Future%Chg(bars [,series]),
Future%Chg_D(days [,series])
Returns the future total return of the stock or series
FutureRel%Chg(bars [,series])
FutureRel%Chg_D(days [,series])
Returns the future total return relative to another series (or current benchmark if not specified)
NOTE: If the future date resolves to a date greater than the present the value NA (not available) is returned.
NOTE: The closest future close price is used as the start value. For example Future%Chg_D(5) is Monday's close to Monday's close.
Parameters
bar: the look ahed period in bars or trading days
days: the look ahead period in weedays (including holidays)
weeks: the look ahead period using the weekly series
series: specify alternate time series (see below)
Example
To calculate the 1 month future total return enter
Future%Chg(21)
To calculate the 1 year future total return relative to the SPY ETF use
FutureRel%Chg_W(52, GetSeries("SPY"))
Series Parameter
By default, technical functions access the time series of the instrument in context. Normally, that is the Stock or ETF currently being evaluated or ranked. In specialized Ranking Nodes, the context depends on the node type. For example, in an "Industry Node" (used to rank Industries against each other), the industry benchmarks are the default context.
You can specify a different time-series in several ways like: using GetSeries(), specifying a StockID directly, or using a time series id. See the examples below.
Examples
Get the latest close price using Close(0, series) using different methods for different time series.
| Using the ID directly | |
| Using the StockID for SPY:USA* | Close(0, 24262) |
| For the Industry series of the stock being evaluated | Close(0,#Industry) |
| Using a Time Series Id | Close(0,$RUI) |
| For the benchmark | Close(0, #Bench) |
| Using GetSeries | |
| Using a fully qualified ticker | Close(0, GetSeries("SPY:USA")) |
| When USA is your default | Close(0, GetSeries("SPY")) |
| See GetSeries() for more examples like for aggregate series | |
| * StockIDs never change | |
Pre-defined Series Ids
These are special series ids. Additional Series Ids can be found in the reference under: MISC→TIME SERIES IDs
| Id | Description | Freq | OHLC |
| Industry and Sector | |||
| #Sector | Stock's Sector | Daily | C |
| #SubSector | Stock's SubSector | Daily | C |
| #Industry | Stock's Industry | Daily | C |
| #SubIndustry | Stock's SubIndustry | Daily | C |
| Miscellaneous | |||
| #Bench | Benchmark closing prices | Daily | C |
| #TNX | 10Y Treasury Note | Daily | OHLC |
| FED Model series (chart) | |||
| #SPRP | SP500 Risk Premium | Weekly | C |
| #SPEPSCY | SP500 EPS CurrentY | Weekly | C |
| #SPEPSNY | SP500 EPS NextY | Weekly | C |
| #SPEPSCNY | SP500 EPS Blend Y | Weekly | C |
| #SPEPSQ | SP500 EPS Blend Q | Weekly | C |
| #SPEPSTTM | SP500 EPS Trailing 12 months | Weekly | C |
| #SPYield | SP500 Yield | Weekly | C |
Special Series Ids for Moving Averages & Highest/Lowest functions
| Id | Description | Context |
| #Open | Open prices | Stock & ETF |
| #High | High prices | Stock & ETF |
| #Low | Low prices | Stock & ETF |
| #Vol | Volumes | Stock & ETF |