)=FALSE
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329 LastSellPrice Function POSITION FUNCTIONS Price the stock was last sold at, or NA. Example: To check that the current price is either above the last sell price, or that the stock was never bought, enter:
Eval(LastSellPrice=NA,TRUE,Close(0) > LastSellPrice)
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330 Stock Factor BALANCE SHEET, ANNUAL Liabilities, Total, Annual ($ millions)
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331 Stock Factor BALANCE SHEET, QTR Liabilities, Total, Quarterly ($ millions)
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332 LN Function MATH LN(val): Returns the natural log of val
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333 Log10 Function MATH Log10(val): Returns the base-10 log of val
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334 Function MISC LoopSum(''formula'',iterations[,start,increment]) Executes the formula a number of times and returns the sum. A special variable CTR (short for counter) is available for the formula that is incremented each time.
See Full Description for examples
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335 Function PRICE & VOLUME Low(barsAgo [,series]): Historical low price.
series: optional, see Full Description
To get the last low enter: Low(0). When running backtests, Low(-1) can be used to peek into the next day's open price. During backtests future splits are reversed out (if any).
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336 Function TECHNICAL ANALYSIS Lowest(series , bars , offset)
series: see Full Description
bars: number between 2-2000
offset: number between 0-250
This function returns the lowest value of the series within the specified lookback period. For example to return the lowest close in the past 20 bars enter:
Lowest(#Close,20,0)
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337 LowestBar Function TECHNICAL ANALYSIS LowestBar(series, bars, offset)
series: see Full Description
bars: number between 2-2000
offset: number between 0-250
This function returns the bar where the lowest value in the series occured. For example to find stocks that have made all time lows within the last 5 bars enter:
LowestBar(#High, 999, 0) <= 5
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338 Stock Factor EARNINGS ESTIMATES Long Term Growth Rate EPS Mean Estimate, 13 Weeks ago
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339 Stock Factor EARNINGS ESTIMATES Long Term Growth Rate EPS Mean Estimate, 4 Weeks ago
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340 Stock Factor EARNINGS ESTIMATES Long Term Growth Rate EPS Mean Estimate, 8 Weeks ago
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341 Stock Factor EARNINGS ESTIMATES Long Term EPS Growth Rate (%), High
NOTE: Historical data available since 08/11/01
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342 Stock Factor EARNINGS ESTIMATES Long Term EPS Growth Rate (%), Low
NOTE: Historical data available since 08/11/01
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343 Stock Factor EARNINGS ESTIMATES Long Term Growth Rate (%), Mean
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344 Stock Factor EARNINGS ESTIMATES Long Term Growth Rate Standard Deviation
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345 MACD Function TECHNICAL ANALYSIS MACD(barsAgo): Moving Average Convergence/Divergence or the difference between a 26-bar and a 12-bar exponential moving average.
Ex:To check for divergence between the MACD and the price for previous week enter:
Close(0) > Close(5) And MACD(0) < MACD(5)
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346 MACDD Function TECHNICAL ANALYSIS MACDD(short,long,period):Difference of the MACD with its EMA average. A positive number indicates a raising MACD
Ex: To get the difference of the MACD(12,26) with its 9 period EMA enter:
MACDD(12,26,9)
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347 Max Function MATH Max(x1,x2[,..,x20]): Returns the largest value in list. Up to 20 parameters are allowed and NAs are discarded
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348 MaxCorrel Function RISK MANAGEMENT MaxCorrel(period_bars,pct_bars): Calculates the maximum correlation coefficient for price % changes for a new position versus the existing holdings.
Ex: to avoid buying stocks that have correlations > 0.5 for the 1 day price % series for the past 50 bars, enter the following buy rule:
MaxCorrel(50,1) < 0.5
PARAMETERS:
period_bars: # of bars used in the correlation series
pct_bars: used to compute the % price change. Use 1 for day % chg, 5 for 1 week pct chg, etc.
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349 MicroWeight Function RISK MANAGEMENT Weight of the MicroCap group as % of total market value. See Full Description for details and examples
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350 MidWeight Function RISK MANAGEMENT Weight of the MidCap group as % of total market value. See Full Description for details and examples
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351 Min Function MATH Min(x1,x2[,..,x20]): Returns the smallest value in list. Up to 20 parameters are allowed and NAs are discarded
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352 Stock Factor SHARE RELATED ITEMS Market Capitalization ($ millions)
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353 Mod Function MATH Mod(val,modulo): modulus operation that returns the remainder of val/modulo (parameters are converted to integers)
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354 Function TECHNICAL ANALYSIS Momentum(bars[,offest,absolute]): Measures the amount that a security's closing price has changed over a given time span.
absolute = FALSE (default) calculates as 100*Close(0)/Close(bars)
absolute = TRUE calculates as Close(0)-Close(bars)
See Full Description for details.
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355 Month Function MISC Returns the month 1-12 of the current trading day.
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356 MonthDay Function MISC Returns the day of the month 1-31 of the current trading day.
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358 Negate Function MATH Negate(expr): Changes the sign of the expression.
Ex: Negate(5) = -5
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359 Stock Factor EARNINGS ESTIMATES Next Fiscal Year Down Revisions, 4 Weeks ago
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360 Stock Factor EARNINGS ESTIMATES Next Fiscal Year Down Revisions, Last Week
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361 Stock Factor EARNINGS ESTIMATES EPS Mean Estimate, Next Fiscal Year
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362 Stock Factor EARNINGS ESTIMATES Next Year Standard Deviation
NOTE: Historical data available since 08/11/01
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363 Stock Factor EARNINGS ESTIMATES Next Fiscal Year EPS Mean Estimate, 13 Weeks ago
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364 Stock Factor EARNINGS ESTIMATES Next Fiscal Year EPS Mean Estimate, 4 Weeks ago
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365 Stock Factor EARNINGS ESTIMATES Next Fiscal Year EPS Mean Estimate, 8 Weeks ago
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366 Stock Factor EARNINGS ESTIMATES Next Year High EPS Estimate ($)
NOTE: Historical data available since 08/11/01
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367 Stock Factor EARNINGS ESTIMATES Next Year Low EPS Estimate ($)
NOTE: Historical data available since 08/11/01
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368 Stock Factor EARNINGS ESTIMATES Next Fiscal Year Up Revisions, 4 Weeks ago
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369 Stock Factor EARNINGS ESTIMATES Next Fiscal Year Up Revisions Last Week
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370 Stock Factor EARNINGS ESTIMATES Next Quarter Down Revisions, 4 Weeks ago
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371 Stock Factor EARNINGS ESTIMATES Next Quarter Down Revisions, Last Week
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372 Stock Factor EARNINGS ESTIMATES Next Quarter Mean EPS Estimate
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373 Stock Factor EARNINGS ESTIMATES Next Quarter High EPS Estimate ($)
NOTE: Historical data available since 08/11/01
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374 Stock Factor EARNINGS ESTIMATES Next Quarter Low EPS Estimate ($)
NOTE: Historical data available since 08/11/01
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375 Stock Factor EARNINGS ESTIMATES Next Quarter Standard Deviation
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376 Stock Factor EARNINGS ESTIMATES Next Quarter Up Revisions, 4 Weeks ago
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377 Stock Factor EARNINGS ESTIMATES Next Quarter Up Revisions, Last Week
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378 Industry Factor EARNINGS ESTIMATES Ratio ranging from -1 to +1 indicating the direction of revisions for the stock's industry. The extreme values 1 and -1 would indicate that every analyst's NextY estimate in the industry have been revised upward and downward respectively in the past 4 Weeks.
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379 Stock Factor GROWTH RATES Net Income Percent Change, Most Recent Quarter vs. Prior Quarter (%)
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380 Stock Factor GROWTH RATES Net Income Percent Change, Most Recent Quarter vs. Quarter 1 Year Ago (%)
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381 Stock Factor GROWTH RATES Income Available to Common Growth Rate, 3 Years (%)
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382 Stock Factor GROWTH RATES Net Income, 5 Year Growth Rate (%)
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383 NoBars Function POSITION FUNCTIONS Number of bars since the position has been first opened. This is the number of tradings days which excludes weekends and holidays.
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384 Industry Factor DESCRIPTIVE -
385 NoDays Function POSITION FUNCTIONS Number of days since the position has been first opened. This is the actual number of days, not bars. Ex: sell rule to exit position if the return is less than the benchmark after 1 month:
GainPct < BenchPct & NoDays > 30
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386 Function RANKING & SORTING NodeRank(''name''): Returns the node rank within a ranking system. Please see the Full Description for details and examples.
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387 Stock Factor EARNINGS ESTIMATES Number years earnings has increased past 4 Y and next 2 Y estimates
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388 Stock Factor PER SHARE RATIOS Number positive EBITDA past 5 Y
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389 Stock Factor PER SHARE RATIOS Number of quarter with positive EPS of the previous 5
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390 Stock Factor PROFITABILITY RATIOS Net Profit Margin, 5 Year Average (%)
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391 Industry Factor PROFITABILITY RATIOS Net Profit Margin Industry, 5 Year Average (%)
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392 Stock Factor PROFITABILITY RATIOS Net Profit Margin, Annual (%)
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393 Stock Factor PROFITABILITY RATIOS Net Profit Margin, Prior TTM (%)
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394 Stock Factor PROFITABILITY RATIOS Net Profit Margin, Prior Year (%)
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395 Stock Factor PROFITABILITY RATIOS Net Profit Margin, 2 Years Prior (%)
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396 Stock Factor PROFITABILITY RATIOS Net Profit Margin, 3 Years Prior (%)
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397 Stock Factor PROFITABILITY RATIOS Net Profit Margin, 4 Years Prior (%)
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398 Stock Factor PROFITABILITY RATIOS Net Profit Margin, Quarterly (%)
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399 Stock Factor PROFITABILITY RATIOS Net Profit Margin, TTM (%)
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400 Industry Factor PROFITABILITY RATIOS Net Profit Margin Industry, TTM (%)
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401 OBV Function TECHNICAL ANALYSIS OBV(offset): On Balance Volume
Returns the running total of the volume for the past 100 bars. When the security closes higher than the previous close, the day's volume is added. When is closes lower than the previous close, the day's volume is subtracted. The offset can be used to determine if the OBV trending. For example to screen for stocks whose OBV is higher than 10 bars ago enter:
OBV(0)>OBV(10)
For a better way to find trending OBV's see OBVSlopeN.
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402 Function TECHNICAL ANALYSIS OBVSlopeN(offset,bars): Normalized rate of change of the OBV
Returns the normalized linear regression slope of bars values of OBV, or the percent change of the regression of OBV. To screen for stocks whose 10-bar OBV is increasing 20% per bar enter:
OBVSlopeN(0,10)>20
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403 Stock Factor PER SHARE RATIOS Operating Cash Flow Per Share, TTM ($ per share)
NOTE: Historical data available since 11/17/01
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404 Function PRICE & VOLUME Open(barsAgo [,series]): Historical open price.
series: optional, see Full Description
To get the last open enter: Open(0). When running backtests, Open(-1) can be used to peek into the next day's open price. During backtests future splits are reversed out (if any).
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405 Stock Factor PER SHARE RATIOS Operating Income Per Share, Quarterly ($ per share)
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406 Stock Factor PROFITABILITY RATIOS Operating Margin, 5 Year Average (%)
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407 Industry Factor PROFITABILITY RATIOS Operating Margin Industry, 5 Year Average (%)
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408 Stock Factor PROFITABILITY RATIOS Operating Margin, Annual (%)
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409 Stock Factor PROFITABILITY RATIOS Operating Margin, 1 Year Prior (%)
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410 Stock Factor PROFITABILITY RATIOS Operating Margin, 2 Years Prior (%)
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411 Stock Factor PROFITABILITY RATIOS Operating Margin 3 Years Prior (%)
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412 Stock Factor PROFITABILITY RATIOS Operating Margin, 4 Years Prior (%)
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413 Stock Factor PROFITABILITY RATIOS Operating Margin, Quarterly (%)
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414 Stock Factor PROFITABILITY RATIOS Operating Margin, TTM (%)
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415 Industry Factor PROFITABILITY RATIOS Operating Margin Industry, TTM (%)
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416 Stock Factor DESCRIPTIVE A value of '1' indicates the security has common stock options trading on any U.S. exchange.
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417 Or Function MATH Expr1 Or Expr2: Evaluates to 1 when one, or both Expressions is non zero.
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418 Stock Factor FINANCIAL STRENGTH RATIOS Payout Ratio, 5 Year Average (%)
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419 Industry Factor FINANCIAL STRENGTH RATIOS Payout Ratio Industry, 5 Year Average (%)
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420 Stock Factor FINANCIAL STRENGTH RATIOS -
421 Stock Factor FINANCIAL STRENGTH RATIOS Payout Ratio, Prior Year (%)
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422 Stock Factor FINANCIAL STRENGTH RATIOS Payout Ratio, Two Years Prior (%)
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423 Stock Factor FINANCIAL STRENGTH RATIOS Payout Ratio, Three Years Prior (%)
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424 Stock Factor FINANCIAL STRENGTH RATIOS Payout Ratio, Four Years Ago (%)
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425 Stock Factor FINANCIAL STRENGTH RATIOS Payout Ratio, Quarterly (%)
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426 Stock Factor FINANCIAL STRENGTH RATIOS -
427 Industry Factor FINANCIAL STRENGTH RATIOS Payout Ratio Industry, TTM (%)
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428 Function TECHNICAL ANALYSIS PctAvg(samples,bars[,offset]): Calculates the average of the percentage moves of the closing prices.
samples number of pct moves to average
bars the length in bars for the pct move
offset offset in bars
Ex. To calculate the average of the past 4 samples of the 5 bar pct moves enter:
PctAvg(4,5)
NOTE: using a bar length of 5 returns weekly pct moves if there are no holidays.
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429 PctAvgDailyTot Function POSITION FUNCTIONS PctAvgDailyTot(bars[,offset]): Buy amount percentage of the average daily total amount traded for the past number of bars. For example to avoid buying a stock if the amount exceeds 5% of the 20 day average dollar amount traded, enter the following buy rule:
PctAvgDailyTot(20) < 5
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430 Function TECHNICAL ANALYSIS PctDev(samples,bars[,offset]): Calculates the standard deviation of the percentage moves of the closing prices.
samples number of pct moves
bars the length in bars for the pct move
offset offset in bars
Ex. To calculate the standard deviation of 50 samples of 5 bars percentage moves, enter:
PctDev(50,5)
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431 PctFromHi Function POSITION FUNCTIONS Percentage from highest close since position started. Always 0 or negative.
Ex: To set a 20% stoploss enter
PctFromHi <= -20
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432 Stock Factor VALUATION RATIOS Price To Earnings Ratio, Excluding Extraordinary Items, Prior TTM
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433 Stock Factor VALUATION RATIOS Price To Earnings Ratio, Excluding Extraordinary Items, TTM
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434 Industry Factor VALUATION RATIOS Price To Earnings Ratio Industry, Excluding Extraordinary Items, TTM
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435 Stock Factor VALUATION RATIOS Price/Earnings to Next Year Growth Rate
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436 Stock Factor VALUATION RATIOS Price/Earnings(Incl Xor Items) to Next Year Growth Rate
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437 Stock Factor VALUATION RATIOS Projected Price/Earnings to Long Term Growth Rate
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438 Stock Factor VALUATION RATIOS Projected Price/Earnings to Long Term Growth Rate and Dividend Yield
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439 Stock Factor VALUATION RATIOS Price/Earnings to Next Year Growth Rate and Dividend Yield
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440 Stock Factor VALUATION RATIOS Price Earnings Ratio, 5 year High
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441 Industry Factor VALUATION RATIOS Price Earnings Ratio Industry, 5 year High
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442 Stock Factor VALUATION RATIOS Price To Earnings Ratio, Including Extraordinary Items, TTM
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443 Stock Factor VALUATION RATIOS Price Earnings Ratio, 5 year Low
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444 Industry Factor VALUATION RATIOS Price Earnings Ratio Industry, 5 year Low
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445 Stock Factor VALUATION RATIOS Historical Relative Price Earnings Ratio
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446 Stock Factor GROWTH RATES Profit Margin, 5 Year Growth Rate (%)
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447 PortBars Function PORTFOLIO Returns the number of bars since the inception of the portfolio/sim. Use this when calculating averages of the portfolio equity to make sure there are enough bars. For ex., this buy rules prevents buying if the portfolio value is below its 20bar average:
PortBars<20 or Close(0,#Equity) > SMA(20,0,#Equity)
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448 PortCash Function PORTFOLIO Returns the amount of cash in the port/sim
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449 Portfolio Function GROUPINGS Portfolio("Port Name"): Screens for stocks held by the portfolio. You can specify your own portfolio or P123 pre-defined. You specify multiple portfolio like this:
Portfolio("Port A") Or Portfolio("Port B")
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450 Stock Factor PRICE & VOLUME 13 Week Price Percent Change (%)
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451 Industry Factor PRICE & VOLUME 13 Week Price Percent Change Industry (%)
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452 Stock Factor PRICE & VOLUME Relative (S&P500) Price Percent Change, 13 Weeks (%)
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453 Industry Factor PRICE & VOLUME Relative (S&P500) Price Percent Change Industry, 13 Weeks (%)
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454 Stock Factor PRICE & VOLUME 26 Week Price Percent Change (%)
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455 Industry Factor PRICE & VOLUME 26 Week Price Percent Change Industry (%)
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456 Stock Factor PRICE & VOLUME Relative (S&P500) Price Percent Change, 26 Weeks (%)
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457 Industry Factor PRICE & VOLUME Relative (S&P500) Price Percent Change Industry, 26 Weeks (%)
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458 Stock Factor VALUATION RATIOS Price To Book Ratio, Quarterly, 1 Year Prior
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459 Stock Factor VALUATION RATIOS Price to Book Ratio, Quarterly
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460 Industry Factor VALUATION RATIOS Price to Book Ratio Industry, Quarterly
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461 Stock Factor VALUATION RATIOS Price to Cash Flow Per Share Ratio, Prior TTM
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462 Stock Factor VALUATION RATIOS Price to Cash Flow Per Share Ratio, Quarterly
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463 Stock Factor VALUATION RATIOS Price to Cash Flow Per Share Ratio, TTM
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464 Industry Factor VALUATION RATIOS Price to Cash Flow Per Share Ratio Industry, TTM
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465 Stock Factor VALUATION RATIOS Price To Free Cash Flow Per Share Ratio, TTM
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466 Industry Factor VALUATION RATIOS Price To Free Cash Flow Per Share Ratio Industry, TTM
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467 Stock Factor VALUATION RATIOS Price To Sales Ratio, Prior TTM
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468 Stock Factor VALUATION RATIOS Price to Sales Ratio, Quarterly
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469 Stock Factor VALUATION RATIOS Price to Sales Ratio, TTM
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470 Industry Factor VALUATION RATIOS Price to Sales Ratio Industry, TTM
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471 Stock Factor VALUATION RATIOS Price to Tangible Book Ratio, Quarterly
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472 Industry Factor VALUATION RATIOS Price to Tangible Book Ratio Industry, Quarterly
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473 Stock Factor PRICE & VOLUME 4 Week Price Percent Change (%)
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474 Industry Factor PRICE & VOLUME 4 Week Price Percent Change Industry (%)
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475 Stock Factor PRICE & VOLUME Relative (S&P500) Price Percent Change, 4 Weeks (%)
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476 Industry Factor PRICE & VOLUME Relative (S&P500) Price Percent Change Industry, 4 Weeks (%)
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477 Stock Factor PRICE & VOLUME 52 Week Price Percent Change (%)
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478 Industry Factor PRICE & VOLUME 52 Week Price Percent Change Industry (%)
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479 Stock Factor PRICE & VOLUME Relative (S&P500) Price Percent Change, 52 Weeks (%)
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480 Industry Factor PRICE & VOLUME Relative (S&P500) Price Percent Change Industry, 52 Weeks (%)
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481 Stock Factor VALUATION RATIOS Price to Sales ratio including debt
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482 Stock Factor PRICE & VOLUME Price ($) unadjusted for future splits
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483 Stock Factor PRICE & VOLUME Price, 12 Month High ($) unadjusted for future splits
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484 Stock Factor PRICE & VOLUME Price, 12 Month Low ($) unadjusted for future splits
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485 Stock Factor PRICE & VOLUME Price, Year Ago ($) unadjusted for future splits
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486 Stock Factor EARNINGS ESTIMATES Current Fiscal Year Projected P/E Ratio ($)
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487 Stock Factor EARNINGS ESTIMATES Next Year Projected PE Ratio
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488 Stock Factor PROFITABILITY RATIOS Pretax Margin, Annual (%)
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489 Stock Factor PROFITABILITY RATIOS Pretax Margin, Prior Year (%)
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490 Stock Factor PROFITABILITY RATIOS Pretax Margin, 2 Years Prior (%)
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491 Stock Factor PROFITABILITY RATIOS Pretax margin, 3 Years Prior (%)
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492 Stock Factor PROFITABILITY RATIOS Pretax Margin, 4 Years Prior (%)
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493 Stock Factor PROFITABILITY RATIOS Pretax Margin, Quarterly (%)
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494 Stock Factor PROFITABILITY RATIOS -
495 Industry Factor PROFITABILITY RATIOS Pretax Margin Industry, TTM (%)
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496 Stock Factor PROFITABILITY RATIOS Pretax Margin, 5 Year Average (%)
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497 Industry Factor PROFITABILITY RATIOS Pretax Margin Industry, 5 Year Average (%)
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498 Stock Factor DESCRIPTIVE Latest Quarter Updated by SEC filings
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499 Stock Factor FINANCIAL STRENGTH RATIOS Quick Ratio, Quarterly, 1 Year Ago
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500 Stock Factor FINANCIAL STRENGTH RATIOS -
501 Industry Factor FINANCIAL STRENGTH RATIOS Quick Ratio Industry, Quarterly
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502 Random Function MATH Random: Returns a random number uniformly distributed between 0 and 1
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503 Rank Function RANKING & SORTING Latest stock rank updated daily Tuesday-Saturday. Usage examples:
Portfolios and Sims: to sell a position when rank drops below 60, enter the following SELL rule:
Rank < 60
Screener: to screen for stocks with a Rank above 90 select the Ranking System to use and enter the following rule:
Rank > 90
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504 RankBars Function RANKING & SORTING Returns the number of bars of the last rank data. This number is 0 on the first trading day of the week. Ex. to only buy stocks in a daily sim on the first trading day enter:
RankBars=0
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505 RankPos Function RANKING & SORTING Return the position within the ranked stocks array. The highest ranked stock is position 1, the next is 2, etc.
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506 Function RANKING & SORTING RankPrev(weeksAgo): Historical weekly rank based on the selected ranking system. Weekly ranks are updated every Saturday.
weeksAgo: number of weeks from 0-52.
Examples: To get the stocks whose rank has improved week to week, enter:
RankPrev(0) > RankPrev(1)
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507 Rating Function RANKING & SORTING Rating("rank name"): Returns the rank for the named Ranking System. You can specify one of your systems or a P123 system. Example:
Rating("Momentum Value")>80
NOTE: A maximum of 2 Rating() functions can be used for a request
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508 Stock Factor INCOME STMNT, ANNUAL Research and Development Expense, Annual ( $ millions)
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509 Stock Factor INCOME STMNT, QTR & TTM Research and Development Expense, PTM ($ millions )
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510 Stock Factor INCOME STMNT, QTR & TTM Research and Development Expense, Quarterly ($ millions)
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511 Stock Factor INCOME STMNT, QTR & TTM Research and Development Expense, TTM ($ millions)
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512 Stock Factor EFFICIENCY RATIOS Receivables Turnover, Quarterly
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513 Stock Factor EFFICIENCY RATIOS Receivables Turnover, TTM
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514 Industry Factor EFFICIENCY RATIOS Receivables Turnover Industry, TTM
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515 Stock Factor BALANCE SHEET, ANNUAL Receivables, Annual ($ millions)
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516 Stock Factor BALANCE SHEET, QTR Receivables, Quarterly ($ millions)
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517 Stock Factor GROWTH RATES Retention Rate, Quarterly (%)
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518 Stock Factor GROWTH RATES -
519 Industry Factor GROWTH RATES Retention Rate Industry, TTM (%)
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520 Stock Factor PROFITABILITY RATIOS Return on Average Assets, 5 Year Average (%)
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521 Industry Factor PROFITABILITY RATIOS Return on Average Assets Industry, 5 Year Average (%)
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522 Stock Factor PROFITABILITY RATIOS Return on Assets, Prior TTM (%)
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523 Stock Factor PROFITABILITY RATIOS Return on Assets, Quarterly (%)
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524 Stock Factor PROFITABILITY RATIOS Return on Assets, TTM (%)
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525 Industry Factor PROFITABILITY RATIOS Return on Assets Industry, TTM (%)
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526 Function TECHNICAL ANALYSIS ROC(bars,[offset,series]: Rate of Change.
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527 Stock Factor PROFITABILITY RATIOS Return on Average Common Equity, 5 Year Average (%)
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528 Industry Factor PROFITABILITY RATIOS Return on Average Common Equity Industry, 5 Year Average (%)
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529 Stock Factor PROFITABILITY RATIOS Return on Average Common Equity, Prior TTM (%)
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530 Stock Factor PROFITABILITY RATIOS Return on Average Common Equity, Quarterly (%)
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531 Stock Factor PROFITABILITY RATIOS Return on Average Common Equity, TTM (%)
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532 Industry Factor PROFITABILITY RATIOS Return on Average Common Equity Industry, TTM (%)
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533 Stock Factor PROFITABILITY RATIOS Return on Investment, 5 Year Average (%)
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534 Industry Factor PROFITABILITY RATIOS Return on Investment Industry, 5 Year Average (%)
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535 Stock Factor PROFITABILITY RATIOS Return on Investment, Quarterly (%)
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536 Stock Factor PROFITABILITY RATIOS Return on Investment, TTM (%)
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537 Industry Factor PROFITABILITY RATIOS Return on Investment Industry, TTM (%)
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538 Function TECHNICAL ANALYSIS RSI(period[,offset,series]): Welles Wilder's Relative Strength Index
period: 2-200
offset: 0-100 (optional, defaults to 0)
series: optional, see Full Description
To screen for stocks whose 14-period RSI > 70 enter:
RSI(14) > 70
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539 Stock Factor GROWTH RATES Sales Percent Change, Year Over Year (%)
NOTE: Historical data available since 08/11/01
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540 Industry Factor GROWTH RATES Sales Percent Change Industry, Year Over Year (%)
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541 Stock Factor GROWTH RATES Sales Percent Change, Most Recent Quarter vs. Prior Quarter (%)
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542 Stock Factor GROWTH RATES Sales Percent Change, Most Recent Quarter vs. Quarter 1 Year Ago (%)
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543 Industry Factor GROWTH RATES Sales Percent Change Industry, Most Recent Quarter vs. Quarter 1 Year Ago (%)
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544 Stock Factor GROWTH RATES Sales Percent Change, TTM Over TTM (%)
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545 Industry Factor GROWTH RATES Sales Percent Change Industry, TTM Over TTM (%)
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546 Stock Factor GROWTH RATES Sales, 10 Year Growth Rate (%)
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547 Stock Factor GROWTH RATES Sales Growth Rate, 3 Years (%)
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548 Industry Factor GROWTH RATES Sales Growth Rate Industry, 3 Years (%)
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549 Stock Factor GROWTH RATES Sales, 5 Year Growth Rate (%)
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550 Industry Factor GROWTH RATES Sales Industry, 5 Year Growth Rate (%)
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551 Stock Factor INCOME STMNT, ANNUAL Total Sales, Annual ($ millions)
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552 Stock Factor EFFICIENCY RATIOS Sales Per Employee, Quarterly
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553 Stock Factor EFFICIENCY RATIOS -
554 Industry Factor EFFICIENCY RATIOS Sales Per Employee Industry, TTM
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555 Stock Factor GROWTH RATES Sales Per Share, 5 Year Growth Rate (%)
NOTE: Historical data available since 08/11/01
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556 Stock Factor PER SHARE RATIOS Sales (Revenue) Per Share, Most Recent Quarter, Prior Year ($ per share)
NOTE: Historical data available since 08/11/01
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557 Stock Factor PER SHARE RATIOS Sales (Revenue) Per Share, Quarterly ($ per share)
NOTE: Historical data available since 08/11/01
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558 Stock Factor PER SHARE RATIOS Sales (Revenue) Per Share, TTM ($ per share)
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559 Stock Factor INCOME STMNT, QTR & TTM Sales (Revenue), Prior TTM ($ millions)
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560 Stock Factor INCOME STMNT, QTR & TTM Total Sales (Revenue), Quarterly ($ millions)
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561 Stock Factor INCOME STMNT, QTR & TTM Sales (Revenue), TTM ($ millions)
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562 Industry Factor INCOME STMNT, QTR & TTM Sales (Revenue) Industry, TTM ($ millions)
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563 SAR Function TECHNICAL ANALYSIS SAR: Parabolic SAR.
Returns the SAR(stop-and-reversal) value using an Acceleration Factor or 0.02 and a maximum Acceleration of 0.2.To find stocks trading above the SAR enter:
Close(0)>SAR
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564 Screen Function GROUPINGS Screen("Screen Name", top): Runs the screen specified in the first parameter. If top>0 then only the specified top stocks are returned. With this you can create screen-of-screens.
Screen("Graham",7) Or Screen("Lynch",7)
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565 Function GROUPINGS SecAvg("formula"[,method,trim,zeroIsNa]): Returns the sector average of the formula
method: [#CapAvg], #Avg
trim: 0-33 default is 16.5
zeroIsNA: [FALSE],TRUE
Ex. To screen for stocks whose 12 month EPS growth is greater than the sector average enter:
EPS%ChgTTM > SecAvg("EPS%ChgTTM")
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566 Function GROUPINGS Sector: Which Sector the stock belongs to.
Ex: to eliminate all stocks in Technology:
Sector != TECHNO
To see all codes click on function name
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567 SecWeight Function RISK MANAGEMENT Weight of the sector as % of total market value. For a buy rule, the weight is checked assuming the stock is purchased. For a sell rule the weight is checked before the sell.
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568 SetVar Function MISC SetVar(@myvar,expression): Sets the variable '@myvar' to the value of the expression. For example to store the 1 week % return in a variable:
SetVar(@1wkRet, 100*(Close(0)-Close(5))/Close(5))
You can then use the new variable in sub-sequent rules as in: @1wkRet > 10
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569 Stock Factor PROFITABILITY RATIOS Selling/General/Administrative Expenses to Sales Ratio, Quarterly (%)
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570 Stock Factor PROFITABILITY RATIOS Selling/General/Administrative Expenses to Sales Ratio, TTM (%)
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571 Function TECHNICAL ANALYSIS Sharpe(range[,bars,offset]) returns a sharpe-like ratio. Unlike the normal Sharpe ratio, it is not adjusted for the risk-free return.
range total number of bars used
bars no. bars used for the returns (default=5)
offset offset in bars
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572 Function TECHNICAL ANALYSIS Sharpe1Y: returns the 1 year Sharpe-like ratio for the stock. Unlike the normal Sharpe ratio, it is not adjusted for the risk-free return. Weekly returns are used in the calculations.
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573 Function TECHNICAL ANALYSIS Sharpe2Y: returns the 2 year Sharpe-like ratio for the stock. Unlike the normal Sharpe ratio, it is not adjusted for the risk-free return. Weekly returns are used in the calculations.
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574 ShowVar Function MISC ShowVar(@myvar,expression) Sets the variable to '@myvar', returns the value of the expression, and can be displayed in the results of a screen. Use this function to see the value of any expression. You must set the Report to 'Use Screen factors' to see the value. For example
Close(0) > ShowVar(@50_bar_SMA , SMA(50))
This will screen for stocks whose latest price is above then 50 bar moving average and display the value of the average when the screen is run.
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575 Stock Factor SHARE RELATED ITEMS Shares Outstanding, Average, Prior TTM (millions)
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576 Stock Factor SHARE RELATED ITEMS Shares Outstanding, TTM (millions)
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577 Stock Factor SHARE RELATED ITEMS Shares Outstanding, Current (millions)
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578 Stock Factor SHORT INTEREST Short Interest, Percent of Float (%)
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579 Stock Factor SHORT INTEREST Short Interest, Percent of Float, 1 Month Ago (%)
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580 Stock Factor SHORT INTEREST Short Interest, Percent of Float, 2 Months Ago (%)
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581 Stock Factor SHORT INTEREST Short Interest, Percent of Float, 3 Months Ago (%)
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582 Stock Factor SHORT INTEREST Short Interest, Percent of Shares Outstanding (%)
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583 Stock Factor SHORT INTEREST Short Interest, Percent of Shares Outstanding, 1 Month Ago (%)
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584 Stock Factor SHORT INTEREST Short Interest, Percent of Shares Outstanding, 2 Months Ago (%)
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585 Stock Factor SHORT INTEREST Short Interest, Percent of Shares Outstanding, 3 Months Ago (%)
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586 Stock Factor SHORT INTEREST Short Interest, One Month Percent Change (%)
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587 Stock Factor SHORT INTEREST Short Interest, Current Month Position (millions)
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588 SimWeeks Function PORTFOLIO Returns the number of weeks since inception.
Usage example: In a weekly sim add the following Buy rule to only buy every 13 weeks
Mod(SimWeeks,13)=0
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589 Stock Factor SHORT INTEREST Short Interest, Previous Month (millions)
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590 Stock Factor SHORT INTEREST Short Interest, 2 Months Ago (millions)
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591 Stock Factor SHORT INTEREST Short Interest, 3 Months Ago (millions)
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592 Stock Factor SHORT INTEREST -
593 Stock Factor SHORT INTEREST Short Interest Ratio, 1 Month Ago
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594 Stock Factor SHORT INTEREST Short Interest Ratio - 2 Months Ago
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595 Stock Factor SHORT INTEREST Short Interest Ratio - 3 Months Ago
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596 Function TECHNICAL ANALYSIS SMA(bars [,offset,series]): Simple moving average.
bars: 2-500
offset: 0-100 (optional, defaults to 0)
series: optional, see Full Description
Ex: to calculate the 50 bar average for the latest closing prices bar, enter:
SMA(50)
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597 SmallWeight Function RISK MANAGEMENT Weight of the SmallCap group as % of total market value. See Full Description for details and examples
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598 Function TECHNICAL ANALYSIS Sortino(range[,bars,offset]) returns a sortino-like ratio. Unlike the normal Sortino ratio, it is not adjusted for the risk-free return.
range total number of bars used
bars no. bars used for the returns (default=5)
offset offset in bars
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599 Function TECHNICAL ANALYSIS Sortino1Y: returns the 1 year Sortino-like ratio for the stock. Unlike the normal Sortino ratio, it is not adjusted for the risk-free return. Weekly returns are used in the calculations.
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600 Function TECHNICAL ANALYSIS Sortino2Y: returns the 2 year Sortino-like ratio for the stock. Unlike the normal Sortino ratio, it is not adjusted for the risk-free return. Weekly returns are used in the calculations.
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601 Function PRICE & VOLUME Splits(days [,countFlag]): Returns either the compounded split ratio or the number of splits in the past or future number of days.
See Full Description for examples
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602 Function MISC Returns the internal unique integer id of a stock
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603 Stock Factor EARNINGS ESTIMATES Earnings Surprise (Estimated vs. Actual), 1 Quarter Ago (%)
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604 Stock Factor EARNINGS ESTIMATES Earnings Surprise (Estimated vs. Actual), 2 Quarters Ago (%)
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605 Stock Factor EARNINGS ESTIMATES Earnings Surprise (Estimated vs. Actual), 3 Quarters Ago (%)
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606 Stock Factor EARNINGS ESTIMATES Earnings Surprise (Estimated vs. Actual), 4 Quarters Ago (%)
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607 Stock Factor EARNINGS ESTIMATES Earnings Surprise (Estimated vs. Actual), 5 Quarters Ago (%)
-
608 Stock Factor GROWTH RATES -
609 Stock Factor BALANCE SHEET, ANNUAL Tangible Book Value, Annual ($ millions)
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610 Stock Factor BALANCE SHEET, QTR Tangible Book Value, Quarterly ($ millions)
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611 Stock Factor INCOME STMNT, QTR & TTM Tax Rate, Effective, Quarterly (%)
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612 Stock Factor INCOME STMNT, QTR & TTM Tax Rate, Effective, TTM (%)
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613 Industry Factor INCOME STMNT, QTR & TTM Tax Rate Industry, Effective, TTM (%)
-
614 Industry Factor INCOME STMNT, ANNUAL Tax Rate Industry, Effective, 5 Year Average (%)
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615 Ticker Function GROUPINGS Ticker("ticker1,ticker2..."): Returns 1(TRUE) if the ticker is in the list, 0 (FALSE) otherwise. Use commas or spaces to separate your list
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616 Stock Factor PRICE & VOLUME -
617 TotMktVal Function PORTFOLIO Returns the total value of the port/sim (incl. cash)
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618 Stock Factor EARNINGS ESTIMATES Tot No Analysts Revisions as of 4 Weeks Ago
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619 Stock Factor EARNINGS ESTIMATES Tot No Analysts Revisions Last Week
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620 TRUE Function MATH TRUE or 1 is the value returned by a conditional expression when it evaluates to true.
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621 Trunc Function MATH Trunc(val): Returns the largest integer <= val
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622 ULTOSC Function TECHNICAL ANALYSIS ULTOSC(offset): Ultimate Oscillator.
Returns the weighted sum of three oscillators of different time periods as defined by Larry Williams. An offset can be specified to find trends in the ULTOSC to find divergences with the price.
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623 Function GROUPINGS Universe(name): Returns 1 if the stock is in the universe, 0 otherwise. Ex: to only buy SP500 stocks enter the following Buy rule:
Universe(SP500)
To see all universes click on function name
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624 Function TECHNICAL ANALYSIS UpDownRatio(bars,offset):
bars: number between 2-20
offset: number between 0-100
Calculates the Up/Down Volume ratio for a stock. If the ratio exceeds 0.5, it means volume on a stock's up days outweighed downside volume in the specified period. It is calculated as:
Sum Up Vol/(Sum Up Vol + Sum Down Vol)
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625 Stock Factor PROFITABILITY RATIOS Value of Return On Equity, TTM {ratio}
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626 Function TECHNICAL ANALYSIS VMA(bars [,offset]): Volume weighted moving average.
bars: 2-500
offset: 0-100 (optional, defaults to 0)
Ex: to calculate the 50 bar average for the latest closing prices bar, enter:
VMA(50)
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627 Vol Function PRICE & VOLUME Vol(barsAgo): Historical volumes. To get the last volume enter
Vol(0)
When this function is evaluated in the past it reverses out future splits (if any).
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628 Stock Factor PRICE & VOLUME Average Daily Trading Volume (millions)
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629 Stock Factor PRICE & VOLUME Average Monthly Trading Volume (millions)
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630 Stock Factor PRICE & VOLUME Volume, Daily As a % of Shares Outstanding (%)
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631 Stock Factor SHORT INTEREST Short Interest, Average Daily Volume (millions)
-
632 Stock Factor SHORT INTEREST Short Interest, Average Daily Volume, 1 Month Ago (millions)
-
633 Stock Factor SHORT INTEREST Short Interest, Average Daily Volume, 2 Months Ago (millions)
-
634 Stock Factor SHORT INTEREST Short Interest, Average Daily Volume, 3 Months Ago (millions)
-
635 Stock Factor PRICE & VOLUME Volume, Monthly As a % of Shares Outstanding (%)
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636 Stock Factor FINANCIAL STRENGTH RATIOS Working Capital Per Share To Price Ratio, Annual
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637 Stock Factor FINANCIAL STRENGTH RATIOS Working Capital Per Share To Price Ratio, Quarterly
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638 WeekDay Function MISC Returns the week day of the current trading day.
1 = Sunday, 2 = Monday, ..., 7 = Saturday
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639 Stock Factor DESCRIPTIVE Number of weeks into the most recent quarter. A value of 0 indicates the last earnings report was less than a week ago. When it reaches values > 11 an earnings report should be announced soon.
NOTE: See WeeksToQ for more precise way to find companies about to report
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640 Stock Factor DESCRIPTIVE Number of weeks until the next earnings release. Typical values are 0-13. Stocks that return 0 are due to report anytime in the next 7 days.
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641 Stock Factor DESCRIPTIVE Number of weeks until the next annual earnings release. Typical values are 0-52. Stocks that return 0 are due to report anytime in the next 7 days.
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642 Weight Function POSITION FUNCTIONS Weight of an existing position in % of total market value
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643 Function TECHNICAL ANALYSIS WMA(bars [,offset,series]): Weighted moving average.
bars: 2-500
offset: 0-100 (optional, defaults to 0)
series: optional, see Full Description
Ex: to calculate the 50 bar average for the latest closing prices bar, enter:
WMA(50)
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644 Stock Factor DIVIDEND INFORMATION -
645 Stock Factor DIVIDEND INFORMATION Dividend Yield, 5 Year Average (%)
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646 Industry Factor DIVIDEND INFORMATION Dividend Yield Industry, 5 Year Average (%)
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647 Industry Factor DIVIDEND INFORMATION Dividend Yield Industry (%)
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648 Function RANKING & SORTING ZScore("formula" [, type, trim , na_value, max_zscore] ) calculates how many standard deviations the value from the formula is from the mean
type: see Full Description
trim: outlier trim pct
na_value: value assigned to NA's
max_zscore: maximum value returned (+/- max)
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