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WORD NAME DESCRIPTION
#AnalystsCurFYEPS Estimate Current YearNOTE: complete estimate data is available starting in 2000
#AnalystsCurFYSalesSales Estimate Current YearNOTE: complete estimate data is available starting in 2000
#AnalystsCurQEPS Estimate Current QuarterNOTE: complete estimate data is available starting in 2000
#AnalystsLTGrthRtLong Term EPS GrowthNumber of Analysts - Long Term EPS Growth Rate

NOTE: complete estimate data is available starting in 2000
Full Description
#AnalystsNextFYEPS Estimate Next YearNOTE: complete estimate data is available starting in 2000
#AnalystsNextFYSalesSales Estimate Next YearNOTE: complete estimate data is available starting in 2000
#AnalystsNextQEPS Estimate Next QuarterNOTE: complete estimate data is available starting in 2000
#AnalystsPriceTargetPrice TargetNumber of analysts giving Price Target

NOTE: complete price target data is available starting in 2001
#APeriodsNumber of PeriodsNumber of Historical Periods, AnnualFull Description
#InstitutionInstitutional FactorsThe total number of investors who own shares of the companyFull Description
#QPeriodsNumber of PeriodsNumber of Historical Periods, QuarterlyFull Description
Abs()Absolute valueEvaluates to the absolute value of expr
AccumDep()
AccumDepQ
AccumDepPQ
AccumDepPYQ
AccumDepTTM
AccumDepPTM
AccumDepA
AccumDepPY
Accumulated DepreciationPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
Acquis()
AcquisQ
AcquisPQ
AcquisPYQ
AcquisTTM
AcquisPTM
AcquisA
AcquisPY
AcquisitionsPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
ADX()Average Directional MovementReturns 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)
Full Description
Aggregate()Cross Sectional AggregateReturns the aggregate value for each scopeFull Description
AltmanX1Altman Z-ScoreWorking Capital to AssetsFull Description
AltmanX2Altman Z-ScoreRetained Earnings to Total AssetsFull Description
AltmanX3Altman Z-ScoreEarnings before Interest and Taxes/Total AssetsFull Description
AltmanX4Altman Z-ScoreMarket Value of Equity / Book Value of Total LiabilitiesFull Description
AltmanX4RevAltman Z-ScoreBook Value of Equity / Book Value of Total LiabilitiesFull Description
AltmanX5Altman Z-ScoreSales / Total AssetsFull Description
AltmanZNonManuAltman Z-ScoreZ-score for non-manufacturers & emerging markets, recommended cutoff is 1.1 or higher

Z = (6.56 * X1) + (3.26*X2) + (6.72*X3) + (1.05*X4)
Full Description
AltmanZOrigAltman Z-ScoreOriginal z-score, recommended cutoff is 1.81 or higher

Z = (1.2 * X1) + (1.4*X2) + (3.3*X3) + (0.6*X4) + (1.0*X5)
Full Description
AltmanZPrivAltman Z-ScoreZ-score estimated for private firms, recommended cutoff is 1.23 or higher

Z = (.717 * X1) + (.847*X2) + (3.107*X3) + (0.42*X4) + (.998*X5)
Full Description
Amort()
AmortA
AmortPY
Amortization of IntangiblesNOTE: Only annuals are available.

Function parameters: Use 0-10 for offset, ANN for type
AnnounceDaysPYQLatest in CompustatReturns the number of days it took the company to announce the Prev Year Q filing (announce date - period end)
AnnounceDaysQLatest in CompustatReturns the number of days it took the company to announce the latest filing (announce date - period end)
AsOfDateAs-Of DateReturns the current trading day.
AstCur()
AstCurQ
AstCurPQ
AstCurPYQ
AstCurTTM
AstCurPTM
AstCurA
AstCurPY
Current Assets, TotalPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
AstCurOther()
AstCurOtherQ
AstCurOtherPQ
AstCurOtherPYQ
AstCurOtherTTM
AstCurOtherPTM
AstCurOtherA
AstCurOtherPY
Current Assets, OtherPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
AstIntan()
AstIntanQ
AstIntanPQ
AstIntanPYQ
AstIntanTTM
AstIntanPTM
AstIntanA
AstIntanPY
Intangible AssetsPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
AstNonCurOther()
AstNonCurOtherQ
AstNonCurOtherPQ
AstNonCurOtherPYQ
AstNonCurOtherTTM
AstNonCurOtherPTM
AstNonCurOtherA
AstNonCurOtherPY
Non-Current Assets, OtherPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
AstTot()
AstTotQ
AstTotPQ
AstTotPYQ
AstTotTTM
AstTotPTM
AstTotA
AstTotPY
Total AssetsPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
AstTurn()
AstTurnQ
AstTurnPQ
AstTurnPYQ
AstTurnTTM
AstTurnPTM
AstTurnA
AstTurnPY
Asset TurnoverPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
AstTurnTTMIndAsset Turnover, IndustryAsset Turnover Industry, TTM
Full Description
ATR()Average True RangeAverage 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)
Full Description
ATRN()Average True Range NormalizedNormalized 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 )
Full Description
Avg()Average of a set of valuesReturns the average value in list. Up to 20 parameters are allowed and NAs are discarded
AvgDailyTot()Volume, averages, and liquidityAverage 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)
AvgRecAverage RecommendationAverage Recommendation on a 1-5 linear scale, where 1 is a strong buy, 5 a sell.

NOTE: complete estimate data is available starting in 2000
Full Description
AvgRec13WkAgoAverage RecommendationAverage Recommendation 13 Weeks ago on a 1-5 linear scale, where 1 is a strong buy, 5 a sell.

NOTE: complete estimate data is available starting in 2000
Full Description
AvgRec1WkAgoAverage RecommendationAverage Recommendation 1 Weeks ago on a 1-5 linear scale, where 1 is a strong buy, 5 a sell.

NOTE: complete estimate data is available starting in 2000
Full Description
AvgRec4WkAgoAverage RecommendationAverage Recommendation 4 Weeks ago on a 1-5 linear scale, where 1 is a strong buy, 5 a sell.

NOTE: complete estimate data is available starting in 2000
Full Description
AvgRec8WkAgoAverage RecommendationAverage Recommendation 8 Weeks ago on a 1-5 linear scale, where 1 is a strong buy, 5 a sell.

NOTE: complete estimate data is available starting in 2000
Full Description
AvgVol()Volume, averages, and liquidityAverage volume of the past number of bars.Full Description
BarsSince()DateReturns the number of bars since the given date.
BBLower()Bollinger BandLower Bollinger band value
period: no. of bars used (typical is 20)
deviations: no. of deviations (default is 2)
offset: use values from 0-100
Full Description
BBUpper()Bollinger BandUpper Bollinger band value
period: no. of bars used (typical is 20)
deviations: no. of deviations (default is 2)
offset: use values from 0-100
Full Description
BenchClose()
BenchClose()
Benchmark PriceHistorical Close price of the benchmark. Ex:

BenchClose(0) gets the last close
BenchClose(10) gets the close 10 bars ago.
BenchHi()Benchmark PriceHistorical 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.
BenchLow()Benchmark PriceHistorical 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.
BenchOpen()Benchmark PriceHistorical 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.
BenchPctBenchmark ReturnBenchmark return since the position was opened.
BenchPctFromPosHiBenchmark Return From HiBenchmark 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
BeneishMScoreBeneish M-ScoreBeneish M-Score finds companies that are associated with increased probability of manipulations. Example:

BeneishMScore > -1.49
Full Description
Beta3YBetaReturns Beta using up to 3 years of weekly returns of the stock and the country's main benchmark. Requires a minimum of 70 weekly returns.Full Description
Beta5YBetaReturns Beta using up to 5 years of monthly returns of the stock and the country's main benchmark. Requires a minimum of 24 monthly returns.Full Description
BetaFunc()BetaThis function returns the stock's Beta with the country's main benchmark. See Full Description for parameters and examples.Full Description
BetaIndBeta, IndustryBeta IndustryFull Description
Between()BetweenReturns TRUE (1) if a is between b and c (inclusive), FALSE(0) otherwise
BookVal()
BookValQ
BookValPQ
BookValPYQ
BookValTTM
BookValPTM
BookValA
BookValPY
Book ValuePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
BuyAmountBuy amount for new positionAmount 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.
BVPS5YAvgBook Value Per ShareBook Value Per Share, 5 Year Average ($ per share)
Full Description
BVPSABook Value Per ShareBook Value Per Share, Annual ($ per share)Full Description
BVPSPYBook Value Per ShareBook Value, One Year Ago ($ per share)
Full Description
BVPSPY2Book Value Per ShareBook Value, Two Years Ago ($ per share)
Full Description
BVPSPY3Book Value Per ShareBook Value, Three Years Ago ($ per share)
Full Description
BVPSPY4Book Value Per ShareBook Value, Four Years Ago ($ per share)
Full Description
BVPSQBook Value Per ShareBook Value Per Share, Quarterly ($ per share)Full Description
CapCountMarket Cap concentrationNumber of positions in the MarketCap group. You can use this function to control MarketCap concentrations. See Full Description for details and examples.Full Description
CapEx()
CapExQ
CapExPQ
CapExPYQ
CapExTTM
CapExPTM
CapExA
CapExPY
Capital Expenditures (CapEx)Pre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
CapExPS()
CapExPSQ
CapExPSPQ
CapExPSPYQ
CapExPSTTM
CapExPSPTM
CapExPSA
CapExPSPY
Capital Expenditures (CapEx) Per SharePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
CapSp5YCGr%IndIndustry GrowthCapital Spending Industry, 5 Year Growth Rate (%)
Full Description
CapSurplus()
CapSurplusQ
CapSurplusPQ
CapSurplusPYQ
CapSurplusTTM
CapSurplusPTM
CapSurplusA
CapSurplusPY
Capital SurplusPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
CapWeightMarket Cap concentrationWeight 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.Full Description
Cash()
CashQ
CashPQ
CashPYQ
CashTTM
CashPTM
CashA
CashPY
CashPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
CashEquiv()
CashEquivQ
CashEquivPQ
CashEquivPYQ
CashEquivTTM
CashEquivPTM
CashEquivA
CashEquivPY
Cash and EquivalentsPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
CashFlPS()
CashFlPSQ
CashFlPSPQ
CashFlPSPYQ
CashFlPSTTM
CashFlPSPTM
CashFlPSA
CashFlPSPY
Cash Flow Per SharePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
CashFrFin()
CashFrFinQ
CashFrFinPQ
CashFrFinPYQ
CashFrFinTTM
CashFrFinPTM
CashFrFinA
CashFrFinPY
Cash From FinancingPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
CashFrInvest()
CashFrInvestQ
CashFrInvestPQ
CashFrInvestPYQ
CashFrInvestTTM
CashFrInvestPTM
CashFrInvestA
CashFrInvestPY
Cash from InvestingPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
CashPctCash percentageReturns the % of thecash in the port/sim vs. the total market value
CashPS()
CashPSQ
CashPSPQ
CashPSPYQ
CashPSTTM
CashPSPTM
CashPSA
CashPSPY
Cash Per SharePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
CCI()Commodity Channel IndexCommodity Channel Index.Full Description
ChaikinAD()Chaikin Accumulation DistributionThe 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
Full Description
ChaikinMFP()Chaikin Money FlowThis indicator calculates the percentage of days in the previous lookback window that the ChaikinAD is > 0

See Full Description for usage and examples
Full Description
ChaikinTrend()Chaikin TrendThe ChaikinTrend Indicator is a special purpose double smoothed exponential averageFull Description
ChangeDebt()
ChangeDebtQ
ChangeDebtPQ
ChangeDebtPYQ
ChangeDebtTTM
ChangeDebtPTM
ChangeDebtA
ChangeDebtPY
Change to DebtPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
ChangeEq()
ChangeEqQ
ChangeEqPQ
ChangeEqPYQ
ChangeEqTTM
ChangeEqPTM
ChangeEqA
ChangeEqPY
Change to EquityPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
Close()Price OHLC (Open, High, Low, Close)Historical daily close price. Use 0 for the most recent day, 1 of the day before, etc.Full Description
CloseAdj()Price SpecialHistorical Close adjusted for splits even when used in the past (only availalble in the Series Tool).

NOTE: not to be used with other ratios that are point-in-time.
CloseExDiv()Price SpecialHistorical close unadjusted by dividends. When this function is evaluated in the past it reverses out future splits (if any).
ComEq()
ComEqQ
ComEqPQ
ComEqPYQ
ComEqTTM
ComEqPTM
ComEqA
ComEqPY
Common EquityPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
CompleteStmtComplete FlagComplete Statement. Set to TRUE (1) if the latest filing is final and, typically, filed with SEC. FALSE (0) if it contains pre-announcement data. When CompleteStmt is FALSE our''fallback'' mechanism kicks in for most ratios that evaluate to N/A because of incomplete data.
Correl()Correlation coefficientThis function returns the correlation coefficient between the specified seriesFull Description
CostG()
CostGQ
CostGPQ
CostGPYQ
CostGTTM
CostGPTM
CostGA
CostGPY
Cost of Goods SoldPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
Country()Country of domicileReturns 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.Full Description
CountryCodeCountry CodeCountry of domicile
CrossOver()Moving Average Cross Over/UnderReturns TRUE(1) when the MA(period1) is over MA(period2) and the cross happened 'bars' ago or less. Otherwise it returns FALSE(0).

type: #SMA,#EMA,#VMA, or #WMA
bars: maximum no. bars examined 1-100
period1: period for moving average 1-250
period2: period for moving average 1-250

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
CrossUnder()Moving Average Cross Over/UnderReturns TRUE(1) when the MA(period1) is below MA(period2) and the cross happened 'bars' ago or less. Otherwise it returns FALSE(0).

type: #SMA,#EMA,#VMA, or #WMA
bars: maximum no. bars examined 1-100
period1: period for moving average 1-250
period2: period for moving average 1-250

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
CS.ACOBalance Sheet ItemsCurrent Assets - Other - Total
CS.ACTBalance Sheet ItemsCurrent Assets - Total
CS.AMIncome Statement ItemsAmortization of Intangibles
CS.AOBalance Sheet ItemsAssets - Other - Total
CS.AOLOCHCashflow Statement ItemsOther Net Working Capital Change
CS.APBalance Sheet ItemsAccounts Payable - Trade
CS.APALCHCashflow Statement ItemsAccounts Payable and Accrued Liabilities - Increase (Decrease)
CS.APCHCashflow Statement ItemsAccounts Payable - Increase (Decrease)
CS.AQCCashflow Statement ItemsAcquisitions
CS.ATBalance Sheet ItemsAssets - Total
CS.CAPSBalance Sheet ItemsCapital Surplus/Share Premium Reserve
CS.CAPXCashflow Statement ItemsCapital Expenditures
CS.CEQBalance Sheet ItemsCommon/Ordinary Equity - Total
CS.CHBalance Sheet ItemsCash and Short-Term Investments
CS.CHEBalance Sheet ItemsCash
CS.CHECHCashflow Statement ItemsCash and Cash Equivalents - Increase (Decrease)
CS.COGSIncome Statement ItemsCost of Goods Sold
CS.CSHFDIncome Statement ItemsCommon Shares Used to Calculate EPS Diluted
CS.CSHOBalance Sheet ItemsCommon Shares Outstanding
CS.CSHPRIIncome Statement ItemsCommon Shares Used to Calculate EPS Basic
CS.DLCBalance Sheet ItemsDebt in Current Liabilities
CS.DLTISCashflow Statement ItemsLong-Term Debt - Issuance
CS.DLTRCashflow Statement ItemsLong-Term Debt - Reduction
CS.DLTTBalance Sheet ItemsLong-Term Debt - Total
CS.DPIncome Statement ItemsDepreciation and Amortization - Total
CS.DPACTBalance Sheet ItemsDepreciation, Depletion and Amortization (Accumulated)
CS.DPCCashflow Statement ItemsDepreciation and Amortization
CS.DVCashflow Statement ItemsCash Dividends
CS.DVCCashflow Statement ItemsCash Dividends Common
CS.DVPIncome Statement ItemsPreferred Dividends
CS.EMPBalance Sheet ItemsEmployees
CS.EPSFIIncome Statement ItemsEarnings Per Share (Diluted) - Including Extraordinary Items
CS.EPSFXIncome Statement ItemsEarnings Per Share (Diluted) – Excluding Extraordinary Items
CS.FFOIncome Statement ItemsFunds From Operations (REIT)
CS.FINCFCashflow Statement ItemsFinancing Activities - Net Cash Flow
CS.GDWLBalance Sheet ItemsGoodwill
CS.GPIncome Statement ItemsGross Profit (Loss)
CS.IBIncome Statement ItemsIncome Before Extraordinary Items
CS.IBADJIncome Statement ItemsIncome Before Extraordinary Items - Adjusted for Common Stock Equivalents
CS.IBCCashflow Statement ItemsIncome Before Extraordinary Items and Noncontrolling Interest
CS.IBCOMIncome Statement ItemsIncome before Extraordinary Items – Available for Common
CS.IBMIIIncome Statement ItemsIncome before Extraordinary Items and Noncontrolling Interests
CS.IDITIncome Statement ItemsInterest Income - Total
CS.INTANBalance Sheet ItemsIntangible Assets - Total
CS.INTANOBalance Sheet ItemsOther Intangibles
CS.INVCHCashflow Statement ItemsInventory - Decrease (Increase)
CS.INVTBalance Sheet ItemsInventories - Total
CS.IVACOCashflow Statement ItemsOther Investing Activities
CS.IVAEQBalance Sheet ItemsInvestment and Advances - Equity
CS.IVAOBalance Sheet ItemsInvestment and Advances - Other
CS.IVNCFCashflow Statement ItemsInvesting Activities - Net Cash Flow
CS.IVSTBalance Sheet ItemsShort Term Investments
CS.LCOBalance Sheet ItemsCurrent Liabilities - Other
CS.LCTBalance Sheet ItemsCurrent Liabilities - Total
CS.LOBalance Sheet ItemsLiabilities - Other
CS.LTBalance Sheet ItemsLiabilities - Total
CS.MIBBalance Sheet ItemsRedeemable Non-Controlling Interest
CS.MIBNBalance Sheet ItemsNonredeemable Noncontrolling Interest (Balance Sheet)
CS.MIBTBalance Sheet ItemsNoncontrolling Interests - Total
CS.NIIncome Statement ItemsNet Income (Loss)
CS.NIADJIncome Statement ItemsNet Income
CS.NOPIIncome Statement ItemsNonoperating Income (Expense) - Total
CS.OANCFCashflow Statement ItemsOperating Activities - Net Cash Flow
CS.OIADPIncome Statement ItemsOperating Income After Depreciation
CS.OIBDPIncome Statement ItemsOperating Income Before Depreciation
CS.OPEPSIncome Statement ItemsEarnings per Share from Operations - Basic
CS.OPREPSXIncome Statement ItemsEarnings per Share from Operations - Diluted
CS.PIIncome Statement ItemsPretax Income
CS.PPEGTBalance Sheet ItemsProperty Plant and Equipment - Total (Gross)
CS.PPENTBalance Sheet ItemsProperty Plant and Equipment - Total (Net)
CS.PRSTKCCashflow Statement ItemsPurchase of Common and Preferred Stock
CS.PSTKBalance Sheet ItemsPreferred/Preference Stock (Capital) - Total
CS.REBalance Sheet ItemsRetained Earnings
CS.RECCHCashflow Statement ItemsAccounts Receivable - Decrease (Increase)
CS.RECTBalance Sheet ItemsReceivables – Total
CS.SALEIncome Statement ItemsSales/Turnover (Net)
CS.SEQBalance Sheet ItemsStockholders Equity - Parent
CS.SPIIncome Statement ItemsSpecial Items
CS.SPPECashflow Statement ItemsSale of Property, Plant & Equipment
CS.SSTKCashflow Statement ItemsSale of Common and Preferred Stock
CS.TXACHCashflow Statement ItemsIncome Taxes - Accrued - Increase (Decrease)
CS.TXDCCashflow Statement ItemsDeferred Taxes
CS.TXDITCBalance Sheet ItemsDeferred Taxes and Investment Tax Credit
CS.TXPBalance Sheet ItemsIncome Taxes Payable
CS.TXTIncome Statement ItemsIncome Taxes - Total
CS.XINTIncome Statement ItemsInterest and Related Expense
CS.XRDIncome Statement ItemsResearch and Development Expense
CS.XSGAIncome Statement ItemsSelling, General and Administrative Expense
CurFYDnRev4WkAgoEPS Revisions Current YearCurrent Fiscal Year Down Revisions, 4 Weeks ago

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
CurFYDnRevLastWkEPS Revisions Current YearCurrent Fiscal Year Down Revisions, Last Week

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
CurFYEPSMean
CurFYEPS1WkAgo
CurFYEPS4WkAgo
CurFYEPS8WkAgo
CurFYEPS13WkAgo
CurFYEPSMedian
CurFYEPSHigh
CurFYEPSLow
CurFYEPSStdDev
EPS Estimate Current YearNOTE: complete estimate data is available starting in 2000
CurFYSalesMean
CurFYSales1WkAgo
CurFYSales4WkAgo
CurFYSales8WkAgo
CurFYSales13WkAgo
CurFYSalesMedian
CurFYSalesStdDev
Sales Estimate Current YearNOTE: complete estimate data is available starting in 2000
CurFYUpRev4WkAgoEPS Revisions Current YearCurrent Fiscal Year Up Revisions, 4 Weeks ago

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
CurFYUpRevLastWkEPS Revisions Current YearCurrent Fiscal Year Up Revisions, Last Week

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
CurQDnRev4WkAgoEPS Revisions Current QuarterCurrent Quarter Down Revisions, 4 Weeks ago

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
CurQDnRevLastWkEPS Revisions Current QuarterCurrent Quarter Down Revisions, Last Week

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
CurQEPSMean
CurQEPS1WkAgo
CurQEPS4WkAgo
CurQEPS8WkAgo
CurQEPS13WkAgo
CurQEPSHigh
CurQEPSLow
CurQEPSStdDev
EPS Estimate Current QuarterNOTE: complete estimate data is available starting in 2000
CurQUpRev4WkAgoEPS Revisions Current QuarterCurrent Quarter Up Revisions, 4 Weeks ago

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
CurQUpRevLastWkEPS Revisions Current QuarterCurrent Quarter Up Revisions, Last Week

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
CurRatio()
CurRatioQ
CurRatioPQ
CurRatioPYQ
CurRatioTTM
CurRatioPTM
CurRatioA
CurRatioPY
Current RatioPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
CurRatioQIndCurrent Ratio, IndustryCurrent Ratio Industry, QuarterlyFull Description
CurrYRevRatio4WEstimate Revision DirectionRatio 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.Full Description
DaysDiff()DateReturns the number of days between the given dates.
DaysFromDivExDividendsDays since the last dividend ex-date. Always a positive number or NAFull Description
DaysFromDivPayDividendsDays since the last dividend payment date. Always a positive number or NA. If in-between ex-date and pay-date NA is returned.Full Description
DaysFromMergerAnnCorporate Actions (ICE Data)Returns the days since a M&A (incl spinoff) corporate action has been announced or NA. Equivalent to PendingCorpAct(#MANDA, #ANNCEDAYS)Full Description
DaysLateEarnings ReleaseReturns 0 or the number of days the filing is late (over 40 days for Q and over 75 for K). If the company has no filing data NA is returned. NOTE: This is an estimate. See the Full Description for more detailsFull Description
DaysSince()DateReturns the number of days since the given date.
DaysToDivExDividendsDays until the next dividend ex-date. Always a positive number or NA. If in-between ex-date and pay-date NA is returned.Full Description
DaysToDivPayDividendsDays until next dividend payment date. Always a positive number or NA.Full Description
DbtLT()
DbtLTQ
DbtLTPQ
DbtLTPYQ
DbtLTTTM
DbtLTPTM
DbtLTA
DbtLTPY
Long Term DebtPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DbtLT2Ast()
DbtLT2AstQ
DbtLT2AstPQ
DbtLT2AstPYQ
DbtLT2AstTTM
DbtLT2AstPTM
DbtLT2AstA
DbtLT2AstPY
Long Term Debt to Total AssetsPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DbtLT2Cap()
DbtLT2CapQ
DbtLT2CapPQ
DbtLT2CapPYQ
DbtLT2CapTTM
DbtLT2CapPTM
DbtLT2CapA
DbtLT2CapPY
Long Term Debt to Total CapitalPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DbtLT2Eq()
DbtLT2EqQ
DbtLT2EqPQ
DbtLT2EqPYQ
DbtLT2EqTTM
DbtLT2EqPTM
DbtLT2EqA
DbtLT2EqPY
Long Term Debt to Total EquityPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DbtLT2EqQIndLong Term Debt To Total Equity, IndustryLong Term Debt To Total Equity Industry, QuarterlyFull Description
DbtLTIssued()
DbtLTIssuedQ
DbtLTIssuedPQ
DbtLTIssuedPYQ
DbtLTIssuedTTM
DbtLTIssuedPTM
DbtLTIssuedA
DbtLTIssuedPY
Long Term Debt IssuedPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DbtLTReduced()
DbtLTReducedQ
DbtLTReducedPQ
DbtLTReducedPYQ
DbtLTReducedTTM
DbtLTReducedPTM
DbtLTReducedA
DbtLTReducedPY
Long Term Debt ReducedPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DbtS2NIQDebt Service to Net IncomeDebt Service to Net Income Ratio, QuarterlyFull Description
DbtS2NITTMDebt Service to Net IncomeDebt Service to Net Income Ratio, TTMFull Description
DbtST()
DbtSTQ
DbtSTPQ
DbtSTPYQ
DbtSTTTM
DbtSTPTM
DbtSTA
DbtSTPY
Short Term DebtPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DbtTot()
DbtTotQ
DbtTotPQ
DbtTotPYQ
DbtTotTTM
DbtTotPTM
DbtTotA
DbtTotPY
Total DebtPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DbtTot2Ast()
DbtTot2AstQ
DbtTot2AstPQ
DbtTot2AstPYQ
DbtTot2AstTTM
DbtTot2AstPTM
DbtTot2AstA
DbtTot2AstPY
Total Debt To Total AssetsPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DbtTot2Cap()
DbtTot2CapQ
DbtTot2CapPQ
DbtTot2CapPYQ
DbtTot2CapTTM
DbtTot2CapPTM
DbtTot2CapA
DbtTot2CapPY
Total Debt to Total CapitalPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DbtTot2Eq()
DbtTot2EqQ
DbtTot2EqPQ
DbtTot2EqPYQ
DbtTot2EqTTM
DbtTot2EqPTM
DbtTot2EqA
DbtTot2EqPY
Total Debt to Total EquityPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DbtTot2EqQIndTotal Debt To Total Equity, IndustryTotal Debt To Total Equity Industry, QuarterlyFull Description
DepAmort()
DepAmortQ
DepAmortPQ
DepAmortPYQ
DepAmortTTM
DepAmortPTM
DepAmortA
DepAmortPY
Depreciation and AmortizationPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DepAmortCF()
DepAmortCFQ
DepAmortCFPQ
DepAmortCFPYQ
DepAmortCFTTM
DepAmortCFPTM
DepAmortCFA
DepAmortCFPY
Depreciation and Amort, Cash FlowPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
Div%ChgADividend GrowthDividend Percent Change, Year Over Year (%)Full Description
Div%ChgAIndIndustry GrowthDividend Percent Change Industry, Year Over Year (%)Full Description
Div3YCGr%Dividend GrowthDividend Growth Rate, 3 Years (%)Full Description
Div3YCGr%IndIndustry GrowthDividend Growth Rate Industry, 3 Years (%)Full Description
Div5YCGr%Dividend GrowthDividend, 5 Year Growth Rate (%)Full Description
Div5YCGr%IndIndustry GrowthDividend Industry, 5 Year Growth Rate (%)
Full Description
Divest()
DivestQ
DivestPQ
DivestPYQ
DivestTTM
DivestPTM
DivestA
DivestPY
DivestituresPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DivLQIndicated Annual DividendProjected quarterly dividendsFull Description
DivPaid()
DivPaidQ
DivPaidPQ
DivPaidPYQ
DivPaidTTM
DivPaidPTM
DivPaidA
DivPaidPY
Dividends Paid, Total Cash FlowPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
DivPS()Dividends in a Filing PeriodReturns the sum (or count) of the dividends per share that were paid in the period specified. By default it returns the sum of REGULAR dividends using PAY DATES. See Full description for details.Full Description
DivPS52WDividends in a Time PeriodReturns the sim of all REGULAR dividends with EX-DATES in the past year. It's equivalent to DivPSDays(365,0,#Regular,#ExDate)
DivPS5YAvgDividends in a Filing PeriodDividends, 5 Year Average ($ per share). All REGULAR dividends using PAY DATES in the last 5 fiscal years are added and and averaged.
DivPSDays()Dividends in a Time PeriodSum or count of the dividends paid in the past number of days. By default it uses the EX-DATE of REGULAR dividends. See the full description for the other parametersFull Description
DivPSNextQDividends in a Filing PeriodSum of all REGULAR dividends with PAY DATES falling in the ongoing quarter. If the company has not yet announced the dividends it returns 0
DivPSNextQCntDividends in a Filing PeriodCount of all REGULAR dividends with PAY DATES falling in the ongoing quarter. If the company has not yet announced the dividends it returns 0
DivPSQDividends in a Filing PeriodSum of all REGULAR dividends PAID in the most recent quarter. This is equivalent to DivPS(0,QTR,#Regular,#PayDate)
DivPSTTMDividends in a Filing PeriodSum of all REGULAR dividends PAID in the past 4 quarters. This is equivalent to DivPS(0,TTM,#Regular,#PayDate)
DMICrossOver()Directional Movement CrossReturns 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
Full Description
DMICrossUnder()Directional Movement CrossReturns 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
Full Description
DMIMinus()Directional Movement IndicatorReturns 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 negative directional movement enter:

DMIMinus(14,0) > DMIPlus(14,0)
Full Description
DMIPlus()Directional Movement IndicatorReturns 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 positive directional movement enter:

DMIPlus(14,0) > DMIMinus(14,0)
Full Description
EarnYieldEarnings YieldThe earnings per share for the most recent 12 months divided by market price per share.Full Description
EBIT()
EBITQ
EBITPQ
EBITPYQ
EBITTTM
EBITPTM
EBITA
EBITPY
Earnings Before Interest and Taxes (EBIT)Pre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
EBITDA()
EBITDAQ
EBITDAPQ
EBITDAPYQ
EBITDATTM
EBITDAPTM
EBITDAA
EBITDAPY
Earnings Before Interest, Taxes, Dep and Amort (EBITDA)Pre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
EBITDMgn%5YAvgEBITDA MarginEBITD Margin, 5 year average (%)Full Description
EBITDMgn%5YAvgIndEBITD Margin, IndustryEBITD Margin Industry, 5 year average (%)
Full Description
EBITDMgn%TTMEBITDA MarginEBITD Margin, TTM (%)Full Description
EBITDPSTTMEBITD Per ShareEarnings Before Interest, Taxes and Depreciation Per Share, TTM ($ per share)Full Description
EMA()Exponential Moving AverageExponential moving average of a time series.Full Description
EmplNumber of EmployeesEmployeesFull Description
EPS#PositiveConsecutive years of positive EPSEPS#PositiveFull Description
EPS%ChgAIndIndustry GrowthEPS Percent Change Industry, Year Over Year (%)Full Description
EPS%ChgPQEarnings Per Share (EPS) GrowthEPS Percent Change, Most Recent Quarter vs. Prior Quarter (%)Full Description
EPS%ChgPYQEarnings Per Share (EPS) GrowthEPS Percent Change, Most Recent Quarter vs. Quarter 1 Year Ago (%)Full Description
EPS%ChgPYQIndIndustry GrowthEPS Percent Change Industry, Most Recent Quarter vs. Quarter 1 Year Ago (%)Full Description
EPS%ChgTTMEarnings Per Share (EPS) GrowthEPS Percent Change, TTM Over TTM (%)Full Description
EPS%ChgTTMIndIndustry GrowthEPS Percent Change Industry, TTM Over TTM (%)Full Description
EPS10YCGr%Earnings Per Share (EPS) GrowthEarnings Per Share, 10 Year Growth Rate (%)Full Description
EPS3YCGr%Earnings Per Share (EPS) GrowthEPS Growth Rate, 3 Years (%)Full Description
EPS3YCGr%IndIndustry GrowthEPS Growth Rate Industry, 3 Years (%)Full Description
EPS5YCGr%Earnings Per Share (EPS) GrowthEarnings Per Share, 5 Year Growth Rate (%)Full Description
EPS5YCGr%IndIndustry GrowthEarnings Per Share Industry, 5 Year Growth Rate (%)
Full Description
EPSActual()Analyst EPS ActualHistorical (Actual) EPS

NOTE: complete estimate data is available starting in 2000
Full Description
EPSEst()Analyst EPS EstimateHistorical mean EPS estimate.

NOTE: complete estimate data is available starting in 2000
Full Description
EPSExclXor()
EPSExclXorQ
EPSExclXorPQ
EPSExclXorPYQ
EPSExclXorTTM
EPSExclXorPTM
EPSExclXorA
EPSExclXorPY
Earnings Per Share (EPS) Excl XorPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
EPSInclXor()
EPSInclXorQ
EPSInclXorPQ
EPSInclXorPYQ
EPSInclXorTTM
EPSInclXorPTM
EPSInclXorA
EPSInclXorPY
Earnings Per Share (EPS) Incl XorPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
EPSStableQEarnings Per Share (EPS) StabilityEPS Stability (standard deviation of the past 16 quarters)Full Description
EPSSurprise()Analyst EPS SurpriseEPS surprise (Est vs. Actual)

NOTE: complete estimate data is available starting in 2000
Full Description
EqIssued()
EqIssuedQ
EqIssuedPQ
EqIssuedPYQ
EqIssuedTTM
EqIssuedPTM
EqIssuedA
EqIssuedPY
Equity IssuedPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
EqPurch()
EqPurchQ
EqPurchPQ
EqPurchPYQ
EqPurchTTM
EqPurchPTM
EqPurchA
EqPurchPY
Equity PurchasedPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
EqTot()
EqTotQ
EqTotPQ
EqTotPYQ
EqTotTTM
EqTotPTM
EqTotA
EqTotPY
Shareholder's Equity, TotalPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
ETFAssetClassETF Asset ClassETFAssetClass returns the ETF Asset Class.

For example to eliminate all currency ETFs enter:
ETFAssetClass != CURR
Full Description
ETFAssetClassSet()ETF Asset ClassReturn 1 (TRUE) if the ETF Asset Class is one of the parametersFull Description
ETFClassCountETF Taxonomy WeightNumber of positions in the ETF category.
ETFClassWeightETF Taxonomy WeightWeight of the ETF category as % of total market value.
ETFCountryETF CountryETFCountry returns the ETF Country.

For example to eliminate all chinese ETFs enter:
ETFCountry != CHINA

NOTE: ETFs that span multiple countries are set to MULTICTRY.
Full Description
ETFCountryCountETF Taxonomy WeightNumber of positions in the ETF category.
ETFCountrySet()ETF CountryReturn 1 (TRUE) if the ETF Country is one of the parametersFull Description
ETFCountryWeightETF Taxonomy WeightWeight of the ETF category as % of total market value.
ETFFamilyETF FamilyETFFamily returns the ETF Family.

For example to eliminate all iShares ETFs enter:
ETFFamily != ISHARES
Full Description
ETFFamilyCountETF Taxonomy WeightNumber of positions in the ETF category.
ETFFamilySet()ETF FamilyReturn 1 (TRUE) if the ETF Family is one of the parametersFull Description
ETFFamilyWeightETF Taxonomy WeightWeight of the ETF category as % of total market value.
ETFMethodETF MethodETFMethod returns the ETF Method.

For example to return only short ETFs enter:
ETFMethod = LEVSHORT or ETFMethod = STANSHORT
Full Description
ETFMethodCountETF Taxonomy WeightNumber of positions in the ETF category.
ETFMethodSet()ETF MethodReturn 1 (TRUE) if the ETF Method is one of the parametersFull Description
ETFMethodWeightETF Taxonomy WeightWeight of the ETF category as % of total market value.
ETFRegionETF RegionETFRegion returns the ETF Region.

For example to eliminate all emerging markets ETFs enter:
ETFRegion != EMERG
Full Description
ETFRegionCountETF Taxonomy WeightNumber of positions in the ETF category.
ETFRegionSet()ETF RegionReturn 1 (TRUE) if the ETF Region is one of the parametersFull Description
ETFRegionWeightETF Taxonomy WeightWeight of the ETF category as % of total market value.
ETFSecCountETF Taxonomy WeightNumber of positions in the ETF category.
ETFSectorETF SectorETFSector returns the ETFSector.

For example to eliminate all financial ETFs enter:
ETFSector != FINANCIAL
Full Description
ETFSectorSet()ETF SectorReturn 1 (TRUE) if the ETF Sector is one of the parametersFull Description
ETFSecWeightETF Taxonomy WeightWeight of the ETF category as % of total market value.
ETFSizeETF SizeETFSize returns the ETF Size.

For example to eliminate all smallcap ETFs enter:
ETFSize != ETF_SMALLCAP
Full Description
ETFSizeCountETF Taxonomy WeightNumber of positions in the ETF category.
ETFSizeSet()ETF SizeReturn 1 (TRUE) if the ETF Size is one of the parametersFull Description
ETFSizeWeightETF Taxonomy WeightWeight of the ETF category as % of total market value.
ETFStyleETF StyleETFStyle returns the ETF Style.

For example to eliminate all value ETFs enter:
ETFStyle != VALUE
Full Description
ETFStyleCountETF Taxonomy WeightNumber of positions in the ETF category.
ETFStyleSet()ETF StyleReturn 1 (TRUE) if the ETF Style is one of the parametersFull Description
ETFStyleWeightETF Taxonomy WeightWeight of the ETF category as % of total market value.
EVEnterprise ValueEnterprise Value is an estimated measure of the total value of a corporation.Full Description
Eval()Evaluate condition and return one of two valuesExecutes expr1 if the condition evaluates to non-zero, or expr2 otherwise. See Full Description for examples of the many uses of Eval()Full Description
EvenIDEvenIDReturns 1 (TRUE) if our internal stock id is Even, 0 (FALSE) otherwise

Can be used for out-of-sample testing (see Full Desc)
Full Description
EVPSEnterprise Value Per ShareEnterprise Value per share is Enterprise Value divided by the number of outstanding sharesFull Description
ExpNonOp()
ExpNonOpQ
ExpNonOpPQ
ExpNonOpPYQ
ExpNonOpTTM
ExpNonOpPTM
ExpNonOpA
ExpNonOpPY
Non-Operating ExpensesPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
FCF()
FCFQ
FCFPQ
FCFPYQ
FCFTTM
FCFPTM
FCFA
FCFPY
Free Cash FlowPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
FCFLMgn%()
FCFLMgn%Q
FCFLMgn%PQ
FCFLMgn%PYQ
FCFLMgn%TTM
FCFLMgn%PTM
FCFLMgn%A
FCFLMgn%PY
Free Cash Flow MarginPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
FCFPS()
FCFPSQ
FCFPSPQ
FCFPSPYQ
FCFPSTTM
FCFPSPTM
FCFPSA
FCFPSPY
Free Cash Flow Per SharePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
FCount()Cross Sectional CountCounts the number of stocks where expression is true (non 0)Full Description
FHist()Point in Time historical valueReturns the value of 'formula' calculated in the past using the weekly point-in-time engine. NOTE: do not use with split sensitive or estimates data. See Full DescriptionFull Description
FlipFlop()Flip FlopReturns TRUE or FALSE depending on the last threshold that was excededFull Description
FloatFloat SharesFloat (millions). This is the number of the common shares outstanding that are freely available for public trading.

NOTE:Data is sporadic prior to 2004 and defaults to number of shares when it cannot be calculated
Full Description
FloatPctFloat PercentThis is the percent of the common shares outstanding that are freely available for public trading.

NOTE:Data is sporadic prior to 2004
Full Description
FMedian()Cross Sectional MedianReturns the median value of the formulaFull Description
FOrder()Cross Sectional OrderSorts stocks based on formula and returns the position in the array.Full Description
FRank()Cross Sectional RankRanks stocks based on a formula and returns the percentileFull Description
FSum()Cross Sectional SumReturns the sum value of the formulaFull Description
FundsFromOp()
FundsFromOpQ
FundsFromOpPQ
FundsFromOpPYQ
FundsFromOpTTM
FundsFromOpPTM
FundsFromOpA
FundsFromOpPY
Funds From Operations (FFO)Pre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
GainDollar Return of PositionReturn of an existing position in dollars
GainPctPercent return of PositionReturn of an existing position in % (dividends are not included). Ex: to sell a position if it gained 50% enter:

GainPct>50
GapDown()Gap DownThis 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)
Full Description
GapUp()Gap UpThis 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)
Full Description
GetRank()Latest RankReturns the rank of the ticker
GetRankPos()Latest RankReturns the rank position of the ticker
GetSeries()GetSeriesUse this function in functions that have a 'series' parameter. You can use any stock,ETF,index ticker or a custom series. 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.
Full Description
GICS()Global Industry Classification (GICS)Evaluates to TRUE if any combination of GICS Sector, Group, Industry and SubIndustry matches.

For Ex. GICS(10,2030) returns stocks in *either* Sector ENERGY or SubGroup TRANSPORT. You can also use our mnemonics: GICS(ENERGY,TRANSPORT)
Full Description
GMgn%()
GMgn%Q
GMgn%PQ
GMgn%PYQ
GMgn%TTM
GMgn%PTM
GMgn%A
GMgn%PY
Gross Profit MarginPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
GMgn%5YAvgGross Profit MarginGross Margin, 5 Year Average (%)Full Description
GMgn%5YAvgIndGross Profit Margin, IndustryGross Margin Industry, 5 Year Average (%)
Full Description
GMgn%TTMIndGross Profit Margin, IndustryGross Margin Industry, TTM (%)Full Description
Goodwill()
GoodwillQ
GoodwillPQ
GoodwillPYQ
GoodwillTTM
GoodwillPTM
GoodwillA
GoodwillPY
GoodwillPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
Gr%()Growth Rate AnnualizedCalculates the annual growth rate as 100 *(power(1+(a-b)/b , 1/years) -1)
GR%10Y()General Growth FunctionsAnnualized percent change latest year vs prior 10 years ago for the fundamental itemFull Description
GR%3Y()General Growth FunctionsAnnualized percent change latest year vs prior 3 years ago for the fundamental itemFull Description
GR%5Y()General Growth FunctionsAnnualized percent change latest year vs prior 5 years ago for the fundamental itemFull Description
GR%A()General Growth FunctionsPercent change latest Year vs prior Year for the fundamental itemFull Description
GR%PQ()General Growth FunctionsPercent change recent Q vs prior Q for the fundamental itemFull Description
GR%PYQ()General Growth FunctionsPercent change recent Q vs Q one year ago for the fundamental itemFull Description
GR%TTM()General Growth FunctionsPercent change recent recent TTM vs prior TTM for the fundamental itemFull Description
GrossPlant()
GrossPlantQ
GrossPlantPQ
GrossPlantPYQ
GrossPlantTTM
GrossPlantPTM
GrossPlantA
GrossPlantPY
Gross Property Plant and EquipmentPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
GrossProfit()
GrossProfitQ
GrossProfitPQ
GrossProfitPYQ
GrossProfitTTM
GrossProfitPTM
GrossProfitA
GrossProfitPY
Gross ProfitPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
Hi()Price OHLC (Open, High, Low, Close)Historical daily high price. Use 0 for the most recent day, 1 of the day before, etc. When running simulations, Hi(-1) can be used to peek into the next day's high price.Full Description
Higher()Count higher/lower values in a setReturns the number of times xi > xi+1. For example to find companies that price increased at least 2 out of 3 days enter:

Higher(Close(0),Close(1),Close(2),Close(3))>=2
HighVal()Price Highest/LowestThis function returns the highest value of the series within the specified lookback period.Full Description
HighValBar()Price Highest/LowestThis function returns bar where highest value of the series occurred within the specified lookback period.Full Description
HistQ1DifferenceEPS Difference (Actual - Estimate)Historical Quarter Difference (Actual - Estimate), 1 Quarter Ago

NOTE: complete estimate data is available starting in 2000
HistQ1EPSActualAnalyst EPS ActualHistorical EPS (Actual), 1 Quarter ago

NOTE: complete estimate data is available starting in 2000
Full Description
HistQ1EPSEstAnalyst EPS EstimateHistorical EPS Mean Estimate, 1 Quarter ago

NOTE: complete estimate data is available starting in 2000
Full Description
HistQ2DifferenceEPS Difference (Actual - Estimate)Historical Quarter Difference (Actual - Estimate), 2 Quarters Ago

NOTE: complete estimate data is available starting in 2000
HistQ2EPSActualAnalyst EPS ActualHistorical EPS (Actual), 2 Quarters ago

NOTE: complete estimate data is available starting in 2000
Full Description
HistQ2EPSEstAnalyst EPS EstimateHistorical EPS Mean Estimate, 2 Quarters ago

NOTE: complete estimate data is available starting in 2000
Full Description
HistQ3DifferenceEPS Difference (Actual - Estimate)Historical Quarter Difference (Actual - Estimate), 3 Quarters Ago

NOTE: complete estimate data is available starting in 2000
HistQ3EPSActualAnalyst EPS ActualHistorical EPS (Actual), 3 Quarters ago

NOTE: complete estimate data is available starting in 2000
Full Description
HistQ3EPSEstAnalyst EPS EstimateHistorical EPS Mean Estimate, 3 Quarters ago

NOTE: complete estimate data is available starting in 2000
Full Description
HistQ4DifferenceEPS Difference (Actual - Estimate)Historical Quarter Difference (Actual - Estimate), 4 Quarters Ago

NOTE: complete estimate data is available starting in 2000
HistQ4EPSActualAnalyst EPS ActualHistorical EPS (Actual), 4 Quarters ago

NOTE: complete estimate data is available starting in 2000
Full Description
HistQ4EPSEstAnalyst EPS EstimateHistorical EPS Mean Estimate, 4 Quarters ago

NOTE: complete estimate data is available starting in 2000
Full Description
HistQ5DifferenceEPS Difference (Actual - Estimate)Historical Quarter Difference (Actual - Estimate), 5 Quarters Ago

NOTE: complete estimate data is available starting in 2000
HistQ5EPSActualAnalyst EPS ActualHistorical EPS (Actual), 5 Quarters ago

NOTE: complete estimate data is available starting in 2000
Full Description
HistQ5EPSEstAnalyst EPS EstimateHistorical EPS Mean Estimate, 5 Quarters ago

NOTE: complete estimate data is available starting in 2000
Full Description
HoldingsCnt()Running count of holdingsReturns a count of stocks in the list that are current holdings
IAC()
IACQ
IACPQ
IACPYQ
IACTTM
IACPTM
IACA
IACPY
Income Available to CommonPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
IADIndicated Annual DividendIndicated Annual Dividend. This is a forward looking number used to calculate yield. It can also be used to find companies increasing their dividends.
IAD13WIndicated Annual DividendIndicated Annual Dividend 3 months ago. It can be used to find companies increasing their dividends.
IAD26WIndicated Annual DividendIndicated Annual Dividend 6 months ago. It can be used to find companies increasing their dividends.
IAD52WIndicated Annual DividendIndicated Annual Dividend 1 year ago. It can be used to find companies increasing their dividends.
IncAftTax()
IncAftTaxQ
IncAftTaxPQ
IncAftTaxPYQ
IncAftTaxTTM
IncAftTaxPTM
IncAftTaxA
IncAftTaxPY
Income After TaxesPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
IncBTax()
IncBTaxQ
IncBTaxPQ
IncBTaxPYQ
IncBTaxTTM
IncBTaxPTM
IncBTaxA
IncBTaxPY
Income Before TaxesPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
IncBXorAdjCSE()
IncBXorAdjCSEQ
IncBXorAdjCSEPQ
IncBXorAdjCSEPYQ
IncBXorAdjCSETTM
IncBXorAdjCSEPTM
IncBXorAdjCSEA
IncBXorAdjCSEPY
Income Before Xor Items Adj for CommonPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
IncBXorForCom()
IncBXorForComQ
IncBXorForComPQ
IncBXorForComPYQ
IncBXorForComTTM
IncBXorForComPTM
IncBXorForComA
IncBXorForComPY
Income Before Xor Items Avail for CommonPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
IncPerEmpQIncome Per EmployeeIncome Per Employee, Quarterly
Full Description
IncPerEmpTTMIncome Per EmployeeIncome Per Employee, TTMFull Description
IncPerEmpTTMIndIncome per Employee, IndustryIncome Per Employee Industry, TTM
Full Description
IncTaxExp()
IncTaxExpQ
IncTaxExpPQ
IncTaxExpPYQ
IncTaxExpTTM
IncTaxExpPTM
IncTaxExpA
IncTaxExpPY
Income Tax ExpensePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
IndCodeIndustry CodeSee Full Description for a complete list of codesFull Description
IndCount
IndCount
Industry/Sector weightNumber of positions in the industry. For a buy rule, the weight is checked assuming the stock is purchased. For a sell rule the weight is checked before the sell.
IndDescrIndustry DescriptionSee Full Description for a complete list of namesFull Description
IndustryIndustryWhich industry the stock belongs to. For example, to screen for stocks in the semiconductor industry use: Industry=SEMIANDEQUIPFull Description
IndWeightIndustry/Sector weightWeight 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.
InList()Stock is in Custom ListReturns 1 if the stock is in your custom list, 0 otherwise. To enter a custom list go to TOOLS->Lists->Custom. Ex: to only buy stocks in your list "MyList" enter the following Buy rule:

InList("MyList")
Full Description
Ins#ShrPurchInsider FactorsInsider total shares purchased past 6 months (positive number in millions)Full Description
Ins#ShrSoldInsider FactorsInsider total shares sold in the past 6 months (negative number in millions)Full Description
InsBuyTransInsider FactorsInsider number of BUY transactions in the past 6 monthsFull Description
InSet()Check if an expression is in a setReturns 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)
Insider#OwnInsider FactorsCommon stock in millions held by the officers and directors of the company plus beneficial owners who own more than 5 percentFull Description
Insider%OwnInsider FactorsPercent of common stock held by the officers and directors of the company plus beneficial owners who own more than 5 percentFull Description
InsiderBuySh12M()Insider FunctionsShares bought by insiders past 12 months (in millions)Full Description
InsiderBuySh1M()Insider FunctionsShares bought by insiders past 1 month (in millions)Full Description
InsiderBuySh3M()Insider FunctionsShares bought by insiders past 3 months (in millions)Full Description
InsiderBuySh6M()Insider FunctionsShares bought by insiders past 6 months (in millions)Full Description
InsiderBuyTran12M()Insider FunctionsBuy transactions by insiders past 12 months (in millions)Full Description
InsiderBuyTran1M()Insider FunctionsBuy transactions by insiders past 1 month (in millions)Full Description
InsiderBuyTran3M()Insider FunctionsBuy transactions by insiders past 3 months (in millions)Full Description
InsiderBuyTran6M()Insider FunctionsBuy transactions by insiders past 6 months (in millions)Full Description
InsiderSellSh12M()Insider FunctionsShares sold by insiders past 12 months (in millions)Full Description
InsiderSellSh1M()Insider FunctionsShares sold by insiders past 1 month (in millions)Full Description
InsiderSellSh3M()Insider FunctionsShares sold by insiders past 3 months (in millions)Full Description
InsiderSellSh6M()Insider FunctionsShares sold by insiders past 6 months (in millions)Full Description
InsiderSellTran12M()Insider FunctionsSell transactions by insiders past 12 monthsFull Description
InsiderSellTran1M()Insider FunctionsSell transactions by insiders past 1 monthFull Description
InsiderSellTran3M()Insider FunctionsSell transactions by insiders past 3 monthsFull Description
InsiderSellTran6M()Insider FunctionsSell transactions by insiders past 6 monthsFull Description
InsiderUniqBuy1M()Insider FunctionsUnique number of insiders buying past 1 monthFull Description
InsiderUniqBuy3M()Insider FunctionsUnique number of insiders buying past 3 monthsFull Description
InsiderUniqSell1M()Insider FunctionsUnique number of insiders selling past 1 monthFull Description
InsiderUniqSell3M()Insider FunctionsUnique number of insiders selling past 3 monthsFull Description
InsNetShrPurchInsider FactorsInsider total shares net in the past 6 months (positive or negative number in millions)Full Description
InsNetTransInsider FactorsInsider NET number of transactions in the past 6 monthsFull Description
InsSelTransInsider FactorsInsider number of SELL transactions in the past 6 monthsFull Description
Inst#ShsOwnInstitutional FactorsThe number of shares of the company held by investors in the latest period (in millions)Full Description
Inst#ShsOwnPQInstitutional FactorsThe number of shares of the company held by investors in the previous period (in millions)Full Description
Inst#ShsPurchInstitutional FactorsThe number of shares of the company purchased by investors during the latest period (in millions)Full Description
Inst#ShsPurchPQInstitutional FactorsThe number of shares of the company purchased by investors during the previous period (in millions)Full Description
Inst#ShsSoldInstitutional FactorsThe number of shares of the company sold by investors during the latest period (in millions)Full Description
Inst#ShsSoldPQInstitutional FactorsThe number of shares of the company sold by investors during the previous period (in millions)Full Description
Inst%OwnInstitutional FactorsThe percentage of shares outstanding of the company owned by institutional shareholders in the latest periodFull Description
Inst%OwnIndInstitutional % Owned, IndustryInstitutional Percent Owned Industry, (%) averageFull Description
Inst%OwnIndNoADRInstitutional % Owned, Industry excl ADRInstitutional Percent Owned Industry, (%) average NOADRsFull Description
Inst%OwnPQInstitutional FactorsThe percentage of shares outstanding of the company owned by institutional shareholders in the previous periodFull Description
InstitutionalBuyers()Institutional FunctionsThe number of investors who purchased shares of the company during the periodFull Description
InstitutionalClosed()Institutional FunctionsThe number of investors who sold all shares and closed their holding position in the company during the periodFull Description
InstitutionalHolders()Institutional FunctionsThe total number of investors who own shares of the companyFull Description
InstitutionalNewBuyers()Institutional FunctionsThe number of investors who opened a new position in the company by purchasing shares during the periodFull Description
InstitutionalPctChg()Institutional FunctionsThe net shares changed as a percent of shares outstandingFull Description
InstitutionalPctOwn()Institutional FunctionsThe percentage of shares outstanding of the company owned by institutional shareholdersFull Description
InstitutionalSellers()Institutional FunctionsThe number of investors who sold shares of the company during the periodFull Description
InstitutionalShsBought()Institutional FunctionsThe number of shares of the company purchased by investors during the period (in millions)Full Description
InstitutionalShsHeld()Institutional FunctionsThe number of shares of the company held by investors at the end of the period (in millions)Full Description
InstitutionalShsNet()Institutional FunctionsThe net number of shares of the company transacted by investors during the period (in millions)Full Description
InstitutionalShsSold()Institutional FunctionsThe number of shares of the company sold by investors during the period (in millions)Full Description
InstNetPurchInstitutional FactorsThe net number of shares of the company transacted by investors during the latest period (in millions)Full Description
InstNetPurchPQInstitutional FactorsThe net number of shares of the company transacted by investors during the previous period (in millions)Full Description
IntanOther()
IntanOtherQ
IntanOtherPQ
IntanOtherPYQ
IntanOtherTTM
IntanOtherPTM
IntanOtherA
IntanOtherPY
Other IntangiblesPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
IntCovPTMInterest CoverageInterest Coverage, Prior TTM
Full Description
IntCovQInterest CoverageInterest Coverage, Quarterly
Full Description
IntCovTTMInterest CoverageInterest Coverage, TTMFull Description
IntCovTTMIndInterest Coverage, IndustryInterest Coverage Industry, TTM
Full Description
IntExp()
IntExpQ
IntExpPQ
IntExpPYQ
IntExpTTM
IntExpPTM
IntExpA
IntExpPY
Interest ExpensePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
IntInc()
IntIncQ
IntIncPQ
IntIncPYQ
IntIncTTM
IntIncPTM
IntIncA
IntIncPY
Interest IncomePre-built factors: 2 annual
Function parameters (see Full Description for more):
NOTE: This item is only available in ANNUAL statements from our provider.
Full Description
Inventory()
InventoryQ
InventoryPQ
InventoryPYQ
InventoryTTM
InventoryPTM
InventoryA
InventoryPY
InventoryPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
InvstAdvOther()
InvstAdvOtherQ
InvstAdvOtherPQ
InvstAdvOtherPYQ
InvstAdvOtherTTM
InvstAdvOtherPTM
InvstAdvOtherA
InvstAdvOtherPY
Investments and Advances, OtherPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
InvstEq()
InvstEqQ
InvstEqPQ
InvstEqPYQ
InvstEqTTM
InvstEqPTM
InvstEqA
InvstEqPY
Equity InvestmentsPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
InvstOther()
InvstOtherQ
InvstOtherPQ
InvstOtherPYQ
InvstOtherTTM
InvstOtherPTM
InvstOtherA
InvstOtherPY
Other Investing Cash FlowPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
InvstST()
InvstSTQ
InvstSTPQ
InvstSTPYQ
InvstSTTTM
InvstSTPTM
InvstSTA
InvstSTPY
Short Term InvestmentsPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
InvTurn()
InvTurnQ
InvTurnPQ
InvTurnPYQ
InvTurnTTM
InvTurnPTM
InvTurnA
InvTurnPY
Inventory TurnoverPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
InvTurnTTMIndInventory Turnover, IndustryInventory Turnover Industry, TTM
Full Description
InvtyChg()
InvtyChgQ
InvtyChgPQ
InvtyChgPYQ
InvtyChgTTM
InvtyChgPTM
InvtyChgA
InvtyChgPY
Change to InventoryPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
IsNA()Number not available (NA)Returns the value of expr1 if it's not NA, otherwise it returns expr2
IssueChange()Issue ChangeReturns 0 (FALSE) or the number of quarterly periods ago that there was a change in primary issue. Parameter 'quarters' determines how far back it will look (1-20)Full Description
ItemA()Line item functionsReturns the Compustat line item from the annual filingsFull Description
ItemQ()Line item functionsReturns the Compustat line item from the quarterly filingsFull Description
ItemTTM()Line item functionsReturns the Compustat line item sum from the past 4 quarterly filings. For Balance Sheet items the average is returnedFull Description
LargeCountMarket Cap concentrationNumber of positions in the LargeCap group. See Full Description for details and examples.Full Description
LargeWeightMarket Cap concentrationWeight of the LargeCap group as % of total market value. See Full Description for details and examplesFull Description
LastSellDaysLT()Recently soldLastSellDaysLT(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
LastSellPricePrevious sell price for new positionPrice 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)
LatestActualDaysLatest ActualsCalendar days since analysts actuals were published for the most recent quarter.

NOTE: analysts actuals can precede SEC filings
LatestActualPeriodDateLatest ActualsPeriod date of latest analysts actuals, represented as a number YYYYMMDD.

NOTE: analysts actuals can precede SEC filings
LatestFilingDateLatest (Any Source)The date the latest period was first filed by the company with the SEC.
LatestNewsDateLatest (Any Source)The date the latest period was announced by the company via a press release.
LatestPeriodDateLatest (Any Source)The latest period that has been announced by the company. This data may not have been processed yet by Compustat and/or may not have been filed with the SEC.
LiabCur()
LiabCurQ
LiabCurPQ
LiabCurPYQ
LiabCurTTM
LiabCurPTM
LiabCurA
LiabCurPY
Current Liabilities, TotalPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
LiabCurOther()
LiabCurOtherQ
LiabCurOtherPQ
LiabCurOtherPYQ
LiabCurOtherTTM
LiabCurOtherPTM
LiabCurOtherA
LiabCurOtherPY
Current Liabilities, OtherPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
LiabNonCurOther()
LiabNonCurOtherQ
LiabNonCurOtherPQ
LiabNonCurOtherPYQ
LiabNonCurOtherTTM
LiabNonCurOtherPTM
LiabNonCurOtherA
LiabNonCurOtherPY
Other Non-current LiabilitiesPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
LiabTot()
LiabTotQ
LiabTotPQ
LiabTotPYQ
LiabTotTTM
LiabTotPTM
LiabTotA
LiabTotPY
Total LiabilitiesPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
LN()Natural LogReturns the natural log of val
Log10()Base 10 logReturns the base-10 log of val
LoopAvg()Average value in setExecutes the "formula" parameter a number of times and operates on the set of values. A special CTR variable must be used inside "formula".Full Description
LoopMax()Maximum value in setExecutes the "formula" parameter a number of times and operates on the set of values. A special CTR variable must be used inside "formula".Full Description
LoopMedian()Median value in setExecutes the "formula" parameter a number of times and operates on the set of values. A special CTR variable must be used inside "formula".Full Description
LoopMin()Minimum value in setExecutes the "formula" parameter a number of times and operates on the set of values. A special CTR variable must be used inside "formula".Full Description
LoopStdDev()StdDev value in setExecutes the "formula" parameter a number of times and operates on the set of values. A special CTR variable must be used inside "formula".Full Description
LoopStdDevP()StdDevP value in setExecutes the "formula" parameter a number of times and operates on the set of values. A special CTR variable must be used inside "formula".Full Description
LoopSum()Sum of value in setExecutes the "formula" parameter a number of times and operates on the set of values. A special CTR variable must be used inside "formula".Full Description
Low()Price OHLC (Open, High, Low, Close)Historical daily low price. Use 0 for the most recent day, 1 of the day before, etc. When running simulations, Low(-1) can be used to peek into the next day's low price.Full Description
Lower()Count higher/lower values in a setReturns the number of times xi < xi+1. For example to find companies that price dropped at least 2 out of 3 days in a row enter:

Lower(Close(0),Close(1),Close(2),Close(3))>=2
LowVal()Price Highest/LowestThis function returns the lowest value of the series within the specified lookback period.Full Description
LowValBar()Price Highest/LowestThis function returns bar where lowest value of the series occurred within the specified lookback period.Full Description
LTGrthMean
LTGrth1WkAgo
LTGrth4WkAgo
LTGrth8WkAgo
LTGrth13WkAgo
LTGrthHigh
LTGrthLow
LTGrthStdDev
Long Term EPS GrowthLong Term EPS Growth Rate (%)

NOTE: complete estimate data is available starting in 2000
MACD()Moving Average Convergence/DivergenceMoving Average Convergence/Divergence. Returns the difference between a 26-bar and a 12-bar exponential moving average.Full Description
MACDD()Moving Average Convergence/DivergenceDifference of the MACD with its EMA average (the signal line) when period>1 otherwise returns MACDFull Description
Max()Calculate the max/min in a setReturns the largest value in list. Up to 20 parameters are allowed and NAs are discarded
MaxCorrel()Maximum Position CorrelationCalculates the maximum correlation coefficient of the stock being evaluated vs. the current holdings. You can use this to avoid buying or holding highly correlated stocksFull Description
MedianDailyTot()Volume, averages, and liquidityMedian daily total amount traded (price * volume) for the past number of bars.
MedianVol()Volume, averages, and liquidityMedian volume of the past number of barsFull Description
MicroCountMarket Cap concentrationNumber of positions in the MicroCap group. See Full Description for details and examples.Full Description
MicroWeightMarket Cap concentrationWeight of the MicroCap group as % of total market value. See Full Description for details and examples.Full Description
MidCountMarket Cap concentrationNumber of positions in the MidCap group. See Full Description for details and examples.Full Description
MidWeightMarket Cap concentrationWeight of the MidCap group as % of total market value. See Full Description for details and examples.Full Description
Min()Calculate the max/min in a setReturns the smallest value in list. Up to 20 parameters are allowed and NAs are discarded
MktCapMarket CapitalizationMarket Capitalization ($ millions) - for stocks and Closed End Funds , CEFsFull Description
Mod()Modulus OperatorModulus operation that returns the remainder of val/modulo
Momentum()MomentumMeasures 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.
Full Description
MonthDateReturns the month 1-12 of the current trading day.
MonthDayDateReturns the day of the month 1-31 of the current trading day.
MScoreAQIBeneish M-ScoreBeneish M-Score AQI: Asset Quality IndexFull Description
MScoreDEPAMIBeneish M-ScoreBeneish M-Score DEPI: Depreciation Index (uses Dep&Amort)Full Description
MScoreDEPIBeneish M-ScoreBeneish M-Score DEPI: Depreciation Index (uses an estimate for Depreciation)Full Description
MScoreDSRIBeneish M-ScoreBeneish M-Score DSRI: Days Sales in Receivables IndexFull Description
MScoreGMIBeneish M-ScoreBeneish M-Score GMI: Gross Margin IndexFull Description
MScoreLVGIBeneish M-ScoreBeneish M-Score LVGI: Leverage IndexFull Description
MScoreSGAIBeneish M-ScoreBeneish M-Score SGAI: Sales, General and Administrative expenses IndexFull Description
MScoreSGIBeneish M-ScoreBeneish M-Score SGI: Sales Growth IndexFull Description
MScoreTATABeneish M-ScoreBeneish M-Score TATA: Total Accruals to Total AssetsFull Description
NAVNet Asset Value (NAV)The market value of the fund's assets minus liabilities divided by the basic shares outstanding. This is a MONTHLY item. This item applies to closed-end funds only.
NAV%Chg12MNAV GrowthNAV percent change calculated from current NAV per share to a previous value
NAV%Chg1MNAV GrowthNAV percent change calculated from current NAV per share to a previous value
NAV%Chg3MNAV GrowthNAV percent change calculated from current NAV per share to a previous value
NAV%Chg6MNAV GrowthNAV percent change calculated from current NAV per share to a previous value
NAVAvg()Net Asset Value (NAV)Monthly NAV average.

bars: 2-12
offset: 0-12
NAVDiscNet Asset Value (NAV) DiscountThe discount as % from NAV (monthly data) compared to latest close for closed-end funds. Funds trading below their NAV will show positive discounts.
NAVDiscAvg()Net Asset Value (NAV) DiscountMonthly NAV Discount average.

bars: 2-12
offset: 0-12
NAVDiscHist()Net Asset Value (NAV) DiscountHistorical monthly NAV Discount.

offset: 0-12
NAVDiscPMNet Asset Value (NAV) DiscountThe discount as % from NAV (monthly data) compared to latest close for closed-end funds. Funds trading below their NAV will show positive discounts.
NAVDiscPM2Net Asset Value (NAV) DiscountThe discount as % from NAV (monthly data) compared to latest close for closed-end funds. Funds trading below their NAV will show positive discounts.
NAVDiscPM3Net Asset Value (NAV) DiscountThe discount as % from NAV (monthly data) compared to latest close for closed-end funds. Funds trading below their NAV will show positive discounts.
NAVHist()Net Asset Value (NAV)Historical monthly NAV.

offset: 0-12
NAVPMNet Asset Value (NAV)The market value of the fund's assets minus liabilities divided by the basic shares outstanding. This is a MONTHLY item. This item applies to closed-end funds only.
NAVPM2Net Asset Value (NAV)The market value of the fund's assets minus liabilities divided by the basic shares outstanding. This is a MONTHLY item. This item applies to closed-end funds only.
NAVPM3Net Asset Value (NAV)The market value of the fund's assets minus liabilities divided by the basic shares outstanding. This is a MONTHLY item. This item applies to closed-end funds only.
Negate()NegateChanges the sign of the expression.

Ex:   Negate(5) = -5
NetChgCash()
NetChgCashQ
NetChgCashPQ
NetChgCashPYQ
NetChgCashTTM
NetChgCashPTM
NetChgCashA
NetChgCashPY
Net Change to Cash PositionPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
NetIncBXor()
NetIncBXorQ
NetIncBXorPQ
NetIncBXorPYQ
NetIncBXorTTM
NetIncBXorPTM
NetIncBXorA
NetIncBXorPY
Net Income Before XorPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
NetIncBXorNonC()
NetIncBXorNonCQ
NetIncBXorNonCPQ
NetIncBXorNonCPYQ
NetIncBXorNonCTTM
NetIncBXorNonCPTM
NetIncBXorNonCA
NetIncBXorNonCPY
Net Income Before Xor and Non-Control InterestPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
NetIncCFStmt()
NetIncCFStmtQ
NetIncCFStmtPQ
NetIncCFStmtPYQ
NetIncCFStmtTTM
NetIncCFStmtPTM
NetIncCFStmtA
NetIncCFStmtPY
Net Income (Cash Flow Statement)Pre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
NetPlant()
NetPlantQ
NetPlantPQ
NetPlantPYQ
NetPlantTTM
NetPlantPTM
NetPlantA
NetPlantPY
Net Property Plant and EquipmentPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
NextFYDnRev4WkAgoEPS Revisions Next YearNext Fiscal Year Down Revisions, 4 Weeks ago

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
NextFYDnRevLastWkEPS Revisions Next YearNext Fiscal Year Down Revisions, Last Week

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
NextFYEPSMean
NextFYEPS1WkAgo
NextFYEPS4WkAgo
NextFYEPS8WkAgo
NextFYEPS13WkAgo
NextFYEPSMedian
NextFYEPSHigh
NextFYEPSLow
NextFYEPSStdDev
EPS Estimate Next YearNOTE: complete estimate data is available starting in 2000
NextFYSalesMean
NextFYSales1WkAgo
NextFYSales4WkAgo
NextFYSales8WkAgo
NextFYSales13WkAgo
NextFYSalesMedian
NextFYSalesStdDev
Sales Estimate Next YearNOTE: complete estimate data is available starting in 2000
NextFYUpRev4WkAgoEPS Revisions Next YearNext Fiscal Year Up Revisions, 4 Weeks ago

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
NextFYUpRevLastWkEPS Revisions Next YearNext Fiscal Year Up Revisions Last Week

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
NextQDnRev4WkAgoEPS Revisions Next QuarterNext Quarter Down Revisions, 4 Weeks ago

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
NextQDnRevLastWkEPS Revisions Next QuarterNext Quarter Down Revisions, Last Week

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
NextQEPSMean
NextQEPS1WkAgo
NextQEPS4WkAgo
NextQEPS8WkAgo
NextQEPS13WkAgo
NextQEPSHigh
NextQEPSLow
NextQEPSStdDev
EPS Estimate Next QuarterNOTE: complete estimate data is available starting in 2000
NextQUpRev4WkAgoEPS Revisions Next QuarterNext Quarter Up Revisions, 4 Weeks ago

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
NextQUpRevLastWkEPS Revisions Next QuarterNext Quarter Up Revisions, Last Week

NOTE: Weekly data only. Complete estimate data is available starting in 2000
Full Description
NextYRevRatio4WEstimate Revision DirectionRatio 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.Full Description
NI%ChgPQNet Income GrowthNet Income Percent Change, Most Recent Quarter vs. Prior Quarter (%)Full Description
NI%ChgPYQNet Income GrowthNet Income Percent Change, Most Recent Quarter vs. Quarter 1 Year Ago (%)Full Description
NI3YCGr%Net Income GrowthNet Income Growth Rate, 3 Years (%)Full Description
NI5YCGr%Net Income GrowthNet Income, 5 Year Growth Rate (%)Full Description
NoBarsDays (bars) since position was startedNumber of bars since the position has been first opened. This is the number of tradings days which excludes weekends and holidays.
NoConstNumber of ConstituentsNumber of constituents in the industry
NoDaysDays (calendar) since position was startedNumber 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
NodeRank()Node RankReturns the node rank within a ranking system. Please see the Full Description for details and examples.Full Description
NoIncP4YN2YNumber of EPS increases using the past 4Y and future 2YReturns the number of yearly EPS increases using the past four years and the future two year estimates. Values range from 0-6
NonControlInt()
NonControlIntQ
NonControlIntPQ
NonControlIntPYQ
NonControlIntTTM
NonControlIntPTM
NonControlIntA
NonControlIntPY
Non Controlling InterestPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
NonControlIntNonRed()
NonControlIntNonRedQ
NonControlIntNonRedPQ
NonControlIntNonRedPYQ
NonControlIntNonRedTTM
NonControlIntNonRedPTM
NonControlIntNonRedA
NonControlIntNonRedPY
Non Controlling Interest Non RedeemPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
NonControlIntRed()
NonControlIntRedQ
NonControlIntRedPQ
NonControlIntRedPYQ
NonControlIntRedTTM
NonControlIntRedPTM
NonControlIntRedA
NonControlIntRedPY
Non Controlling Interest RedeemPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
NoPosEBITDA5YNumber of positive EBITDA prev 5 YearsNumber positive EBITDA past 5 Y
NoPosEPS5QNumber of positive EPS prev 5 QuartersNumber of quarter with positive EPS of the previous 5
NPMgn%()
NPMgn%Q
NPMgn%PQ
NPMgn%PYQ
NPMgn%TTM
NPMgn%PTM
NPMgn%A
NPMgn%PY
Net Profit MarginPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
NPMgn%5YAvgNet Profit MarginNet Profit Margin, 5 Year Average (%)Full Description
NPMgn%5YAvgIndNet Profit Margin, IndustryNet Profit Margin Industry, 5 Year Average (%)
Full Description
NPMgn%TTMIndNet Profit Margin, IndustryNet Profit Margin Industry, TTM (%)Full Description
OBV()On Balance Volume (OBV)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.
OBVSlopeN()On Balance Volume (OBV) SlopeNormalized 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
Full Description
OCFPSPTMOperating Cash Flow Per ShareOperating Cash Flow Per Share, Prior TTM ($ per share)
OCFPSPYQOperating Cash Flow Per ShareOperating Cash Flow Per Share, Quarter 1 Year Ago ($ per share)
OCFPSQOperating Cash Flow Per ShareOperating Cash Flow Per Share, Quarterly ($ per share)
OCFPSTTMOperating Cash Flow Per ShareOperating Cash Flow Per Share, TTM ($ per share)Full Description
Open()Price OHLC (Open, High, Low, Close)Historical daily open price. Use 0 for the most recent day, 1 of the day before, etc. When running simulations, Open(-1) can be used to peek into the next day's open price.Full Description
OperCashFl()
OperCashFlQ
OperCashFlPQ
OperCashFlPYQ
OperCashFlTTM
OperCashFlPTM
OperCashFlA
OperCashFlPY
Operating Cash Flow from OperationsPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
OpInc()
OpIncQ
OpIncPQ
OpIncPYQ
OpIncTTM
OpIncPTM
OpIncA
OpIncPY
Operating IncomePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
OpIncAftDepr()
OpIncAftDeprQ
OpIncAftDeprPQ
OpIncAftDeprPYQ
OpIncAftDeprTTM
OpIncAftDeprPTM
OpIncAftDeprA
OpIncAftDeprPY
Operating Income After DepreciationPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
OpIncBDepr()
OpIncBDeprQ
OpIncBDeprPQ
OpIncBDeprPYQ
OpIncBDeprTTM
OpIncBDeprPTM
OpIncBDeprA
OpIncBDeprPY
Operating Income Before DepreciationPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
OpIncPS()
OpIncPSQ
OpIncPSPQ
OpIncPSPYQ
OpIncPSTTM
OpIncPSPTM
OpIncPSA
OpIncPSPY
Operating Income Per SharePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
OpMgn%()
OpMgn%Q
OpMgn%PQ
OpMgn%PYQ
OpMgn%TTM
OpMgn%PTM
OpMgn%A
OpMgn%PY
Operating MarginPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
OpMgn%5YAvgOperating MarginOperating Margin, 5 Year Average (%)Full Description
OpMgn%5YAvgIndOperating Margin, IndustryOperating Margin Industry, 5 Year Average (%)
Full Description
OpMgn%TTMIndOperating Margin, IndustryOperating Margin Industry, TTM (%)Full Description
OtherWCChg()
OtherWCChgQ
OtherWCChgPQ
OtherWCChgPYQ
OtherWCChgTTM
OtherWCChgPTM
OtherWCChgA
OtherWCChgPY
Change to Other Working Capital LinesPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
PastCorpAct()Corporate Actions (ICE Data)Returns TRUE (1) if at least one completed or expired corporate action is found, or FALSE(0)Full Description
Payables()
PayablesQ
PayablesPQ
PayablesPYQ
PayablesTTM
PayablesPTM
PayablesA
PayablesPY
Accounts PayablePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
PayablesChg()
PayablesChgQ
PayablesChgPQ
PayablesChgPYQ
PayablesChgTTM
PayablesChgPTM
PayablesChgA
PayablesChgPY
Change to Accounts Payables PayablePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
Payout5YAvgIndPayout Ratio, IndustryPayout Ratio Industry, 5 Year Average (%)
Full Description
PayRatio()
PayRatioQ
PayRatioPQ
PayRatioPYQ
PayRatioTTM
PayRatioPTM
PayRatioA
PayRatioPY
Payout RatioPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
PayRatio5YAvgPayout RatioPayout Ratio, 5 Year Average (%)Full Description
PayRatioTTMIndPayout Ratio, IndustryPayout Ratio Industry, TTM (%)
Full Description
PctAvg()Average Percent ChangeCalculates 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
min_samples   minimum required number of samples

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.
Full Description
PctAvgDailyTot()Trade amount as % of liquidityReturns the % of the liquidity for the trade. See Full Description for examplesFull Description
PctDev()Standard DeviationCalculates the standard deviation of the percentage moves of the closing prices. For example to calculate the standard deviation of 50 samples of 5 bars percentage moves, enter:

PctDev(50,5)
Full Description
PctFromHiPercent from high/lowPercentage from highest close since position started. Always 0 or negative.

Ex: To set a 20% stoploss enter

PctFromHi <= -20
PEExclXorPTMPrice To Earnings (PE) Excl XorPrice To Earnings Ratio, Excluding Extraordinary Items, Prior TTMFull Description
PEExclXorTTMPrice To Earnings (PE) Excl XorPrice To Earnings Ratio, Excluding Extraordinary Items, TTMFull Description
PEExclXorTTMIndPrice To Earnings (PE), IndustryPrice To Earnings Ratio Industry, Excluding Extraordinary Items, TTMFull Description
PEGPEG RatioPrice/Earnings to Next Year Growth Rate

NOTE: complete estimate data is available starting in 2000
Full Description
PEGInclXorPEG RatioPrice/Earnings(Incl Xor Items) to Next Year Growth Rate

NOTE: complete estimate data is available starting in 2000
Full Description
PEGLTPEG RatioProjected Price/Earnings to Long Term Growth Rate

NOTE: complete estimate data is available starting in 2000
Full Description
PEGLTIndPEG Ratio, IndustryProjected Price/Earnings to Long Term Growth Rate Industry

NOTE: complete estimate data is available starting in 2000
Full Description
PEGLTYPEG RatioProjected Price/Earnings to Long Term Growth Rate and Dividend Yield

NOTE: complete estimate data is available starting in 2000
Full Description
PEGYPEG RatioPrice/Earnings to Next Year Growth Rate and Dividend Yield

NOTE: complete estimate data is available starting in 2000
Full Description
PEHighPrice To Earnings (PE) Excl XorPrice Earnings Ratio, 5 year HighFull Description
PEHighIndPrice To Earnings (PE), IndustryPrice Earnings Ratio Industry, 5 year High
Full Description
PEInclXorTTMPrice To Earnings (PE) Incl XorPrice To Earnings Ratio, Including Extraordinary Items, TTMFull Description
PELowPrice To Earnings (PE) Excl XorPrice Earnings Ratio, 5 year LowFull Description
PELowIndPrice To Earnings (PE), IndustryPrice Earnings Ratio Industry, 5 year Low
Full Description
PendingCorpAct()Corporate Actions (ICE Data)Returns TRUE (1) if at least one corporate action is found, or FALSE(0)Full Description
PERelativePrice To Earnings (PE) Excl XorHistorical Relative Price Earnings RatioFull Description
PeriodDateALatest in CompustatLatest Annual Period Date. Represented internally as a number YYYYMMDD and displays as YYYY-MM-DD in screen reports.
PeriodDateQLatest in CompustatLatest Interim Period Date. Represented internally as a number YYYYMMDD and displays as YYYY-MM-DD in screen reports.
PfdDiv()
PfdDivQ
PfdDivPQ
PfdDivPYQ
PfdDivTTM
PfdDivPTM
PfdDivA
PfdDivPY
Preferred Dividends Paid, TotalPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
PfdEquity()
PfdEquityQ
PfdEquityPQ
PfdEquityPYQ
PfdEquityTTM
PfdEquityPTM
PfdEquityA
PfdEquityPY
Preferred EquityPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
PiotFScorePiotroski F-ScorePiotroski F-Score assigns a score from 0 (more likely to go bankrupt) to 9 (strong financials) based on 9 PASS/FAIL testsFull Description
PortBarsDays (bars) since inceptionReturns 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)
PortCashAvailable cashReturns the amount of cash in the port/sim
Portfolio()Portfolio HoldingsReturn TRUE if stock being analyzed is held in the strategy or strategies. Use either the strategy name in quotes, or the numerical id.Full Description
PortfolioClose()Portfolio HoldingsReturns the number of calendar days since the position was last closed for the stock being analyzed if not held in the portfolio(s), -1 if currently held, or NA if not held within the past 6 months.
PortfolioCloseBar()Portfolio HoldingsReturns the number of bars since the position was last closed for the stock being analyzed if not held in the portfolio(s), -1 if currently held, or NA if not held within the past 6 months.
PortfolioOpen()Portfolio HoldingsReturns the number of calendar days since the position was first opened for the stock being analyzed if held in the portfolio(s), otherwise NA.
PortfolioOpenBar()Portfolio HoldingsReturns the number of bars since the position was first opened for the stock being analyzed if held in the portfolio(s), otherwise NA.
PosCntRunning count of holdingsReturns the # of positions in the portfolio during a rebalance
Pow()PowerReturns a number raised to a power
Pr13W%ChgPrice Percent Change13 Week Price Percent Change (%). Dividends are not included (see TotalReturn13W)Full Description
Pr13W%ChgIndPrice Percent Change, Industry13 Week Price Percent Change Industry (%)

NOTE: See Full Description for important information
Full Description
Pr13WRel%ChgRelative Price Percent ChangeRelative (S&P500) Price Percent Change, 13 Weeks (%)Full Description
Pr13WRel%ChgIndRelative Price Percent Change, IndustryRelative (S&P500) Price Percent Change Industry, 13 Weeks (%)

NOTE: Not the same as our Industry & Sector which is cap-weighted
Full Description
Pr26W%ChgPrice Percent Change26 Week Price Percent Change (%). Dividends are not included (see TotalReturn26W)Full Description
Pr26W%ChgIndPrice Percent Change, Industry26 Week Price Percent Change Industry (%)

NOTE: See Full Description for important information
Full Description
Pr26WRel%ChgRelative Price Percent ChangeRelative (S&P500) Price Percent Change, 26 Weeks (%)Full Description
Pr26WRel%ChgIndRelative Price Percent Change, IndustryRelative (S&P500) Price Percent Change Industry, 26 Weeks (%)

NOTE: Not the same as our Industry & Sector which is cap-weighted
Full Description
Pr2BookPQPrice To Book ValuePrice To Book Ratio, Quarterly, Prior QuarterFull Description
Pr2BookQPrice To Book ValuePrice to Book Ratio, QuarterlyFull Description
Pr2BookQIndPrice To Book, IndustryPrice to Book Ratio Industry, Quarterly
Full Description
Pr2CashFlPTMPrice To Cash FlowPrice to Cash Flow Per Share Ratio, Prior TTMFull Description
Pr2CashFlQPrice To Cash FlowPrice to Cash Flow Per Share Ratio, QuarterlyFull Description
Pr2CashFlTTMPrice To Cash FlowPrice to Cash Flow Per Share Ratio, TTMFull Description
Pr2CashFlTTMIndPrice To Cash Flow, IndustryPrice to Cash Flow Per Share Ratio Industry, TTMFull Description
Pr2FrCashFlPTMPrice To Free Cash FlowPrice To Free Cash Flow Per Share Ratio prior trailing twelve months (PTM)Full Description
Pr2FrCashFlQPrice To Free Cash FlowPrice To Free Cash Flow Per Share Ratio quarterlyFull Description
Pr2FrCashFlTTMPrice To Free Cash FlowPrice To Free Cash Flow Per Share Ratio, TTMFull Description
Pr2FrCashFlTTMIndPrice To Free Cash Flow, IndustryPrice To Free Cash Flow Per Share Ratio Industry, TTMFull Description
Pr2SalesPTMPrice To SalesPrice To Sales Ratio, Prior TTMFull Description
Pr2SalesQPrice To SalesPrice to Sales Ratio, QuarterlyFull Description
Pr2SalesTTMPrice To SalesPrice to Sales Ratio, TTMFull Description
Pr2SalesTTMIndPrice To Sales, IndustryPrice to Sales Ratio Industry, TTMFull Description
Pr2TanBkQPrice To Tangible BookPrice to Tangible Book Ratio, QuarterlyFull Description
Pr2TanBkQIndPrice To Tangible Book, IndustryPrice to Tangible Book Ratio Industry, Quarterly
Full Description
Pr4W%ChgPrice Percent Change4 Week Price Percent Change (%). Dividends are not included (see TotalReturn4W)Full Description
Pr4W%ChgIndPrice Percent Change, Industry4 Week Price Percent Change Industry (%)

NOTE: See Full Description for important information
Full Description
Pr4WRel%ChgRelative Price Percent ChangeRelative (S&P500) Price Percent Change, 4 Weeks (%)Full Description
Pr4WRel%ChgIndRelative Price Percent Change, IndustryRelative (S&P500) Price Percent Change Industry, 4 Weeks (%)

NOTE: Not the same as our Industry & Sector which is cap-weighted
Full Description
Pr52W%ChgPrice Percent Change52 Week Price Percent Change (%). Dividends are not included (see TotalReturn52W)Full Description
Pr52W%ChgIndPrice Percent Change, Industry52 Week Price Percent Change Industry (%)

NOTE: See Full Description for important information
Full Description
Pr52WRel%ChgRelative Price Percent ChangeRelative (S&P500) Price Percent Change, 52 Weeks (%)Full Description
Pr52WRel%ChgIndRelative Price Percent Change, IndustryRelative (S&P500) Price Percent Change Industry, 52 Weeks (%)

NOTE: Not the same as our Industry & Sector which is cap-weighted
Full Description
Prc2SalesIncDebtPrice To SalesPrice to Sales ratio including debtFull Description
PrevBarDaysAgoDateReturns the number of bars from previous trading day. See Full Description for an example how to buy on a specific weekday.Full Description
PricePrice OHLC (Open, High, Low, Close)Price ($) unadjusted for future splitsFull Description
PriceHPrice Highest/LowestPrice, 12 Month High ($) unadjusted for future splitsFull Description
PriceLPrice Highest/LowestPrice, 12 Month Low ($) unadjusted for future splitsFull Description
PricePYPrice OHLC (Open, High, Low, Close)Price, Year Ago ($) unadjusted for future splitsFull Description
PriceTarget4WkAgoPrice TargetAnalyst mean Price Target 4 weeks ago

NOTE: complete price target data is available starting in 2001
PriceTargetHiPrice TargetHigh analyst mean Price Target

NOTE: complete price target data is available starting in 2001
PriceTargetLoPrice TargetLow analyst mean Price Target

NOTE: complete price target data is available starting in 2001
PriceTargetMeanPrice TargetAnalyst mean Price Target 0-18 months out

NOTE: complete price target data is available starting in 2001
PriceTargetStdDevPrice TargetAnalyst Price Target standard deviation

NOTE: complete price target data is available starting in 2001
ProjPECurFYPrice To Earnings (PE) ProjectedCurrent Fiscal Year Projected P/E Ratio ($)Full Description
ProjPENextFYPrice To Earnings (PE) ProjectedNext Year Projected PE RatioFull Description
PTMgn%()
PTMgn%Q
PTMgn%PQ
PTMgn%PYQ
PTMgn%TTM
PTMgn%PTM
PTMgn%A
PTMgn%PY
Pretax MarginPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
PTMgn%TTMIndPretax Margin, IndustryPretax Margin Industry, TTM (%)Full Description
PTMgn5YAvgPretax MarginPretax Margin, 5 Year Average (%)Full Description
PTMgn5YAvgIndPretax Margin, IndustryPretax Margin Industry, 5 Year Average (%)
Full Description
QtrCompleteLatest in CompustatLatest Quarter Updated by SEC filingsFull Description
QuickRatio()
QuickRatioQ
QuickRatioPQ
QuickRatioPYQ
QuickRatioTTM
QuickRatioPTM
QuickRatioA
QuickRatioPY
Quick RatioPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
QuickRatioQIndQuick Ratio, IndustryQuick Ratio Industry, QuarterlyFull Description
RandD()
RandDQ
RandDPQ
RandDPYQ
RandDTTM
RandDPTM
RandDA
RandDPY
Research and Development ExpensePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
RandomRandom NumberRandom: Returns a random number uniformly distributed between 0 and 1
RankLatest RankLatest 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
RankBarsRank BarsReturns the number of bars of the last rank data. NOTE: A "bar" is a trading day. Therefore there are 5 bars in a week with no holidays.
RankPosLatest RankReturn the position within the ranked stocks array. The highest ranked stock is position 1, the next is 2, etc.
RankPrev()Previous RankHistorical weekly rank based on the selected ranking system. Weekly ranks are updated every Saturday.

weeksAgo: number of weeks from 0-261.

Examples: To get the stocks whose rank has improved week to week, enter:

RankPrev(0) > RankPrev(1)
Full Description
Rating()Other RankReturns 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 3 Rating/RatingPos functions can be used for a request
RatingPos()Other RankReturns the rank position for the named Ranking System. You can specify one of your systems or a P123 system. Example:

RatingPos("Momentum Value")<10

NOTE: A maximum of 3 Rating/RatingPos functions can be used for a request.
RecTurn()
RecTurnQ
RecTurnPQ
RecTurnPYQ
RecTurnTTM
RecTurnPTM
RecTurnA
RecTurnPY
Receivables TurnoverPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
RecTurnTTMIndReceivable Turnover, IndustryReceivables Turnover Industry, TTM
Full Description
Recvbl()
RecvblQ
RecvblPQ
RecvblPYQ
RecvblTTM
RecvblPTM
RecvblA
RecvblPY
Accounts ReceivablesPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
RecvblChg()
RecvblChgQ
RecvblChgPQ
RecvblChgPYQ
RecvblChgTTM
RecvblChgPTM
RecvblChgA
RecvblChgPY
Change to Accounts ReceivablesPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
RetainedEarn()
RetainedEarnQ
RetainedEarnPQ
RetainedEarnPYQ
RetainedEarnTTM
RetainedEarnPTM
RetainedEarnA
RetainedEarnPY
Retained EarningsPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
Retn%QRetention RateRetention Rate, Quarterly (%)
Full Description
Retn%TTMRetention RateRetention Rate, TTM (%)
Full Description
Retn%TTMIndRetention Rate, IndustryRetention Rate Industry, TTM (%)
Full Description
ROA%()
ROA%Q
ROA%PQ
ROA%PYQ
ROA%TTM
ROA%PTM
ROA%A
ROA%PY
Return on AssetsPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
ROA%5YAvgReturn on AssetsReturn on Average Assets, 5 Year Average (%)Full Description
ROA%5YAvgIndReturn On Assets, IndustryReturn on Average Assets Industry, 5 Year Average (%)
Full Description
ROA%TTMIndReturn On Assets, IndustryReturn on Assets Industry, TTM (%)Full Description
ROC()Rate of Change (ROC)Rate of Change.Full Description
ROE%()
ROE%Q
ROE%PQ
ROE%PYQ
ROE%TTM
ROE%PTM
ROE%A
ROE%PY
Return on EquityPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
ROE%5YAvgReturn on EquityReturn on Average Common Equity, 5 Year Average (%)Full Description
ROE%5YAvgIndReturn On Equity, IndustryReturn on Average Common Equity Industry, 5 Year Average (%)
Full Description
ROE%TTMIndReturn On Equity, IndustryReturn on Average Common Equity Industry, TTM (%)Full Description
ROI%()
ROI%Q
ROI%PQ
ROI%PYQ
ROI%TTM
ROI%PTM
ROI%A
ROI%PY
Return on InvestmentPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
ROI%5YAvgReturn on InvestmentReturn on Investment, 5 Year Average (%)Full Description
ROI%5YAvgIndReturn On Investment, IndustryReturn on Investment Industry, 5 Year Average (%)
Full Description
ROI%TTMIndReturn On Investment, IndustryReturn on Investment Industry, TTM (%)
Full Description
RSI()Relative Strength Indicator (RSI)Welles Wilder's Relative Strength IndexFull Description
Sales()
SalesQ
SalesPQ
SalesPYQ
SalesTTM
SalesPTM
SalesA
SalesPY
Sales (Revenues)Pre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
Sales%ChgASales (Revenues) GrowthSales percent change, recent Y vs prior YFull Description
Sales%ChgAIndIndustry GrowthSales percent change for the industry, recent Y vs prior YFull Description
Sales%ChgPQSales (Revenues) GrowthSales percent change, recent Q vs prior QFull Description
Sales%ChgPYQSales (Revenues) GrowthSales percent change, recent Q vs Q 1 year agoFull Description
Sales%ChgPYQIndIndustry GrowthSales percent change for the industry, recent Q vs Q 1 year agoFull Description
Sales%ChgTTMSales (Revenues) GrowthSales percent change, recent TTM vs prior TTMFull Description
Sales%ChgTTMIndIndustry GrowthSales percent change for the industry, recent TTM vs prior TTMFull Description
Sales10YCGr%Sales (Revenues) GrowthSales, 10 Year Growth Rate (%)Full Description
Sales3YCGr%Sales (Revenues) GrowthSales Growth Rate, 3 Years (%)Full Description
Sales3YCGr%IndIndustry GrowthSales Growth Rate Industry, 3 Years (%)Full Description
Sales5YCGr%Sales (Revenues) GrowthSales, 5 Year Growth Rate (%)Full Description
Sales5YCGr%IndIndustry GrowthSales Industry, 5 Year Growth Rate (%)Full Description
SalesActual()Analyst Sales ActualHistorical (Actual) Sales

NOTE: complete estimate data is available starting in 2000
SalesActualQ1Analyst Sales ActualSales Actual, 1 Quarter Ago

NOTE: complete estimate data is available starting in 2000
SalesActualQ2Analyst Sales ActualSales Actual, 2 Quarters Ago

NOTE: complete estimate data is available starting in 2000
SalesActualQ3Analyst Sales ActualSales Actual, 3 Quarters Ago

NOTE: complete estimate data is available starting in 2000
SalesActualQ4Analyst Sales ActualSales Actual, 4 Quarters Ago

NOTE: complete estimate data is available starting in 2000
SalesActualQ5Analyst Sales ActualSales Actual, 5 Quarters Ago

NOTE: complete estimate data is available starting in 2000
SalesEst()Analyst Sales EstimateHistorical Sales Estimate

NOTE: complete estimate data is available starting in 2000
SalesEstQ1Analyst Sales EstimateSales Estimate, 1 Quarter Ago

NOTE: complete estimate data is available starting in 2000
SalesEstQ2Analyst Sales EstimateSales Estimate 2 Quarters Ago

NOTE: complete estimate data is available starting in 2000
SalesEstQ3Analyst Sales EstimateSales Estimate, 1 Quarter Ago

NOTE: complete estimate data is available starting in 2000
SalesEstQ4Analyst Sales EstimateSales Estimate, 1 Quarter Ago

NOTE: complete estimate data is available starting in 2000
SalesEstQ5Analyst Sales EstimateSales Estimate, 1 Quarter Ago

NOTE: complete estimate data is available starting in 2000
SalesPerEmpQSales (Revenues) Per EmployeeSales Per Employee, QuarterlyFull Description
SalesPerEmpTTMSales (Revenues) Per EmployeeSales Per Employee, TTMFull Description
SalesPerEmpTTMIndSales per Employee, IndustrySales Per Employee Industry, TTM
Full Description
SalesPS()
SalesPSQ
SalesPSPQ
SalesPSPYQ
SalesPSTTM
SalesPSPTM
SalesPSA
SalesPSPY
Sales (Revenues) Per SharePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
SalesSurp%Q1Analyst Sales SurpriseSales Surprise (Estimated vs. Actual), 1 Quarter Ago (%)

NOTE: complete estimate data is available starting in 2000
SalesSurp%Q2Analyst Sales SurpriseSales Surprise (Estimated vs. Actual), 2 Quarters Ago (%)

NOTE: complete estimate data is available starting in 2000
SalesSurp%Q3Analyst Sales SurpriseSales Surprise (Estimated vs. Actual), 3 Quarters Ago (%)

NOTE: complete estimate data is available starting in 2000
SalesSurp%Q4Analyst Sales SurpriseSales Surprise (Estimated vs. Actual), 4 Quarters Ago (%)

NOTE: complete estimate data is available starting in 2000
SalesSurp%Q5Analyst Sales SurpriseSales Surprise (Estimated vs. Actual), 5 Quarters Ago (%)

NOTE: complete estimate data is available starting in 2000
SalesSurprise()Analyst Sales SurpriseSales Surprise in %

NOTE: complete estimate data is available starting in 2000
SARParabolic SARSAR: 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
Screen()Screen HoldingsRuns 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)
Full Description
SecCount
SecCount
Industry/Sector weightNumber of positions in the sector. For a buy rule, the weight is checked assuming the stock is purchased. For a sell rule the weight is checked before the sell.
SectorSectorWhich sector the stock belongs to. For example, to screen for stocks in the technology sector use: Sector=TECHFull Description
SectorCodeSector CodeSee Full Description for a complete list of codesFull Description
SectorDescrSector DescriptionSee Full Description for a complete list of namesFull Description
SecWeightIndustry/Sector weightWeight 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.
SetVar()Set VariableSets the variable @myvar to the expression and returns TRUE. You can use the variable in sub-sequent rules. Ex:

SetVar(@1wkRet, 100*(Close(0)-Close(5))/Close(5))
@1wkRet > 10
SGA2Sales%()
SGA2Sales%Q
SGA2Sales%PQ
SGA2Sales%PYQ
SGA2Sales%TTM
SGA2Sales%PTM
SGA2Sales%A
SGA2Sales%PY
Selling,Gen,Admin to Sales %Pre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
SGA2Sales%5YAvgSelling,Gen,Admin to Sales %Selling,Gen,Admin to Sales 5 Year Average (%)
SGandA()
SGandAQ
SGandAPQ
SGandAPYQ
SGandATTM
SGandAPTM
SGandAA
SGandAPY
Sales, General and Administrative ExpensePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
Shares()
SharesQ
SharesPQ
SharesPYQ
SharesTTM
SharesPTM
SharesA
SharesPY
Common SharesPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
SharesCur()Common Shares Most RecentReturns the most recent common shares outstanding from a daily source. Only includes the current primary stock. See Full Description from more infoFull Description
SharesFD()
SharesFDQ
SharesFDPQ
SharesFDPYQ
SharesFDTTM
SharesFDPTM
SharesFDA
SharesFDPY
Common Shares Fully DilutedPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
Sharpe()Sharpe RatioReturns a sharpe-like ratio. Unlike the normal Sharpe ratio, it is not adjusted for the risk-free return.Full Description
Sharpe1YSharpe RatioSharpe1Y: 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.Full Description
Sharpe2YSharpe RatioSharpe2Y: 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.Full Description
ShowCorrel()Show Correlation Matrix in reportThis function produces a correlation matrix in the screen reportFull Description
ShowVar()Show Variable in ReportSets the variable @myvar to expression, returns TRUE, and displays @myvar in the screen report when set to 'Use Screen factors'. You can use the variable in sub-sequent rules. Ex:

ShowVar(@1wkRet, 100*(Close(0)-Close(5))/Close(5))
@1wkRet > 10
SI%FloatShort Interest Percent of FloatShort Interest, Percent of Float (%)

USA only
Full Description
SI%FloatPMShort Interest Percent of FloatShort Interest, Percent of Float, 1 Month Ago (%)

USA only
Full Description
SI%FloatPM2Short Interest Percent of FloatShort Interest, Percent of Float, 2 Months Ago (%)

USA only
Full Description
SI%FloatPM3Short Interest Percent of FloatShort Interest, Percent of Float, 3 Months Ago (%)

USA only
Full Description
SI%ShsOutShort Interest Percent of Shares OutstandingShort Interest, Percent of Shares Outstanding (%)

USA only
Full Description
SI%ShsOutPMShort Interest Percent of Shares OutstandingShort Interest, Percent of Shares Outstanding, 1 Month Ago (%)

USA only
Full Description
SI%ShsOutPM2Short Interest Percent of Shares OutstandingShort Interest, Percent of Shares Outstanding, 2 Months Ago (%)

USA only
Full Description
SI%ShsOutPM3Short Interest Percent of Shares OutstandingShort Interest, Percent of Shares Outstanding, 3 Months Ago (%)

USA only
Full Description
SI1Mo%ChgShort Interest, Percent ChangeShort Interest, One Month Percent Change (%)

USA only
Full Description
SICMShort InterestShort Interest, Current Month Position (millions)

USA only
Full Description
SimWeeksWeeks since inceptionReturns 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
SIPMShort InterestShort Interest, Previous Month (millions)

USA only
Full Description
SIPM2Short InterestShort Interest, 2 Months Ago (millions)

USA only
Full Description
SIPM3Short InterestShort Interest, 3 Months Ago (millions)

USA only
Full Description
SIRatioShort Interest RatioShort Interest Ratio

USA only
Full Description
SIRatioPMShort Interest RatioShort Interest Ratio, 1 Month Ago

USA only
Full Description
SIRatioPM2Short Interest RatioShort Interest Ratio - 2 Months Ago

USA only
Full Description
SIRatioPM3Short Interest RatioShort Interest Ratio - 3 Months Ago

USA only
Full Description
SMA()Simple Moving AverageSimple moving average of a time series.Full Description
SmallCountMarket Cap concentrationNumber of positions in the SmallCap group. See Full Description for details and examples.Full Description
SmallWeightMarket Cap concentrationWeight of the SmallCap group as % of total market value. See Full Description for details and examples.Full Description
Sortino()Sortino RatioReturns 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
Full Description
Sortino1YSortino RatioSortino1Y: 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.Full Description
Sortino2YSortino RatioSortino2Y: 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.Full Description
SpcItems()
SpcItemsQ
SpcItemsPQ
SpcItemsPYQ
SpcItemsTTM
SpcItemsPTM
SpcItemsA
SpcItemsPY
Special ItemsPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
SplitCount()SplitsReturns the number of splits in the past or future number of daysFull Description
SplitFactor()SplitsReturns the compounded split ratio in the past or future number of daysFull Description
Splits()SplitsReturns the compounded split ratio in the past or future number of days. Set the second parameter to TRUE to return the number of splits.Full Description
Spread()Bid Ask SpreadReturns the closing spread (ask-bid) for the bar. Data is from ICE Data (formerly Interactive Data Corp).
StaleStmtStale FlagReturns 1 (TRUE) when the Compustat filings have not been updated with latest results from either press releases or SEC filings
StdDev()Calculate the standard deviation in a setStdDev(x1,x2[,..,x20]): Estimates standard deviation based on a sample. The standard deviation is a measure of how widely values are dispersed from the average value (the mean).Full Description
StdDevP()Calculate the standard deviation in a setStdDevP(x1,x2[,..,x20]): Calculates standard deviation based on the entire population given as arguments. The standard deviation is a measure of how widely values are dispersed from the average value (the mean).Full Description
StochD()Stochastic OscillatorReturns the Stochastic %D valueFull Description
StochK()Stochastic OscillatorReturns the Stochastic %K valueFull Description
SubIndCodeSubIndustry CodeSee Full Description for a complete list of codesFull Description
SubIndCountIndustry/Sector weightNumber of positions in the sub-industry. For a buy rule, the weight is checked assuming the stock is purchased. For a sell rule the weight is checked before the sell.
SubIndDescrSubIndustry DescriptionSee Full Description for a complete list of namesFull Description
SubIndustrySubIndustryWhich sub-industry the stock belongs to. For example, to screen for stocks in the data processing sub-industry use: SubIndustry=TECHDATAFull Description
SubIndWeightIndustry/Sector weightWeight of the sub-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.
SubSecCountIndustry/Sector weightNumber of positions in the sub-sector. For a buy rule, the weight is checked assuming the stock is purchased. For a sell rule the weight is checked before the sell.
SubSectorSubSectorWhich sub-sector the stock belongs to. For example, to screen for stocks in the capital goods sub-sector use: SubSector=CAPGOODSFull Description
SubSectorCodeSubSector CodeSee Full Description for a complete list of codesFull Description
SubSectorDescrSubSector DescriptionSee Full Description for a complete list of namesFull Description
SubSecWeightIndustry/Sector weightWeight of the sub-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.
Surprise%Q1Analyst EPS SurpriseEarnings Surprise (Estimated vs. Actual), 1 Quarter Ago (%)

NOTE: complete estimate data is available starting in 2000
Full Description
Surprise%Q2Analyst EPS SurpriseEarnings Surprise (Estimated vs. Actual), 2 Quarters Ago (%)

NOTE: complete estimate data is available starting in 2000
Full Description
Surprise%Q3Analyst EPS SurpriseEarnings Surprise (Estimated vs. Actual), 3 Quarters Ago (%)

NOTE: complete estimate data is available starting in 2000
Full Description
Surprise%Q4Analyst EPS SurpriseEarnings Surprise (Estimated vs. Actual), 4 Quarters Ago (%)

NOTE: complete estimate data is available starting in 2000
Full Description
Surprise%Q5Analyst EPS SurpriseEarnings Surprise (Estimated vs. Actual), 5 Quarters Ago (%)

NOTE: complete estimate data is available starting in 2000
Full Description
SusGr%Sustainable GrowthGrowth Sustainable (%)Full Description
TanBV()
TanBVQ
TanBVPQ
TanBVPYQ
TanBVTTM
TanBVPTM
TanBVA
TanBVPY
Tangible Book Value (Net Tangible Assets)Pre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
TaxRate%TTMIndTax Rate, IndustryTax Rate Industry, Effective, TTM (%)
Full Description
Ticker()TickerReturns 1(TRUE) if the ticker is in the list, 0 (FALSE) otherwise. Use commas or spaces to separate your list
TotalReturnTotal Return (includes dividends)This is the percent change in the company's stock price and the dividends paid over the last fifty-two weeks.
TotalReturn13WTotal Return (includes dividends)This is the percent change in the company's stock price and the dividends paid over the last 13 weeks.
TotalReturn26WTotal Return (includes dividends)This is the percent change in the company's stock price and the dividends paid over the last 26 weeks.
TotalReturn4WTotal Return (includes dividends)This is the percent change in the company's stock price and the dividends paid over the last 4 weeks.
TotMktValTotal value of portfolioReturns the total value of the port/sim (incl. cash)
TotRevisions4WSum of EPS RevisionsSum of (No Analysts Up Revisions) - (No Analysts Dn revisions) in the past 4 weeks. . Complete estimate data is available starting in 2000Full Description
TotRevisionsLastWSum of EPS RevisionsSum of (No Analysts Up Revisions) - (No Analysts Dn revisions) in the past week.. Complete estimate data is available starting in 2000Full Description
Trunc()Truncate numberRounds val toward zero
TxAcrudChg()
TxAcrudChgQ
TxAcrudChgPQ
TxAcrudChgPYQ
TxAcrudChgTTM
TxAcrudChgPTM
TxAcrudChgA
TxAcrudChgPY
Change in Accrued Income TaxesPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
TxDfd()
TxDfdQ
TxDfdPQ
TxDfdPYQ
TxDfdTTM
TxDfdPTM
TxDfdA
TxDfdPY
Deferred TaxesPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
TxDfdIC()
TxDfdICQ
TxDfdICPQ
TxDfdICPYQ
TxDfdICTTM
TxDfdICPTM
TxDfdICA
TxDfdICPY
Deferred Taxes and Investment CreditsPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
TxPayable()
TxPayableQ
TxPayablePQ
TxPayablePYQ
TxPayableTTM
TxPayablePTM
TxPayableA
TxPayablePY
Taxes PayablePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
TxRate%()
TxRate%Q
TxRate%PQ
TxRate%PYQ
TxRate%TTM
TxRate%PTM
TxRate%A
TxRate%PY
Tax RatePre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
ULTOSC()Ultimate OscillatorUltimate 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.
UnivAvg()Universe AverageCalculate the simple average of the values of "formula" for the stocks that pass "criteria"
UnivCapAvg()Universe Cap AverageCalculate the cap-weighted average of the values of "formula" for the stocks that pass "criteria"
UnivCnt()Universe CountCount stocks that pass "criteria"
Universe()Universe filterReturns 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
Full Description
UnivExclude()Exclude by tickerExclude stocks in universe with specific tickers
UnivGICS()Filter by GICSOnly use stocks in universe with specific GICSFull Description
UnivMax()Universe MaximumCalculate the maximum value of "formula" for the stocks that pass "criteria"
UnivMedian()Universe MedianCalculate the median of the values of "formula" for the stocks that pass "criteria"
UnivMin()Universe MinimumCalculate the minimum value of "formula" for the stocks that pass "criteria"
UnivSubset()Filter by tickerOnly use stocks in universe with specific tickers
UnivSum()Universe SumCalculate the sum of the values of "formula" for the stocks that pass "criteria"
UpDownRatio()Up/Down Volume RatioCalculates 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)
Full Description
ValROETTMValue of Return On EquityValue of Return On Equity, TTM {ratio}Full Description
VMA()Volume weighted averageVolume weighted moving average of a time series.Full Description
Vol()Volume, averages, and liquidityHistorical volume for a day in the past.Full Description
Vol10DAvgVolume, averages, and liquidityAverage Daily Trading Volume (millions)Full Description
Vol3MAvgVolume, averages, and liquidityAverage Monthly Trading Volume (millions)Full Description
VolD%ShsOutVolume, averages, and liquidityVolume, Daily As a % of Shares Outstanding (%)Full Description
VolM%ShsOutVolume, averages, and liquidityVolume, Monthly As a % of Shares Outstanding (%)Full Description
WCapPS2PrAWorking Capital To PriceWorking Capital Per Share To Price Ratio, AnnualFull Description
WCapPS2PrQWorking Capital To PriceWorking Capital Per Share To Price Ratio, QuarterlyFull Description
WeekDayDateReturns the week day of the current trading day (1 = Sunday, 2 = Monday, ..., 7 = Saturday). See Full Description for an example how to buy on a specific weekday.Full Description
WeeksIntoQEarnings ReleaseNumber 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
WeeksToQEarnings ReleaseNumber 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.Full Description
WeeksToYEarnings ReleaseNumber 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.Full Description
WeightWeight of a position as % of total market valueWeight of an existing position in % of total portfolio market value. See the Eval() function for an interesting use of Weight.
WMA()Weighted moving averageWeighted moving average of a time series.Full Description
WorkCap()
WorkCapQ
WorkCapPQ
WorkCapPYQ
WorkCapTTM
WorkCapPTM
WorkCapA
WorkCapPY
Working CapitalPre-built factors: 3 interim, 2 TTM, 2 annual
Function parameters (see Full Description for more):
offset: 0-20 (interim) 0-10 (annual)
type: QTR,ANN,TTM
Full Description
YieldDividend YieldDividend Yield (%) using the Indicated Annual Dividend (IAD). IAD is a projection of the dividends that will be payed in the next 12 months.Full Description
Yield5YAvgDividend YieldDividend Yield, 5 Year Average (%)Full Description
Yield5YAvgIndYield, IndustryDividend Yield Industry, 5 Year Average (%)Full Description
YieldIndYield, IndustryDividend Yield Industry (%)Full Description
ZScore()Cross Sectional ZScoreCalculates how many standard deviations the value from the formula is from the meanFull Description