Returns the summary statistic for each scope for all the stocks in the scope. For example if your scope is #SubSector, all the stocks in the same Sub-Sector will evaluate to the same summary statistic.
Functions
FMedian("formula" [,scope, excl_zero])
Calculate the median value for the formula in each scope.
FCount("formula" [, scope])
Count the number of stocks in each scope where the formula is non 0. To count the number of stocks in a group use a formula like “1”
FSum("formula" [,scope])
Calculates the sum of the formula for all the stocks in each scope
Parameters
formula: any expression
scope: determines how stocks are grouped before the summary statistic is calculated (see below)
excl_zero: when set to TRUE, zero values are discarded (handy for factors like Yield). Default is FALSE
Examples
1) Find stocks with market caps higher than industry median MktCap > FMedian("MktCap",#Industry)
2) Find stocks with PE's less than the SP500 Median PE PEExclXorTTM < FMedian("PEExclXorTTM ",#SP500)
3) Set the reserved @group variable to three distinct values for a) stocks that have a yield = 0 b) stocks with yield less than 5%, and c) stocks with yield of 5% or more. Then screen for stocks that have a MktCap less than the group's median.
ShowVar(@group, Eval(Yield=0, 0, Eval(Yield > 5, 2, 1))) ShowVar(@groupMedianCap, FMedian("MktCap", #GroupVar))MktCap < @groupMedianCap
Copy and paste the above in the screener's text editor to see the results.
| Values | Stocks | ETFs | Description |
| #All | Y | Y | Operates on current universe |
| #Previous1 | Y | Y | Operates on the results from previous rule |
| #GroupVar2 | Y | Y | Operates on groups based on value of variable @Group |
| --------------------------- For Stocks Only --------------------------- | |||
| #SP500 | Y | Operates within the SP500 universe | |
| #Sector | Y | Operates within each Sector of current universe | |
| #SubSector | Y | Operates within each SubSector of current universe | |
| #Industry | Y | Operates within each Industry of current universe | |
| #SubIndustry | Y | Operates within each SubIndustry of current universe | |
| --------------------------- For ETFs Only ------------------------------ | |||
| #Family | Y | Operates within each ETF Family | |
| #AssetClass | Y | Operates within each ETF Class | |
| #Region | Y | Operates within each ETF Region | |
| #Country | Y | Operates within each ETF Country | |
| #Method | Y | Operates within each ETF Method | |
| #Style | Y | Operates within each ETF Style | |
| #Size | Y | Operates within each ETF Size | |
| #ETFSector | Y | Operates within each ETF Sector | |
2Not available in Ranking Systems