WORD | NAME | DESCRIPTION | |
##ADJMBASE | Macro - Money, M1, M2 | Monetary Base; Total (monthly) Corresponding FRED id=BOGMBASE | Full Description |
##CAB3MO | Macro - Interbank Rate | 3-Month Interbank Rate for Canada (monthly) Corresponding FRED id=IR3TIB01CAM156N | Full Description |
##CAPUTIL | Macro - Other Business Activity | Capacity Utilization: Total Industry (monthly) Corresponding FRED id=TCU | Full Description |
##CAT10YR | Macro - Treasury notes (T-notes) | 10-Year Government Bond Yield for Canada (monthly) Corresponding FRED id=IRLTLT01CAM156N | Full Description |
##CHT10YR | Macro - Treasury notes (T-notes) | 10-Year Government Bond Yield for Switzerland (monthly) Corresponding FRED id=IRLTLT01CHM156N | Full Description |
##CIVLABOR | Macro - Labor Force | Civilian Labor Force (monthly) Corresponding FRED id=CLF16OV | Full Description |
##CLAIMSCONTINUE | Macro - Unemployment | Continued Claims (Insured Unemployment) (weekly) Corresponding FRED id=CCSA | Full Description |
##CLAIMSNEW | Macro - Unemployment | Initial Claims (weekly) Corresponding FRED id=ICSA | Full Description |
##CONSTR | Macro - Other Business Activity | Total Construction Spending (monthly) Corresponding FRED id=TTLCONS | Full Description |
##CORPAAA | Macro - Corporate Bonds | BofA Merrill Lynch US Corporate AAA Effective Yield© (daily) Corresponding FRED id=BAMLC0A1CAAAEY | Full Description |
##CORPB | Macro - Corporate Bonds | BofA Merrill Lynch US High Yield B Effective Yield© (daily) Corresponding FRED id=BAMLH0A2HYBEY | Full Description |
##CORPBB | Macro - Corporate Bonds | BofA Merrill Lynch US High Yield BB Effective Yield© (daily) Corresponding FRED id=BAMLH0A1HYBBEY | Full Description |
##CORPBBB | Macro - Corporate Bonds | BofA Merrill Lynch US Corporate BBB Effective Yield© (daily) Corresponding FRED id=BAMLC0A4CBBBEY | Full Description |
##CORPBBBOAS | Macro - Corporate Bonds | BofA Merrill Lynch US Corporate BBB Option-Adjusted Spread (daily) Corresponding FRED id=BAMLC0A4CBBB | Full Description |
##CORPBBOAS | Macro - Corporate Bonds | BofA Merrill Lynch US High Yield Master II Opt-Adj Spread (daily) Corresponding FRED id=BAMLH0A0HYM2 | Full Description |
##CORPJNK | Macro - Corporate Bonds | BofA Merrill Lynch US High Yield CCC or Below Effective Yield© (daily) Corresponding FRED id=BAMLH0A3HYCEY | Full Description |
##CPI | Macro - Price Index, CPI, PPI, HPI | CPI All Urban Consumers: All Items (monthly) Corresponding FRED id=CPIAUCSL | Full Description |
##DBTGDP | Macro - Other Economic Activity | Debt as Percent of GDP (quarterly) Corresponding FRED id=GFDEGDQ188S | Full Description |
##DELINQCC | Macro - Delinquency Rate | Delinquency Rate On Credit Card Loans, All Commercial Banks (quarterly) Corresponding FRED id=DRCCLACBS | Full Description |
##DELINQMORT | Macro - Delinquency Rate | Delinquency Rate On Single-Family Residential Mortgages (quarterly) Corresponding FRED id=DRSFRMACBS | Full Description |
##DOMINV | Macro - Other Economic Activity | Gross Private Domestic Investment (quarterly) Corresponding FRED id=GPDI | Full Description |
##EUB3MO | Macro - Interbank Rate | 3-Month Interbank Rate for the Euro Area (monthly) Corresponding FRED id=IR3TIB01EZM156N | Full Description |
##EUT10YR | Macro - Treasury notes (T-notes) | 10-Year Government Bond Yield for the Euro Area (monthly) Corresponding FRED id=IRLTLT01EZM156N | Full Description |
##FEDFUNDS | Macro - Interest, Mortgage, Prime, TED | Effective Federal Funds Rate (daily) Corresponding FRED id=DFF | Full Description |
##GBB3MO | Macro - Interbank Rate | 3-Month Interbank Rate for the United Kingdom (monthly) Corresponding FRED id=IR3TIB01GBM156N | Full Description |
##GBT10YR | Macro - Treasury notes (T-notes) | 10-Year Government Bond Yield for the United Kingdom (monthly) Corresponding FRED id=IRLTLT01GBM156N | Full Description |
##GNP | Macro - GDP/GNP | Gross National Product (quarterly) Corresponding FRED id=GNP | Full Description |
##HDEBTSERV | Macro - Income | Household Debt Service Payments as a Percent of Disposable Personal Income (quarterly) Corresponding FRED id=TDSP | Full Description |
##HPRICES | Macro - Price Index, CPI, PPI, HPI | U.S. Home Price Index (monthly) Corresponding FRED id=CSUSHPINSA | Full Description |
##HSTARTS | Macro - Other Business Activity | Housing Starts (Total) (monthly) Corresponding FRED id=HOUST | Full Description |
##HVACANCY | Macro - Vacancy Rates | Home Vacancy Rate for the United States (annual) Corresponding FRED id=USHVAC | Full Description |
##INDPRO | Macro - Other Business Activity | Industrial Production Index (monthly) Corresponding FRED id=INDPRO | Full Description |
##INFLEXP | Macro - Sentiment | University of Michigan Inflation Expectation© (monthly) Corresponding FRED id=MICH | Full Description |
##INV2SHIP | Macro - Manufacturing | Ratio of Total Inventories to Shipments for All Manufacturing Industries (monthly) Corresponding FRED id=AMTMUS | Full Description |
##INV2SLS | Macro - Other Business Activity | Total Business: Inventories to Sales Ratio (monthly) Corresponding FRED id=ISRATIO | Full Description |
##INV2SLSAUTO | Macro - Vehicle, Automobile | Auto Inventory/Sales Ratio (monthly) Corresponding FRED id=AISRSA | Full Description |
##INVTOT | Macro - Other Business Activity | Total Business Inventories (monthly) Corresponding FRED id=BUSINV | Full Description |
##LABORPARTIC | Macro - Labor Force | Civilian Labor Force Participation Rate (monthly) Corresponding FRED id=CIVPART | Full Description |
##M1 | Macro - Money, M1, M2 | M1 Money Stock (monthly) Corresponding FRED id=M1SL | Full Description |
##M2 | Macro - Money, M1, M2 | M2 Money Stock (monthly) Corresponding FRED id=M2SL | Full Description |
##MORT30Y | Macro - Interest, Mortgage, Prime, TED | 30-Year Fixed Rate Mortgage Average in the United States (weekly) Corresponding FRED id=MORTGAGE30US | Full Description |
##NBDI | Macro - Currency | Nominal Broad U.S. Dollar Index (daily) Corresponding FRED id=DTWEXBGS | Full Description |
##NOB3MO | Macro - Interbank Rate | 3-Month Interbank Rates for Norway (monthly) Corresponding FRED id=IR3TIB01NOM156N | Full Description |
##NONFARMEMPL | Macro - Labor Force | All Employees: Total nonfarm (monthly) Corresponding FRED id=PAYEMS | Full Description |
##OIL | Macro - Oil, Gold Price | Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, OK (daily) Corresponding FRED id=DCOILWTICO | Full Description |
##ORDERSCAP | Macro - Manufacturing | Manufacturers' New Orders: Nondefense Capital Goods ex.Aircraft (monthly) Corresponding FRED id=NEWORDER | Full Description |
##ORDERSDUR | Macro - Manufacturing | Manufacturers' New Orders: Durable Goods (monthly) Corresponding FRED id=DGORDER | Full Description |
##ORDERSUNFILL | Macro - Manufacturing | Value of Unfilled Orders for All Manufacturing ex. Transportation (monthly) Corresponding FRED id=AMXTUO | Full Description |
##PCE | Macro - Other Economic Activity | Personal Consumption Expenditures (monthly) Corresponding FRED id=PCE | Full Description |
##PLB3MO | Macro - Interbank Rate | 3-Month Interbank Rates for Poland (monthly) Corresponding FRED id=IR3TIB01PLM156N | Full Description |
##POPUL | Macro - Labor Force | Total Population: All Ages including Armed Forces Overseas (monthly) Corresponding FRED id=POP | Full Description |
##PPI | Macro - Price Index, CPI, PPI, HPI | Producer Price Index: Finished Goods (monthly) Corresponding FRED id=WPSFD49207 | Full Description |
##PRIME | Macro - Interest, Mortgage, Prime, TED | Bank Prime Loan Rate (monthly) Corresponding FRED id=MPRIME | Full Description |
##PRODAUTO | Macro - Vehicle, Automobile | Domestic Auto Production (monthly) Corresponding FRED id=DAUPSA | Full Description |
##RBDI | Macro - Currency | Real Broad Dollar Index (monthly) Corresponding FRED id=RTWEXBGS | Full Description |
##RDISPINC | Macro - Income | Real Disposable Personal Income (monthly) Corresponding FRED id=DSPIC96 | Full Description |
##RECPROB | Macro - Sentiment | Smoothed U.S. Recession Probabilities (monthly) Corresponding FRED id=RECPROUSM156N | Full Description |
##RGDP | Macro - GDP/GNP | Real Gross Domestic Product (quarterly) Corresponding FRED id=GDPC1 | Full Description |
##RINCPERCAP | Macro - Income | Real Disposable Personal Income: Per capita (monthly) Corresponding FRED id=A229RX0 | Full Description |
##RMINCOME | Macro - Income | Real Median Income (annual) Corresponding FRED id=MEHOINUSA672N | Full Description |
##RPCE | Macro - Other Economic Activity | Real Personal Consumption Expenditures (monthly) Corresponding FRED id=PCEC96 | Full Description |
##RVACANCY | Macro - Vacancy Rates | Rental Vacancy Rate for the United States (annual) Corresponding FRED id=USRVAC | Full Description |
##SALESALLVEH | Macro - Vehicle, Automobile | Total Vehicle Sales (monthly) Corresponding FRED id=TOTALSA | Full Description |
##SALESAUTO | Macro - Vehicle, Automobile | Light Weight Vehicle Sales: Autos & Light Trucks (monthly) Corresponding FRED id=ALTSALES | Full Description |
##SALESRET | Macro - Other Business Activity | Retail Sales: Total (Excluding Food Services) (monthly) Corresponding FRED id=RSXFS | Full Description |
##SALESRETFD | Macro - Other Business Activity | Real Retail and Food Services Sales (monthly) Corresponding FRED id=RRSFS | Full Description |
##SAVING | Macro - Other Economic Activity | Personal Saving Rate (monthly) Corresponding FRED id=PSAVERT | Full Description |
##SEB3MO | Macro - Interbank Rate | 3-Month Interbank Rates for Sweden (monthly) Corresponding FRED id=IR3TIB01SEM156N | Full Description |
##SOFR3MO | Macro - Interest, Mortgage, Prime, TED | 90-Day Average SOFR (daily) Corresponding FRED id=SOFR90DAYAVG | Full Description |
##STRESS | Macro - Stress Index | St. Louis Fed Financial Stress Index© (weekly) Corresponding FRED id=STLFSI4 | Full Description |
##SURPLUS | Macro - Other Economic Activity | Federal Surplus or Deficit [-] (annual) Corresponding FRED id=FYFSD | Full Description |
##UMCSENT | Macro - Sentiment | University of Michigan: Consumer Sentiment© (monthly) Corresponding FRED id=UMCSENT | Full Description |
##UNDURATION | Macro - Unemployment | Median Duration of Unemployment (monthly) Corresponding FRED id=UEMPMED | Full Description |
##UNRATE | Macro - Unemployment | Civilian Unemployment Rate (monthly) Corresponding FRED id=UNRATE | Full Description |
##UNTEEN | Macro - Unemployment | Unemployment Rate - 16 to 19 years (monthly) Corresponding FRED id=LNS14000012 | Full Description |
##UNTOT | Macro - Unemployment | Total unemployed, including under-employed (monthly) Corresponding FRED id=U6RATE | Full Description |
##UNWANT | Macro - Labor Force | Not in Labor Force, Want a Job Now (monthly) Corresponding FRED id=NILFWJN | Full Description |
##USCURRACCT | Macro - Money, M1, M2 | Balance on Current Account (quarterly) Corresponding FRED id=IEABC | Full Description |
##USR10YR | Macro - Interest, Mortgage, Prime, TED | 10-Year US Real Interest Rate (monthly) Corresponding FRED id=RTWEXBGS | Full Description |
##USSLIND | Macro - Other Economic Activity | Leading Index for the United States (monthly) Corresponding FRED id=USALOLITONOSTSAM | Full Description |
##UST10YR | Macro - Treasury notes (T-notes) | 10-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS10 | Full Description |
##UST1MO | Macro - Treasury bills (T-bills) | 1-Month Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS1MO | Full Description |
##UST1YR | Macro - Treasury bills (T-bills) | 1-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS1 | Full Description |
##UST20YR | Macro - Treasury bonds (T-bonds) | 20-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS20 | Full Description |
##UST2YR | Macro - Treasury notes (T-notes) | 2-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS2 | Full Description |
##UST30YR | Macro - Treasury bonds (T-bonds) | 30-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS30 | Full Description |
##UST3MO | Macro - Treasury bills (T-bills) | 3-Month Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS3MO | Full Description |
##UST3YR | Macro - Treasury notes (T-notes) | 3-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS3 | Full Description |
##UST5YR | Macro - Treasury notes (T-notes) | 5-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS5 | Full Description |
##UST6MO | Macro - Treasury notes (T-notes) | 6-Month Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS6MO | Full Description |
##UST7YR | Macro - Treasury notes (T-notes) | 7-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS7 | Full Description |
##VELM1 | Macro - Money, M1, M2 | Velocity of M1 Money Stock (quarterly) Corresponding FRED id=M1V | Full Description |
##VELM2 | Macro - Money, M1, M2 | Velocity of M2 Money Stock (quarterly) Corresponding FRED id=M2V | Full Description |
##WAGES | Macro - Manufacturing | Wages in manufacturing (monthly) Corresponding FRED id=AHETPI | Full Description |
#AnalystsCurFY | EPS Estimate Current Year | Number of analysts for current fiscal year EPS. Note: if a security has no analysts, this factor returns NA, not 0. | |
#AnalystsCurFYSales | Sales Estimate Current Year | Number of analysts for current fiscal year sales. Note: if a security has no analysts, this factor returns NA, not 0. | |
#AnalystsCurQ | EPS Estimate Current Quarter | Number of analysts for current quarter EPS estimate. Note: if a security has no analysts, this factor returns NA, not 0. | |
#AnalystsLTGrthRt | Long Term EPS Growth | This is the number of analysts who are reporting a long term earnings per share growth rate. If a security has no analysts, this factor returns NA, not 0. | |
#AnalystsNextFY | EPS Estimate Next Year | Number of analysts for next fiscal year EPS. Note: if a security has no analysts, this factor returns NA, not 0. | |
#AnalystsNextFYSales | Sales Estimate Next Year | Number of analysts for next fiscal year sales. Note: if a security has no analysts, this factor returns NA, not 0. | |
#AnalystsNextQ | EPS Estimate Next Quarter | Number of analysts for next fiscal quarter EPS. Note: if a security has no analysts, this factor returns NA, not 0. | |
#AnalystsPriceTarget | Price Target | Number of analysts giving price target estimates. Note: if a security has no analysts, this factor returns NA, not 0. | |
#APeriods | Number of Periods | Number of Historical Periods, Annual | Full Description |
#BOND20YR | Compustat Macro - TO BE DEPRECATED | 20-Year Treasury Yield (monthly) | Full Description |
#BOND30YR | Compustat Macro - TO BE DEPRECATED | 30-Year Treasury Yield (monthly) | Full Description |
#CABGDP2 | Compustat Macro - TO BE DEPRECATED | Total Current Account Balance of the United States as a percentage of GDP (*quarterly data, 3 equal monthly values) | Full Description |
#CPI | Compustat Macro - TO BE DEPRECATED | Consumer Price Index for Urban Consumers, All Items (monthly) | Full Description |
#EMPLOY | Compustat Macro - TO BE DEPRECATED | Total Non-Farm Employment, Thousands of People (monthly) | Full Description |
#FEDFUNDS | Compustat Macro - TO BE DEPRECATED | Fed Funds Rate, in percentage points (monthly) | Full Description |
#GDP | Compustat Macro - TO BE DEPRECATED | Real Gross Domestic Product, Billions of Chained 2009 Dollars (*quarterly data, 3 equal monthly values) | Full Description |
#HOUSE | Compustat Macro - TO BE DEPRECATED | Total New Housing Starts, Privately Owned Residences, in thousands of units (monthly) | Full Description |
#Institution | Institutional Factors | The total number of investors who own shares of the company | Full Description |
#M1 | Compustat Macro - TO BE DEPRECATED | M1 Money Stock, in billions of dollars (monthly) | Full Description |
#M2 | Compustat Macro - TO BE DEPRECATED | M2 Money Stock, in billions of dollars (monthly) | Full Description |
#NOTE10YR | Compustat Macro - TO BE DEPRECATED | 10-Year Treasury Yield (monthly) | Full Description |
#NOTE2YR | Compustat Macro - TO BE DEPRECATED | 2-Year Treasury Yield (monthly) | Full Description |
#NOTE3YR | Compustat Macro - TO BE DEPRECATED | 3-Year Treasury Yield (monthly) | Full Description |
#NOTE5YR | Compustat Macro - TO BE DEPRECATED | 5-Year Treasury Yield (monthly) | Full Description |
#NOTE7YR | Compustat Macro - TO BE DEPRECATED | 7-Year Treasury Yield (monthly) | Full Description |
#POPT | Compustat Macro - TO BE DEPRECATED | Total U.S. Population (*annual data, 12 equal monthly values) | Full Description |
#PPI | Compustat Macro - TO BE DEPRECATED | Producer Price Index (PPI), Finished Goods (monthly) | Full Description |
#PRIME | Compustat Macro - TO BE DEPRECATED | Prime Rate, in percentage points (monthly) | Full Description |
#QPeriods | Number of Periods | Number of Historical Periods, Quarterly | Full Description |
#RTLSALES | Compustat Macro - TO BE DEPRECATED | Retail Sales, excluding Food Services, in millions of dollars (monthly) | Full Description |
#TBILL12M | Compustat Macro - TO BE DEPRECATED | 12-Month Treasury Yield (monthly) | Full Description |
#TBILL3M | Compustat Macro - TO BE DEPRECATED | 3-Month Treasury Yield (monthly) | Full Description |
#TBILL6M | Compustat Macro - TO BE DEPRECATED | 6-Month Treasury Yield (monthly) | Full Description |
#UNEMP | Compustat Macro - TO BE DEPRECATED | Unemployment Rate, in percentage points (monthly) | Full Description |
#USDAUD | Macro - FX Rates | USD to AUD | |
#USDBAM | Macro - FX Rates | USD to BAM | |
#USDBGN | Macro - FX Rates | USD to BGN | |
#USDCAD | Macro - FX Rates | USD to CAD | |
#USDCHF | Macro - FX Rates | USD to CHF | |
#USDCZK | Macro - FX Rates | USD to CZK | |
#USDDKK | Macro - FX Rates | USD to DKK | |
#USDEUR | Macro - FX Rates | USD to EUR | |
#USDGBP | Macro - FX Rates | USD to GBP | |
#USDHKD | Macro - FX Rates | USD to HKD | |
#USDHRK | Macro - FX Rates | USD to HRK | |
#USDHUF | Macro - FX Rates | USD to HUF | |
#USDILS | Macro - FX Rates | USD to ILS | |
#USDISK | Macro - FX Rates | USD to ISK | |
#USDJPY | Macro - FX Rates | USD to JPY | |
#USDLVL | Macro - FX Rates | USD to LVL | |
#USDMKD | Macro - FX Rates | USD to MKD | |
#USDMXN | Macro - FX Rates | USD to MXN | |
#USDNOK | Macro - FX Rates | USD to NOK | |
#USDNZD | Macro - FX Rates | USD to NZD | |
#USDPLN | Macro - FX Rates | USD to PLN | |
#USDRON | Macro - FX Rates | USD to RON | |
#USDRSD | Macro - FX Rates | USD to RSD | |
#USDRUB | Macro - FX Rates | USD to RUB | |
#USDSEK | Macro - FX Rates | USD to SEK | |
#USDSGD | Macro - FX Rates | USD to SGD | |
#USDSKK | Macro - FX Rates | USD to SKK | |
#USDTRY | Macro - FX Rates | USD to TRY | |
#USDUAH | Macro - FX Rates | USD to UAH | |
#USDZAR | Macro - FX Rates | USD to ZAR | |
%() | Calculate Percent Growth | Calculates percent as 100 * ( (a - b) / abs(b) -1) | |
Abs() | Absolute value | Evaluates to the absolute value of expr | |
Account() | Account Holdings | Return TRUE if stock being analyzed is an open position. For the id parameters use either the name in quotes, or the numerical id. | Full Description |
AccountClose() | Account Holdings | Returns the number of calendar days since the position was last closed for the stock being analyzed, -1 if currently held, or NA if not held within the past 6 months. | Full Description |
AccountCloseBar() | Account Holdings | Returns the number of bars since the position was last closed for the stock being analyzed, -1 if currently held, or NA if not held within the past 6 months. | Full Description |
AccountOpen() | Account Holdings | Returns the number of calendar days since the position was first opened for the stock being analyzed, otherwise NA. | Full Description |
AccountOpenBar() | Account Holdings | Returns the number of bars since the position was first opened for the stock being analyzed, otherwise NA. | Full Description |
AccruedExp() AccruedExpQ AccruedExpPQ AccruedExpPYQ AccruedExpTTM AccruedExpPTM AccruedExpA AccruedExpPY AccruedExpGr%PQ AccruedExpGr%PYQ AccruedExpGr%TTM AccruedExpGr%PQTTM AccruedExpGr%A AccruedExpGr%3Y AccruedExpGr%5Y AccruedExpGr%10Y AccruedExpRSD%ANN AccruedExpRSD%TTM AccruedExpRegEstANN AccruedExpRegEstTTM AccruedExpRegGr%ANN AccruedExpRegGr%TTM AccruedExpPSQ AccruedExpPSA AccruedExp%SalesQ AccruedExp%SalesA AccruedExp%AssetsQ AccruedExp%AssetsA AccruedExp3YAvg AccruedExp5YAvg | Change to Accrued Liabilities (Accrued Expenses) | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
AccumDep() AccumDepQ AccumDepPQ AccumDepPYQ AccumDepTTM AccumDepPTM AccumDepA AccumDepPY AccumDepGr%PQ AccumDepGr%PYQ AccumDepGr%TTM AccumDepGr%PQTTM AccumDepGr%A AccumDepGr%3Y AccumDepGr%5Y AccumDepGr%10Y AccumDepRSD%ANN AccumDepRSD%TTM AccumDepRegEstANN AccumDepRegEstTTM AccumDepRegGr%ANN AccumDepRegGr%TTM AccumDepPSQ AccumDepPSA AccumDep%AssetsQ AccumDep%AssetsA AccumDep3YAvg AccumDep5YAvg | Accumulated Depreciation | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Acquis() AcquisQ AcquisPQ AcquisPYQ AcquisTTM AcquisPTM AcquisA AcquisPY AcquisGr%PQ AcquisGr%PYQ AcquisGr%TTM AcquisGr%PQTTM AcquisGr%A AcquisGr%3Y AcquisGr%5Y AcquisGr%10Y AcquisRSD%ANN AcquisRSD%TTM AcquisRegEstANN AcquisRegEstTTM AcquisRegGr%ANN AcquisRegGr%TTM AcquisPSQ AcquisPSA Acquis%SalesQ Acquis%SalesA Acquis%AssetsQ Acquis%AssetsA Acquis3YAvg Acquis5YAvg | Acquisitions | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Actual() | Actual Functions | Full Description | |
ActualA() | Actual Functions | Full Description | |
ActualGr%A() | Actual Functions | Full Description | |
ActualGr%PQ() | Actual Functions | Full Description | |
ActualGr%PYQ() | Actual Functions | Full Description | |
ActualGr%TTM() | Actual Functions | Full Description | |
ActualInterimDays() | Actual Interim Days | Days in the filing period for the given interim offset. Usually 91 or 92 for quarterly, 182 or 183 for semiannual. | Full Description |
ActualPQ() | Actual Functions | Full Description | |
ActualPTM() | Actual Functions | Full Description | |
ActualPY() | Actual Functions | Full Description | |
ActualPYQ() | Actual Functions | Full Description | |
ActualQ() | Actual Functions | Full Description | |
ActualTTM() | Actual Functions | Full Description | |
ADX() | Average Directional Movement | Returns the Average Directional movement Index as defined by Welles Wilder. An offset can be specified to find trends in the ADX. For example to screen for stocks whose ADX increased in the past 10 bars enter: ADX(14,0) > ADX(14,10) | Full Description |
Aggregate() | Group Average | Returns the average or cap-weighted average for each scope | Full Description |
AIFactor() | Predictions | Returns the inferences (predictions) of your trained Predictor. Mainly for use to rebalance but it can also be used in backtests with some restrictions. | Full Description |
AIFactorValidation() | Validation Predictions | Returns the saved inference (prediction) of your model's validation | Full Description |
AltmanX1 | Altman X Component | Working Capital to Assets | Full Description |
AltmanX2 | Altman X Component | Retained Earnings to Total Assets | Full Description |
AltmanX3 | Altman X Component | Earnings before Interest and Taxes/Total Assets | Full Description |
AltmanX4 | Altman X Component | Market Value of Equity / Book Value of Total Liabilities | Full Description |
AltmanX4Rev | Altman X Component | Book Value of Equity / Book Value of Total Liabilities | Full Description |
AltmanX5 | Altman X Component | Sales / Total Assets | Full Description |
AltmanZNonManu | Altman Z-Score | Z-score for non-manufacturers & emerging markets, recommended cutoff is 1.1 or higher | Full Description |
AltmanZOrig | Altman Z-Score | Original z-score, recommended cutoff is 1.81 or higher | Full Description |
AltmanZPriv | Altman Z-Score | Z-score estimated for private firms, recommended cutoff is 1.23 or higher | Full Description |
Amort() AmortQ AmortPQ AmortPYQ AmortTTM AmortPTM AmortA AmortPY AmortGr%PQ AmortGr%PYQ AmortGr%TTM AmortGr%PQTTM AmortGr%A AmortGr%3Y AmortGr%5Y AmortGr%10Y AmortRSD%ANN AmortRSD%TTM AmortRegEstANN AmortRegEstTTM AmortRegGr%ANN AmortRegGr%TTM AmortPSQ AmortPSA Amort%SalesQ Amort%SalesA Amort%AssetsQ Amort%AssetsA Amort3YAvg Amort5YAvg | Amortization of Intangibles | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
AnnounceDaysPYQ | Latest in Database | Returns the number of days it took the company to announce the Prev Year Q filing (announce date - period end) | |
AnnounceDaysQ | Latest in Database | Returns the number of days it took the company to announce the latest filing (announce date - period end) | |
AsOfDate | As-Of Date | Returns the current trading day as a number in the following format YYYYMMDD | |
AstCur() AstCurQ AstCurPQ AstCurPYQ AstCurTTM AstCurPTM AstCurA AstCurPY AstCurGr%PQ AstCurGr%PYQ AstCurGr%TTM AstCurGr%PQTTM AstCurGr%A AstCurGr%3Y AstCurGr%5Y AstCurGr%10Y AstCurRSD%ANN AstCurRSD%TTM AstCurRegEstANN AstCurRegEstTTM AstCurRegGr%ANN AstCurRegGr%TTM AstCurPSQ AstCurPSA AstCur%AssetsQ AstCur%AssetsA AstCur3YAvg AstCur5YAvg | Current Assets Total | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
AstCurOther() AstCurOtherQ AstCurOtherPQ AstCurOtherPYQ AstCurOtherTTM AstCurOtherPTM AstCurOtherA AstCurOtherPY AstCurOtherGr%PQ AstCurOtherGr%PYQ AstCurOtherGr%TTM AstCurOtherGr%PQTTM AstCurOtherGr%A AstCurOtherGr%3Y AstCurOtherGr%5Y AstCurOtherGr%10Y AstCurOtherRSD%ANN AstCurOtherRSD%TTM AstCurOtherRegEstANN AstCurOtherRegEstTTM AstCurOtherRegGr%ANN AstCurOtherRegGr%TTM AstCurOtherPSQ AstCurOtherPSA AstCurOther%AssetsQ AstCurOther%AssetsA AstCurOther3YAvg AstCurOther5YAvg | Current Assets Other | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
AstIntan() AstIntanQ AstIntanPQ AstIntanPYQ AstIntanTTM AstIntanPTM AstIntanA AstIntanPY AstIntanGr%PQ AstIntanGr%PYQ AstIntanGr%TTM AstIntanGr%PQTTM AstIntanGr%A AstIntanGr%3Y AstIntanGr%5Y AstIntanGr%10Y AstIntanRSD%ANN AstIntanRSD%TTM AstIntanRegEstANN AstIntanRegEstTTM AstIntanRegGr%ANN AstIntanRegGr%TTM AstIntanPSQ AstIntanPSA AstIntan%AssetsQ AstIntan%AssetsA AstIntan3YAvg AstIntan5YAvg | Intangible Assets | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
AstNonCurOther() AstNonCurOtherQ AstNonCurOtherPQ AstNonCurOtherPYQ AstNonCurOtherTTM AstNonCurOtherPTM AstNonCurOtherA AstNonCurOtherPY AstNonCurOtherGr%PQ AstNonCurOtherGr%PYQ AstNonCurOtherGr%TTM AstNonCurOtherGr%PQTTM AstNonCurOtherGr%A AstNonCurOtherGr%3Y AstNonCurOtherGr%5Y AstNonCurOtherGr%10Y AstNonCurOtherRSD%ANN AstNonCurOtherRSD%TTM AstNonCurOtherRegEstANN AstNonCurOtherRegEstTTM AstNonCurOtherRegGr%ANN AstNonCurOtherRegGr%TTM AstNonCurOtherPSQ AstNonCurOtherPSA AstNonCurOther%AssetsQ AstNonCurOther%AssetsA AstNonCurOther3YAvg AstNonCurOther5YAvg | Non-Current Assets Other | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
AstTot() AstTotQ AstTotPQ AstTotPYQ AstTotTTM AstTotPTM AstTotA AstTotPY AstTotGr%PQ AstTotGr%PYQ AstTotGr%TTM AstTotGr%PQTTM AstTotGr%A AstTotGr%3Y AstTotGr%5Y AstTotGr%10Y AstTotRSD%ANN AstTotRSD%TTM AstTotRegEstANN AstTotRegEstTTM AstTotRegGr%ANN AstTotRegGr%TTM AstTotPSQ AstTotPSA AstTot%AssetsQ AstTot%AssetsA AstTot3YAvg AstTot5YAvg | Total Assets | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
AstTurn() AstTurnQ AstTurnPQ AstTurnPYQ AstTurnTTM AstTurnPTM AstTurnA AstTurnPY AstTurnGr%PQ AstTurnGr%PYQ AstTurnGr%TTM AstTurnGr%PQTTM AstTurnGr%A AstTurnGr%3Y AstTurnGr%5Y AstTurnGr%10Y AstTurnRSD%ANN AstTurnRSD%TTM AstTurnRegEstANN AstTurnRegEstTTM AstTurnRegGr%ANN AstTurnRegGr%TTM AstTurnPSQ AstTurnPSA AstTurn%SalesQ AstTurn%SalesA AstTurn%AssetsQ AstTurn%AssetsA AstTurn3YAvg AstTurn5YAvg | Asset Turnover | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
AstTurnTTMInd | Asset Turnover, Industry | Asset Turnover Industry, TTM | Full Description |
ATR() | Average True Range | Returns the Average True Range as defined by Welles Wilder over the specified period. | Full Description |
ATRN() | Average True Range Normalized | Returns ATR as a percentage of the closing price. ATRN provides a better way to compare stocks with different price magnitude. | Full Description |
Avg() | Average of a set of values | Returns the average value in list. Up to 20 parameters are allowed and NAs are discarded | |
AvgDailyTot() | Liquidity | Average daily total amount traded (price * volume) for the past number of bars. You can use the offset to calculate rising avg. For ex: AvgDailyTot(10) > AvgDailyTot(10,10) | |
AvgRec | Average Recommendation | Average Recommendation on a 1-3 linear scale, where 1 is a strong buy, 3 a sell. For CapitalIQ the range is 1-5. | Full Description |
AvgRec13WkAgo | Average Recommendation | Average Recommendation 13 Weeks ago on a 1-3 linear scale, where 1 is a strong buy, 3 a sell. For CapitalIQ the range is 1-5. | Full Description |
AvgRec1WkAgo | Average Recommendation | Average Recommendation 1 Weeks ago on a 1-3 linear scale, where 1 is a strong buy, 3 a sell. For CapitalIQ the range is 1-5. | Full Description |
AvgRec4WkAgo | Average Recommendation | Average Recommendation 4 Weeks ago on a 1-3 linear scale, where 1 is a strong buy, 3 a sell. For CapitalIQ the range is 1-5. | Full Description |
AvgRec8WkAgo | Average Recommendation | Average Recommendation 8 Weeks ago on a 1-3 linear scale, where 1 is a strong buy, 3 a sell. For CapitalIQ the range is 1-5. | Full Description |
AvgVol() | Average Volume | Average volume of the past number of bars. | Full Description |
AvgVol10 | Average Volume | Average volume past 10 bars. Equivalent to AvgVol(10) | |
AvgVol1M | Average Volume | Average volume past 21 bars. Equivalent to AvgVol(#Month) | |
AvgVol3M | Average Volume | Average volume past 62 bars. Equivalent to AvgVol(#Month3) | |
AvgVol5 | Average Volume | Average volume past 5 bars. Equivalent to AvgVol(5) | |
AvgVol6M | Average Volume | Average volume past 125 bars. Equivalent to AvgVol(#Month6) | |
BarsSince() | Date | Returns the number of bars since the given date. Date is a number in this format YYYYMMDD. | |
BBLower() | Bollinger Band | Lower Bollinger band value period: no. of bars used (typical is 20) deviations: no. of deviations (default is 2) | Full Description |
BBUpper() | Bollinger Band | Upper Bollinger band value period: no. of bars used (typical is 20) deviations: no. of deviations (default is 2) | Full Description |
BenchClose() BenchClose() | Benchmark Price | Historical Close price of the benchmark. Ex: BenchClose(0) gets the last close BenchClose(10) gets the close 10 bars ago. | |
BenchHi() | Benchmark Price | Historical high price of the benchmark. To get the last high enter BenchHi(0) When running backtests, BenchHi(-1) can be used to peek into the next day's open price. | |
BenchLow() | Benchmark Price | Historical low price of the benchmark. To get the last low enter BenchLow(0) When running backtests, BenchLow(-1) can be used to peek into the next day's open price. | |
BenchOpen() | Benchmark Price | Historical open price of the benchmark. To get the last open enter: BenchOpen(0). When running backtests, BenchOpen(-1) can be used to peek into the next day's open price. | |
BenchPct | Benchmark Return | Benchmark return since the position was opened. | |
BenchPctFromPosHi | Benchmark Return From Hi | Benchmark percentage return from highest close of the position. Use this to prevent a stop-loss in case the market is also dropping. For example to enter a stoploss only if the market outperformed the position, enter: PctFromHi <= -20 And BenchPctFromPosHi > -20 | |
BeneishMScore | Beneish M-Score | Beneish M-Score finds companies that are associated with increased probability of manipulations. Companies with M-score of -1.89 or lower are safest, while -1.49 or higher are riskiest. | Full Description |
Beta1Y | Beta | Returns Beta using up to 1 year of weekly returns of the stock and the country's main benchmark. | Full Description |
Beta1YInd | Beta, Industry | Beta1Y for the industry | Full Description |
Beta3Y | Beta | Returns 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 |
Beta3YInd | Beta, Industry | Beta3Y for the industry | Full Description |
Beta5Y | Beta | Returns Beta using up to 5 years of weekly returns of the stock and the country's main benchmark. Requires a minimum of 100 weekly returns. | Full Description |
Beta5YInd | Beta, Industry | Beta5Y for the industry | Full Description |
BetaFunc() | Beta | This function returns the stock's Beta with the country's main benchmark. See Full Description for parameters and examples. | Full Description |
Between() | Between | Returns TRUE (1) if value is between min and max (inclusive), FALSE(0) otherwise | |
BookVal() BookValQ BookValPQ BookValPYQ BookValTTM BookValPTM BookValA BookValPY BookValGr%PQ BookValGr%PYQ BookValGr%TTM BookValGr%PQTTM BookValGr%A BookValGr%3Y BookValGr%5Y BookValGr%10Y BookValRSD%ANN BookValRSD%TTM BookValRegEstANN BookValRegEstTTM BookValRegGr%ANN BookValRegGr%TTM BookValPSQ BookValPSA BookVal%AssetsQ BookVal%AssetsA BookVal3YAvg BookVal5YAvg | Book Value | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Bound() | Constrains to a max and/or a min | Constrains a value to a maximum or a minimum. When returnNA is set to TRUE the function returns NA if expression exceeds the minimum or maximum. | |
BuyAmount | Buy amount for new position | Amount which will be used to buy a stock before any commissions or slippage. You can use this to set up a liquidity filter, for ex.: BuyAmount/Price < 0.05*AvgVol(20) With this rule a stock will not be bought if the number of shares being considered is greater than 5% of the 20 day average volume. | |
BVPS() BVPSQ BVPSPQ BVPSPYQ BVPSTTM BVPSPTM BVPSA BVPSPY BVPSGr%PQ BVPSGr%PYQ BVPSGr%TTM BVPSGr%PQTTM BVPSGr%A BVPSGr%3Y BVPSGr%5Y BVPSGr%10Y BVPSRSD%ANN BVPSRSD%TTM BVPSRegEstANN BVPSRegEstTTM BVPSRegGr%ANN BVPSRegGr%TTM BVPS3YAvg BVPS5YAvg | Book Value Per Share | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | |
CapCount | Market Cap Concentration | Number 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 CapExGr%PQ CapExGr%PYQ CapExGr%TTM CapExGr%PQTTM CapExGr%A CapExGr%3Y CapExGr%5Y CapExGr%10Y CapExRSD%ANN CapExRSD%TTM CapExRegEstANN CapExRegEstTTM CapExRegGr%ANN CapExRegGr%TTM CapExPSQ CapExPSA CapEx%SalesQ CapEx%SalesA CapEx%AssetsQ CapEx%AssetsA CapEx3YAvg CapEx5YAvg | Capital Expenditures (CapEx) | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
CapExEstCY | CapEx Estimate Mean | CapEx Estimate Mean Current Year | Full Description |
CapExEstNY | CapEx Estimate Mean | CapEx Estimate Mean Next Year | Full Description |
CapExEstY2 | CapEx Estimate Mean | CapEx Estimate Mean 2 Years | Full Description |
CapExEstY3 | CapEx Estimate Mean | CapEx Estimate Mean 3 Years | Full Description |
CapExPS() CapExPSQ CapExPSPQ CapExPSPYQ CapExPSTTM CapExPSPTM CapExPSA CapExPSPY CapExPSGr%PQ CapExPSGr%PYQ CapExPSGr%TTM CapExPSGr%PQTTM CapExPSGr%A CapExPSGr%3Y CapExPSGr%5Y CapExPSGr%10Y CapExPSRSD%ANN CapExPSRSD%TTM CapExPSRegEstANN CapExPSRegEstTTM CapExPSRegGr%ANN CapExPSRegGr%TTM CapExPS3YAvg CapExPS5YAvg | Capital Expenditures (CapEx) Per Share | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
CapSp5YCGr%Ind | Industry Growth | Capital Spending Industry, 5 Year Growth Rate (%) | Full Description |
CapSurplus() CapSurplusQ CapSurplusPQ CapSurplusPYQ CapSurplusTTM CapSurplusPTM CapSurplusA CapSurplusPY CapSurplusGr%PQ CapSurplusGr%PYQ CapSurplusGr%TTM CapSurplusGr%PQTTM CapSurplusGr%A CapSurplusGr%3Y CapSurplusGr%5Y CapSurplusGr%10Y CapSurplusRSD%ANN CapSurplusRSD%TTM CapSurplusRegEstANN CapSurplusRegEstTTM CapSurplusRegGr%ANN CapSurplusRegGr%TTM CapSurplusPSQ CapSurplusPSA CapSurplus%AssetsQ CapSurplus%AssetsA CapSurplus3YAvg CapSurplus5YAvg | Capital Surplus | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
CapWeight | Market Cap Concentration | Weight of the MarketCap group as % of total market value. You can use this function to control MarketCap concentrations. See Full Description for details and examples. | Full Description |
Cash() CashQ CashPQ CashPYQ CashTTM CashPTM CashA CashPY CashGr%PQ CashGr%PYQ CashGr%TTM CashGr%PQTTM CashGr%A CashGr%3Y CashGr%5Y CashGr%10Y CashRSD%ANN CashRSD%TTM CashRegEstANN CashRegEstTTM CashRegGr%ANN CashRegGr%TTM CashPSQ CashPSA Cash%AssetsQ Cash%AssetsA Cash3YAvg Cash5YAvg | Cash | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
CashEquiv() CashEquivQ CashEquivPQ CashEquivPYQ CashEquivTTM CashEquivPTM CashEquivA CashEquivPY CashEquivGr%PQ CashEquivGr%PYQ CashEquivGr%TTM CashEquivGr%PQTTM CashEquivGr%A CashEquivGr%3Y CashEquivGr%5Y CashEquivGr%10Y CashEquivRSD%ANN CashEquivRSD%TTM CashEquivRegEstANN CashEquivRegEstTTM CashEquivRegGr%ANN CashEquivRegGr%TTM CashEquivPSQ CashEquivPSA CashEquiv%AssetsQ CashEquiv%AssetsA CashEquiv3YAvg CashEquiv5YAvg | Cash and Equivalents | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
CashFl() CashFlQ CashFlPQ CashFlPYQ CashFlTTM CashFlPTM CashFlA CashFlPY CashFlGr%PQ CashFlGr%PYQ CashFlGr%TTM CashFlGr%PQTTM CashFlGr%A CashFlGr%3Y CashFlGr%5Y CashFlGr%10Y CashFlRSD%ANN CashFlRSD%TTM CashFlRegEstANN CashFlRegEstTTM CashFlRegGr%ANN CashFlRegGr%TTM CashFlPSQ CashFlPSA CashFl%SalesQ CashFl%SalesA CashFl%AssetsQ CashFl%AssetsA CashFl3YAvg CashFl5YAvg | Cash Flow | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
CashFlPS() CashFlPSQ CashFlPSPQ CashFlPSPYQ CashFlPSTTM CashFlPSPTM CashFlPSA CashFlPSPY CashFlPSGr%PQ CashFlPSGr%PYQ CashFlPSGr%TTM CashFlPSGr%PQTTM CashFlPSGr%A CashFlPSGr%3Y CashFlPSGr%5Y CashFlPSGr%10Y CashFlPSRSD%ANN CashFlPSRSD%TTM CashFlPSRegEstANN CashFlPSRegEstTTM CashFlPSRegGr%ANN CashFlPSRegGr%TTM CashFlPS3YAvg CashFlPS5YAvg | Cash Flow Per Share | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
CashFrFin() CashFrFinQ CashFrFinPQ CashFrFinPYQ CashFrFinTTM CashFrFinPTM CashFrFinA CashFrFinPY CashFrFinGr%PQ CashFrFinGr%PYQ CashFrFinGr%TTM CashFrFinGr%PQTTM CashFrFinGr%A CashFrFinGr%3Y CashFrFinGr%5Y CashFrFinGr%10Y CashFrFinRSD%ANN CashFrFinRSD%TTM CashFrFinRegEstANN CashFrFinRegEstTTM CashFrFinRegGr%ANN CashFrFinRegGr%TTM CashFrFinPSQ CashFrFinPSA CashFrFin%SalesQ CashFrFin%SalesA CashFrFin%AssetsQ CashFrFin%AssetsA CashFrFin3YAvg CashFrFin5YAvg | Cash From Financing | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
CashFrInvest() CashFrInvestQ CashFrInvestPQ CashFrInvestPYQ CashFrInvestTTM CashFrInvestPTM CashFrInvestA CashFrInvestPY CashFrInvestGr%PQ CashFrInvestGr%PYQ CashFrInvestGr%TTM CashFrInvestGr%PQTTM CashFrInvestGr%A CashFrInvestGr%3Y CashFrInvestGr%5Y CashFrInvestGr%10Y CashFrInvestRSD%ANN CashFrInvestRSD%TTM CashFrInvestRegEstANN CashFrInvestRegEstTTM CashFrInvestRegGr%ANN CashFrInvestRegGr%TTM CashFrInvestPSQ CashFrInvestPSA CashFrInvest%SalesQ CashFrInvest%SalesA CashFrInvest%AssetsQ CashFrInvest%AssetsA CashFrInvest3YAvg CashFrInvest5YAvg | Cash from Investing | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
CashPct | Cash percentage | Returns the % of the cash in the port/sim vs. the total market value | |
CashPS() CashPSQ CashPSPQ CashPSPYQ CashPSTTM CashPSPTM CashPSA CashPSPY CashPSGr%PQ CashPSGr%PYQ CashPSGr%TTM CashPSGr%PQTTM CashPSGr%A CashPSGr%3Y CashPSGr%5Y CashPSGr%10Y CashPSRSD%ANN CashPSRSD%TTM CashPSRegEstANN CashPSRegEstTTM CashPSRegGr%ANN CashPSRegGr%TTM CashPS3YAvg CashPS5YAvg | Cash Per Share | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
ccFIGI | FIGI Identifier | Returns the Country Composite level FIGI identifier. | |
CCI() | Commodity Channel Index | Commodity Channel Index. | Full Description |
ChaikinAD() | Chaikin Accumulation Distribution | The Chaikin Accumulation Distribution Indicator is a measure of the money flowing into and out of a stock over the period See Full Description for usage and examples | Full Description |
ChaikinMFP() | Chaikin Money Flow | This 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 Trend | The ChaikinTrend Indicator is a special purpose double smoothed exponential average | Full Description |
ChangeDebt() ChangeDebtQ ChangeDebtPQ ChangeDebtPYQ ChangeDebtTTM ChangeDebtPTM ChangeDebtA ChangeDebtPY ChangeDebtGr%PQ ChangeDebtGr%PYQ ChangeDebtGr%TTM ChangeDebtGr%PQTTM ChangeDebtGr%A ChangeDebtGr%3Y ChangeDebtGr%5Y ChangeDebtGr%10Y ChangeDebtRSD%ANN ChangeDebtRSD%TTM ChangeDebtRegEstANN ChangeDebtRegEstTTM ChangeDebtRegGr%ANN ChangeDebtRegGr%TTM ChangeDebtPSQ ChangeDebtPSA ChangeDebt%SalesQ ChangeDebt%SalesA ChangeDebt%AssetsQ ChangeDebt%AssetsA ChangeDebt3YAvg ChangeDebt5YAvg | Change to Debt | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
ChangeEq() ChangeEqQ ChangeEqPQ ChangeEqPYQ ChangeEqTTM ChangeEqPTM ChangeEqA ChangeEqPY ChangeEqGr%PQ ChangeEqGr%PYQ ChangeEqGr%TTM ChangeEqGr%PQTTM ChangeEqGr%A ChangeEqGr%3Y ChangeEqGr%5Y ChangeEqGr%10Y ChangeEqRSD%ANN ChangeEqRSD%TTM ChangeEqRegEstANN ChangeEqRegEstTTM ChangeEqRegGr%ANN ChangeEqRegGr%TTM ChangeEqPSQ ChangeEqPSA ChangeEq%SalesQ ChangeEq%SalesA ChangeEq%AssetsQ ChangeEq%AssetsA ChangeEq3YAvg ChangeEq5YAvg | Change to Equity | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Close() | Price OHLCV | Historical close price 'bars' or 'trading days' ago (the length of a bar can be determined by the series used). Use negative values to peek into the future. | Full Description |
Close_D() | Price OHLCV | Historical daily close price 'days' ago including holidays. Holidays are filled in with previous day close. | Full Description |
Close_W() | Price OHLCV | Historical weekly close price. Use 0 for the most recent week, 1 for the week before, etc. | Full Description |
CloseAdj() | Price Special | Historical 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 Special | Historical 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 ComEqGr%PQ ComEqGr%PYQ ComEqGr%TTM ComEqGr%PQTTM ComEqGr%A ComEqGr%3Y ComEqGr%5Y ComEqGr%10Y ComEqRSD%ANN ComEqRSD%TTM ComEqRegEstANN ComEqRegEstTTM ComEqRegGr%ANN ComEqRegGr%TTM ComEqPSQ ComEqPSA ComEq%AssetsQ ComEq%AssetsA ComEq3YAvg ComEq5YAvg | Common Equity | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
CompleteStmt | Complete Flag | Complete 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. | |
CoName() | Company Name | Returns 1(TRUE) if the company name is in the list, 0 (FALSE) otherwise. You can also use wildcards * to match any string or ? for any character | |
ConsEstCnt() | Consensus Count | Number of analysts providing estimates for an item | Full Description |
ConsEstDn() | Consensus Down | Number of analysts revising estimate down in past 75 days | Full Description |
ConsEstHi() | Consensus High | Consensus highest estimate | Full Description |
ConsEstLow() | Consensus Low | Consensus lowest estimate | Full Description |
ConsEstMean() | Consensus Mean | Average of analyst estimates | Full Description |
ConsEstMedian() | Consensus Median | Median of analyst estimates | Full Description |
ConsEstRSD() | Consensus Relative Standard Deviation | Relative Standard Deviation of analysts estimates in percentage | Full Description |
ConsEstStdDev() | Consensus Standard Deviation | Standard Deviation of analysts estimates | Full Description |
ConsEstUp() | Consensus Up | Number of analysts revising estimate up in past 75 days | Full Description |
ConsRec() | Recommendation Function | Consensus recommendation | Full Description |
Correl() | Correlation coefficient | This function returns the correlation coefficient between the specified series | Full Description |
CostG() CostGQ CostGPQ CostGPYQ CostGTTM CostGPTM CostGA CostGPY CostGGr%PQ CostGGr%PYQ CostGGr%TTM CostGGr%PQTTM CostGGr%A CostGGr%3Y CostGGr%5Y CostGGr%10Y CostGRSD%ANN CostGRSD%TTM CostGRegEstANN CostGRegEstTTM CostGRegGr%ANN CostGRegGr%TTM CostGPSQ CostGPSA CostG%SalesQ CostG%SalesA CostG3YAvg CostG5YAvg | Cost of Goods Sold | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
CostG_GAAP() CostG_GAAPQ CostG_GAAPPQ CostG_GAAPPYQ CostG_GAAPTTM CostG_GAAPPTM CostG_GAAPA CostG_GAAPPY CostG_GAAPGr%PQ CostG_GAAPGr%PYQ CostG_GAAPGr%TTM CostG_GAAPGr%PQTTM CostG_GAAPGr%A CostG_GAAPGr%3Y CostG_GAAPGr%5Y CostG_GAAPGr%10Y CostG_GAAPRSD%ANN CostG_GAAPRSD%TTM CostG_GAAPRegEstANN CostG_GAAPRegEstTTM CostG_GAAPRegGr%ANN CostG_GAAPRegGr%TTM CostG_GAAPPSQ CostG_GAAPPSA CostG_GAAP%SalesQ CostG_GAAP%SalesA CostG_GAAP3YAvg CostG_GAAP5YAvg | Cost of Goods Sold GAAP | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Country() | Country of domicile | Returns 1(TRUE) if the country of domicile matches any of the countries whose codes are specified, 0 (FALSE) otherwise. Use commas or spaces to separate your list of up to 20 codes. See Full Description for a list country codes. | Full Description |
CountryCode | Country Code | Country of domicile | |
CountryCount | Country Weight | Number of positions in the country of domicile (could be misleading for companies domiciled in tax havens). For a buy rule, the count is checked assuming the stock is purchased. For a sell rule the count is checked before the sell. | |
CrossOver() | Moving Avg Cross Over/Under | Returns 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 Avg Cross Over/Under | Returns 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 | |
CurFYDnRev4WkAgo | EPS Revisions Current Year | Current Fiscal Year Down Revisions, 4 Weeks ago NOTE: Weekly data only. Complete estimate data is available starting in 2000 | Full Description |
CurFYDnRevLastWk | EPS Revisions Current Year | Current 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 Year | Current fiscal year EPS | |
CurFYSalesMean CurFYSales1WkAgo CurFYSales4WkAgo CurFYSales8WkAgo CurFYSales13WkAgo CurFYSalesMedian CurFYSalesStdDev | Sales Estimate Current Year | Current fiscal year sales estimate | |
CurFYUpRev4WkAgo | EPS Revisions Current Year | Current Fiscal Year Up Revisions, 4 Weeks ago NOTE: Weekly data only. Complete estimate data is available starting in 2000 | Full Description |
CurFYUpRevLastWk | EPS Revisions Current Year | Current Fiscal Year Up Revisions, Last Week NOTE: Weekly data only. Complete estimate data is available starting in 2000 | Full Description |
CurQDnRev4WkAgo | EPS Revisions Current Quarter | Current Quarter Down Revisions, 4 Weeks ago NOTE: Weekly data only. Complete estimate data is available starting in 2000 | Full Description |
CurQDnRevLastWk | EPS Revisions Current Quarter | Current 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 Quarter | ||
CurQUpRev4WkAgo | EPS Revisions Current Quarter | Current Quarter Up Revisions, 4 Weeks ago NOTE: Weekly data only. Complete estimate data is available starting in 2000 | Full Description |
CurQUpRevLastWk | EPS Revisions Current Quarter | Current 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 CurRatioGr%PQ CurRatioGr%PYQ CurRatioGr%TTM CurRatioGr%PQTTM CurRatioGr%A CurRatioGr%3Y CurRatioGr%5Y CurRatioGr%10Y CurRatioRSD%ANN CurRatioRSD%TTM CurRatioRegEstANN CurRatioRegEstTTM CurRatioRegGr%ANN CurRatioRegGr%TTM CurRatio3YAvg CurRatio5YAvg | Current Ratio | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
CurRatioQInd | Current Ratio, Industry | Current Ratio Industry, Quarterly | Full Description |
CurrYRevRatio4W | Estimate Revision Direction | Ratio ranging from -1 to +1 indicating the direction of revisions for the stock's industry. The extreme values 1 and -1 would indicate that every analyst's CurrY estimate in the industry have been revised upward and downward respectively in the past 4 Weeks. | Full Description |
DaysDiff() | Date | Returns the number of days between the given dates. Dates are numbers in this format YYYYMMDD. | |
DaysFromDivEx | Dividends | Days since the last dividend ex-date. Always a positive number or NA | Full Description |
DaysFromDivPay | Dividends | Days 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 |
DaysFromMergerAnn | Corporate 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 |
DaysLate | Earnings Release | Returns 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 details | Full Description |
DaysSince() | Date | Returns the number of days since the given date. Date is a number in this format YYYYMMDD. | |
DaysToDivEx | Dividends | Days 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 |
DaysToDivPay | Dividends | Days until next dividend payment date. Always a positive number or NA. | Full Description |
DbtLT() DbtLTQ DbtLTPQ DbtLTPYQ DbtLTTTM DbtLTPTM DbtLTA DbtLTPY DbtLTGr%PQ DbtLTGr%PYQ DbtLTGr%TTM DbtLTGr%PQTTM DbtLTGr%A DbtLTGr%3Y DbtLTGr%5Y DbtLTGr%10Y DbtLTRSD%ANN DbtLTRSD%TTM DbtLTRegEstANN DbtLTRegEstTTM DbtLTRegGr%ANN DbtLTRegGr%TTM DbtLTPSQ DbtLTPSA DbtLT%AssetsQ DbtLT%AssetsA DbtLT3YAvg DbtLT5YAvg | Long Term Debt | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DbtLT2Ast() DbtLT2AstQ DbtLT2AstPQ DbtLT2AstPYQ DbtLT2AstTTM DbtLT2AstPTM DbtLT2AstA DbtLT2AstPY DbtLT2AstGr%PQ DbtLT2AstGr%PYQ DbtLT2AstGr%TTM DbtLT2AstGr%PQTTM DbtLT2AstGr%A DbtLT2AstGr%3Y DbtLT2AstGr%5Y DbtLT2AstGr%10Y DbtLT2AstRSD%ANN DbtLT2AstRSD%TTM DbtLT2AstRegEstANN DbtLT2AstRegEstTTM DbtLT2AstRegGr%ANN DbtLT2AstRegGr%TTM DbtLT2Ast3YAvg DbtLT2Ast5YAvg | Long Term Debt to Total Assets | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DbtLT2Cap() DbtLT2CapQ DbtLT2CapPQ DbtLT2CapPYQ DbtLT2CapTTM DbtLT2CapPTM DbtLT2CapA DbtLT2CapPY DbtLT2CapGr%PQ DbtLT2CapGr%PYQ DbtLT2CapGr%TTM DbtLT2CapGr%PQTTM DbtLT2CapGr%A DbtLT2CapGr%3Y DbtLT2CapGr%5Y DbtLT2CapGr%10Y DbtLT2CapRSD%ANN DbtLT2CapRSD%TTM DbtLT2CapRegEstANN DbtLT2CapRegEstTTM DbtLT2CapRegGr%ANN DbtLT2CapRegGr%TTM DbtLT2Cap3YAvg DbtLT2Cap5YAvg | Long Term Debt to Total Capital | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DbtLT2Eq() DbtLT2EqQ DbtLT2EqPQ DbtLT2EqPYQ DbtLT2EqTTM DbtLT2EqPTM DbtLT2EqA DbtLT2EqPY DbtLT2EqGr%PQ DbtLT2EqGr%PYQ DbtLT2EqGr%TTM DbtLT2EqGr%PQTTM DbtLT2EqGr%A DbtLT2EqGr%3Y DbtLT2EqGr%5Y DbtLT2EqGr%10Y DbtLT2EqRSD%ANN DbtLT2EqRSD%TTM DbtLT2EqRegEstANN DbtLT2EqRegEstTTM DbtLT2EqRegGr%ANN DbtLT2EqRegGr%TTM DbtLT2Eq3YAvg DbtLT2Eq5YAvg | Long Term Debt to Total Equity | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DbtLT2EqQInd | Long Term Debt To Total Equity, Industry | Long Term Debt To Total Equity Industry, Quarterly | Full Description |
DbtLTIssued() DbtLTIssuedQ DbtLTIssuedPQ DbtLTIssuedPYQ DbtLTIssuedTTM DbtLTIssuedPTM DbtLTIssuedA DbtLTIssuedPY DbtLTIssuedGr%PQ DbtLTIssuedGr%PYQ DbtLTIssuedGr%TTM DbtLTIssuedGr%PQTTM DbtLTIssuedGr%A DbtLTIssuedGr%3Y DbtLTIssuedGr%5Y DbtLTIssuedGr%10Y DbtLTIssuedRSD%ANN DbtLTIssuedRSD%TTM DbtLTIssuedRegEstANN DbtLTIssuedRegEstTTM DbtLTIssuedRegGr%ANN DbtLTIssuedRegGr%TTM DbtLTIssuedPSQ DbtLTIssuedPSA DbtLTIssued%SalesQ DbtLTIssued%SalesA DbtLTIssued%AssetsQ DbtLTIssued%AssetsA DbtLTIssued3YAvg DbtLTIssued5YAvg | Long Term Debt Issued | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DbtLTReduced() DbtLTReducedQ DbtLTReducedPQ DbtLTReducedPYQ DbtLTReducedTTM DbtLTReducedPTM DbtLTReducedA DbtLTReducedPY DbtLTReducedGr%PQ DbtLTReducedGr%PYQ DbtLTReducedGr%TTM DbtLTReducedGr%PQTTM DbtLTReducedGr%A DbtLTReducedGr%3Y DbtLTReducedGr%5Y DbtLTReducedGr%10Y DbtLTReducedRSD%ANN DbtLTReducedRSD%TTM DbtLTReducedRegEstANN DbtLTReducedRegEstTTM DbtLTReducedRegGr%ANN DbtLTReducedRegGr%TTM DbtLTReducedPSQ DbtLTReducedPSA DbtLTReduced%SalesQ DbtLTReduced%SalesA DbtLTReduced%AssetsQ DbtLTReduced%AssetsA DbtLTReduced3YAvg DbtLTReduced5YAvg | Long Term Debt Reduced | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DbtS2NI() DbtS2NIQ DbtS2NIPQ DbtS2NIPYQ DbtS2NITTM DbtS2NIPTM DbtS2NIA DbtS2NIPY DbtS2NIGr%PQ DbtS2NIGr%PYQ DbtS2NIGr%TTM DbtS2NIGr%PQTTM DbtS2NIGr%A DbtS2NIGr%3Y DbtS2NIGr%5Y DbtS2NIGr%10Y DbtS2NIRSD%ANN DbtS2NIRSD%TTM DbtS2NIRegEstANN DbtS2NIRegEstTTM DbtS2NIRegGr%ANN DbtS2NIRegGr%TTM DbtS2NI3YAvg DbtS2NI5YAvg | Debt Service to Net Income | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DbtST() DbtSTQ DbtSTPQ DbtSTPYQ DbtSTTTM DbtSTPTM DbtSTA DbtSTPY DbtSTGr%PQ DbtSTGr%PYQ DbtSTGr%TTM DbtSTGr%PQTTM DbtSTGr%A DbtSTGr%3Y DbtSTGr%5Y DbtSTGr%10Y DbtSTRSD%ANN DbtSTRSD%TTM DbtSTRegEstANN DbtSTRegEstTTM DbtSTRegGr%ANN DbtSTRegGr%TTM DbtSTPSQ DbtSTPSA DbtST%AssetsQ DbtST%AssetsA DbtST3YAvg DbtST5YAvg | Short Term Debt | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DbtTot() DbtTotQ DbtTotPQ DbtTotPYQ DbtTotTTM DbtTotPTM DbtTotA DbtTotPY DbtTotGr%PQ DbtTotGr%PYQ DbtTotGr%TTM DbtTotGr%PQTTM DbtTotGr%A DbtTotGr%3Y DbtTotGr%5Y DbtTotGr%10Y DbtTotRSD%ANN DbtTotRSD%TTM DbtTotRegEstANN DbtTotRegEstTTM DbtTotRegGr%ANN DbtTotRegGr%TTM DbtTotPSQ DbtTotPSA DbtTot%AssetsQ DbtTot%AssetsA DbtTot3YAvg DbtTot5YAvg | Total Debt | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DbtTot2Ast() DbtTot2AstQ DbtTot2AstPQ DbtTot2AstPYQ DbtTot2AstTTM DbtTot2AstPTM DbtTot2AstA DbtTot2AstPY DbtTot2AstGr%PQ DbtTot2AstGr%PYQ DbtTot2AstGr%TTM DbtTot2AstGr%PQTTM DbtTot2AstGr%A DbtTot2AstGr%3Y DbtTot2AstGr%5Y DbtTot2AstGr%10Y DbtTot2AstRSD%ANN DbtTot2AstRSD%TTM DbtTot2AstRegEstANN DbtTot2AstRegEstTTM DbtTot2AstRegGr%ANN DbtTot2AstRegGr%TTM DbtTot2Ast3YAvg DbtTot2Ast5YAvg | Total Debt To Total Assets | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DbtTot2Cap() DbtTot2CapQ DbtTot2CapPQ DbtTot2CapPYQ DbtTot2CapTTM DbtTot2CapPTM DbtTot2CapA DbtTot2CapPY DbtTot2CapGr%PQ DbtTot2CapGr%PYQ DbtTot2CapGr%TTM DbtTot2CapGr%PQTTM DbtTot2CapGr%A DbtTot2CapGr%3Y DbtTot2CapGr%5Y DbtTot2CapGr%10Y DbtTot2CapRSD%ANN DbtTot2CapRSD%TTM DbtTot2CapRegEstANN DbtTot2CapRegEstTTM DbtTot2CapRegGr%ANN DbtTot2CapRegGr%TTM DbtTot2Cap3YAvg DbtTot2Cap5YAvg | Total Debt to Total Capital | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DbtTot2Eq() DbtTot2EqQ DbtTot2EqPQ DbtTot2EqPYQ DbtTot2EqTTM DbtTot2EqPTM DbtTot2EqA DbtTot2EqPY DbtTot2EqGr%PQ DbtTot2EqGr%PYQ DbtTot2EqGr%TTM DbtTot2EqGr%PQTTM DbtTot2EqGr%A DbtTot2EqGr%3Y DbtTot2EqGr%5Y DbtTot2EqGr%10Y DbtTot2EqRSD%ANN DbtTot2EqRSD%TTM DbtTot2EqRegEstANN DbtTot2EqRegEstTTM DbtTot2EqRegGr%ANN DbtTot2EqRegGr%TTM DbtTot2Eq3YAvg DbtTot2Eq5YAvg | Total Debt to Total Equity | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DbtTot2EqQInd | Total Debt To Total Equity, Industry | Total Debt To Total Equity Industry, Quarterly | Full Description |
DepAmort() DepAmortQ DepAmortPQ DepAmortPYQ DepAmortTTM DepAmortPTM DepAmortA DepAmortPY DepAmortGr%PQ DepAmortGr%PYQ DepAmortGr%TTM DepAmortGr%PQTTM DepAmortGr%A DepAmortGr%3Y DepAmortGr%5Y DepAmortGr%10Y DepAmortRSD%ANN DepAmortRSD%TTM DepAmortRegEstANN DepAmortRegEstTTM DepAmortRegGr%ANN DepAmortRegGr%TTM DepAmortPSQ DepAmortPSA DepAmort%SalesQ DepAmort%SalesA DepAmort3YAvg DepAmort5YAvg | Depreciation and Amortization | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DepAmort2GP() DepAmort2GPQ DepAmort2GPPQ DepAmort2GPPYQ DepAmort2GPTTM DepAmort2GPPTM DepAmort2GPA DepAmort2GPPY DepAmort2GPGr%PQ DepAmort2GPGr%PYQ DepAmort2GPGr%TTM DepAmort2GPGr%PQTTM DepAmort2GPGr%A DepAmort2GPGr%3Y DepAmort2GPGr%5Y DepAmort2GPGr%10Y DepAmort2GPRSD%ANN DepAmort2GPRSD%TTM DepAmort2GPRegEstANN DepAmort2GPRegEstTTM DepAmort2GPRegGr%ANN DepAmort2GPRegGr%TTM DepAmort2GPPSQ DepAmort2GPPSA DepAmort2GP%SalesQ DepAmort2GP%SalesA DepAmort2GP%AssetsQ DepAmort2GP%AssetsA DepAmort2GP3YAvg DepAmort2GP5YAvg | Depreciation And Amort to Gross Profit | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DepAmortCF() DepAmortCFQ DepAmortCFPQ DepAmortCFPYQ DepAmortCFTTM DepAmortCFPTM DepAmortCFA DepAmortCFPY DepAmortCFGr%PQ DepAmortCFGr%PYQ DepAmortCFGr%TTM DepAmortCFGr%PQTTM DepAmortCFGr%A DepAmortCFGr%3Y DepAmortCFGr%5Y DepAmortCFGr%10Y DepAmortCFRSD%ANN DepAmortCFRSD%TTM DepAmortCFRegEstANN DepAmortCFRegEstTTM DepAmortCFRegGr%ANN DepAmortCFRegGr%TTM DepAmortCFPSQ DepAmortCFPSA DepAmortCF%SalesQ DepAmortCF%SalesA DepAmortCF%AssetsQ DepAmortCF%AssetsA DepAmortCF3YAvg DepAmortCF5YAvg | Depreciation and Amort, Cash Flow | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Div%ChgA | Dividend Growth | Dividend Percent Change, Year Over Year (%) | Full Description |
Div%ChgAInd | Industry Growth | Dividend Percent Change Industry, Year Over Year (%) | Full Description |
Div%ChgPYQ | Dividend Growth | Dividend Percent Change, Quarter vs Quarter a year ago (%) | Full Description |
Div%ChgTTM | Dividend Growth | Dividend Percent Change, TTM (%) | Full Description |
Div3YCGr% | Dividend Growth | Dividend Growth Rate, 3 Years (uses corporate action data) | Full Description |
Div3YCGr%Ind | Industry Growth | Dividend Growth Rate Industry, 3 Years (uses corporate action data) | |
Div5YCGr% | Dividend Growth | Dividend, 5 Year Growth Rate (uses corporate action data) | Full Description |
Div5YCGr%Ind | Industry Growth | Dividend Industry, 5 Year Growth Rate (uses corporate action data) | |
Divest() DivestQ DivestPQ DivestPYQ DivestTTM DivestPTM DivestA DivestPY DivestGr%PQ DivestGr%PYQ DivestGr%TTM DivestGr%PQTTM DivestGr%A DivestGr%3Y DivestGr%5Y DivestGr%10Y DivestRSD%ANN DivestRSD%TTM DivestRegEstANN DivestRegEstTTM DivestRegGr%ANN DivestRegGr%TTM DivestPSQ DivestPSA Divest%SalesQ Divest%SalesA Divest%AssetsQ Divest%AssetsA Divest3YAvg Divest5YAvg | Divestitures | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DivPaid() DivPaidQ DivPaidPQ DivPaidPYQ DivPaidTTM DivPaidPTM DivPaidA DivPaidPY DivPaidGr%PQ DivPaidGr%PYQ DivPaidGr%TTM DivPaidGr%PQTTM DivPaidGr%A DivPaidGr%3Y DivPaidGr%5Y DivPaidGr%10Y DivPaidRSD%ANN DivPaidRSD%TTM DivPaidRegEstANN DivPaidRegEstTTM DivPaidRegGr%ANN DivPaidRegGr%TTM DivPaidPSQ DivPaidPSA DivPaid%SalesQ DivPaid%SalesA DivPaid%AssetsQ DivPaid%AssetsA DivPaid3YAvg DivPaid5YAvg | Dividends Paid (Total Cash Flow) | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
DivPS() | Dividends in a Filing Period | Returns 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 EX DATES. See Full description for details. | Full Description |
DivPS52W | Dividends in a Time Period | Returns the sum of all regular dividends with ex-dates in the past calendar year. It's equivalent to DivPSDays(365,0,#Regular,#ExDate) | Full Description |
DivPS5YAvg | Dividends in a Filing Period | Annual average of regular dividends per share for the past 5 fiscal years using ex-dates. | Full Description |
DivPSDays() | Dividends in a Time Period | Sum or count of the dividends paid in the past number of days. By default it sums regular dividends with ex-dates in the period. See the full description for more details. | Full Description |
DivPSNextQ | Dividends in a Filing Period | Sum of all regular dividends with ex-dates falling in the ongoing quarter. If the company has not yet announced the dividends it returns 0 | Full Description |
DivPSNextQCnt | Dividends in a Filing Period | Count of all regular dividends with ex-dates in the ongoing quarter. If the company has not yet announced the dividends it returns 0 | Full Description |
DivPSQ | Dividends in a Filing Period | Sum of all regular dividends with ex-dates in the most recent quarter. This is equivalent to DivPS(0,QTR,#Regular,#ExDate) | Full Description |
DivPSTTM | Dividends in a Filing Period | Sum of all regular dividends with ex-date in the past 4 quarters. It is equivalent to DivPS(0,TTM,#Regular,#ExDate) | Full Description |
DMICrossOver() | Directional Movement Cross | Returns TRUE (or 1) if the DMI+ has crossed over the DMI- in the previous bars. DMI+ and DMI- are component of Welles Wilder DMI. To find stocks whose DMI+ crossed over the DMI- within the last 2 bars enter: DMICrossOver(14,2)=TRUE | Full Description |
DMICrossUnder() | Directional Movement Cross | Returns TRUE (or 1) if the DMI- has crossed over the DMI+ in the previous bars. DMI+ and DMI- are component of Welles Wilder DMI. To find stocks whose DMI- crossed over the DMI+ within the last 2 bars enter: DMICrossUnder(14,2)=TRUE | Full Description |
DMIMinus() | Directional Movement Indicator | Returns the DMI- component of the Directional Movement System developed by Welles Wilder. An offset can be specified to calculate past values. To find stocks with strong negative directional movement enter: DMIMinus(14,0) > DMIPlus(14,0) | Full Description |
DMIPlus() | Directional Movement Indicator | Returns the DMI+ component of the Directional Movement System developed by Welles Wilder. An offset can be specified to calculate past values. To find stocks with strong positive directional movement enter: DMIPlus(14,0) > DMIMinus(14,0) | Full Description |
EarnYield | Earnings Yield | The 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 EBITGr%PQ EBITGr%PYQ EBITGr%TTM EBITGr%PQTTM EBITGr%A EBITGr%3Y EBITGr%5Y EBITGr%10Y EBITRSD%ANN EBITRSD%TTM EBITRegEstANN EBITRegEstTTM EBITRegGr%ANN EBITRegGr%TTM EBITPSQ EBITPSA EBIT%SalesQ EBIT%SalesA EBIT3YAvg EBIT5YAvg | Earnings Before Interest and Taxes (EBIT) | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
EBITDA() EBITDAQ EBITDAPQ EBITDAPYQ EBITDATTM EBITDAPTM EBITDAA EBITDAPY EBITDAGr%PQ EBITDAGr%PYQ EBITDAGr%TTM EBITDAGr%PQTTM EBITDAGr%A EBITDAGr%3Y EBITDAGr%5Y EBITDAGr%10Y EBITDARSD%ANN EBITDARSD%TTM EBITDARegEstANN EBITDARegEstTTM EBITDARegGr%ANN EBITDARegGr%TTM EBITDAPSQ EBITDAPSA EBITDA%SalesQ EBITDA%SalesA EBITDA3YAvg EBITDA5YAvg | Earnings Before Interest, Taxes, Dep and Amort (EBITDA) | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
EBITDAActual() | EBITDA Actual | EBITDA Actual function | Full Description |
EBITDAActualGr%PYQ | EBITDA Actual | EBITDA Actual growth previous year quarter (PYQ) | Full Description |
EBITDAActualGr%TTM | EBITDA Actual | EBITDA Actual growth trailing twelve months (TTM) | Full Description |
EBITDAActualPTM | EBITDA Actual | EBITDA Actual previous twelve months | Full Description |
EBITDAActualTTM | EBITDA Actual | EBITDA Actual trailing twelve months | Full Description |
EBITDAEstCY | EBITDA Estimate Mean | Average of analyst estimates for EBITDA for the Current Year | Full Description |
EBITDAEstNY | EBITDA Estimate Mean | Average of analyst estimates for EBITDA for the Next Year | Full Description |
EBITDAEstY2 | EBITDA Estimate Mean | Average of analyst estimates for EBITDA for Year 2 | Full Description |
EBITDAEstY3 | EBITDA Estimate Mean | Average of analyst estimates for EBITDA for the Year 3 | Full Description |
EBITDAMgn%() EBITDAMgn%Q EBITDAMgn%PQ EBITDAMgn%PYQ EBITDAMgn%TTM EBITDAMgn%PTM EBITDAMgn%A EBITDAMgn%PY EBITDAMgn%Gr%PQ EBITDAMgn%Gr%PYQ EBITDAMgn%Gr%TTM EBITDAMgn%Gr%PQTTM EBITDAMgn%Gr%A EBITDAMgn%Gr%3Y EBITDAMgn%Gr%5Y EBITDAMgn%Gr%10Y EBITDAMgn%RSD%ANN EBITDAMgn%RSD%TTM EBITDAMgn%RegEstANN EBITDAMgn%RegEstTTM EBITDAMgn%RegGr%ANN EBITDAMgn%RegGr%TTM EBITDAMgn%3YAvg EBITDAMgn%5YAvg | EBITDA Margin | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | |
EBITDAMgn%5Y | EBITDA Margin | EBITDA Margin 5 year (%) | Full Description |
EBITDAMgn%5YAvgInd | EBITDA Margin, Industry | EBITDA Margin Industry, 5 year average (%) | Full Description |
EBITDAMgn%5YInd | EBITDA Margin, Industry | EBITDA Margin Industry, 5 year (%) | Full Description |
EBITDAPS() EBITDAPSQ EBITDAPSPQ EBITDAPSPYQ EBITDAPSTTM EBITDAPSPTM EBITDAPSA EBITDAPSPY EBITDAPSGr%PQ EBITDAPSGr%PYQ EBITDAPSGr%TTM EBITDAPSGr%PQTTM EBITDAPSGr%A EBITDAPSGr%3Y EBITDAPSGr%5Y EBITDAPSGr%10Y EBITDAPSRSD%ANN EBITDAPSRSD%TTM EBITDAPSRegEstANN EBITDAPSRegEstTTM EBITDAPSRegGr%ANN EBITDAPSRegGr%TTM EBITDAPS3YAvg EBITDAPS5YAvg | EBITDA Per Share | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | |
EBITDAYield | EBITDA Yield | The ratio is calculated by dividing the most recent 12 months EBITDA by the current enterprise value. | Full Description |
EMA() | Exponential Moving Average | Exponential moving average of a time series. Period is in 'bars' or 'trading days ago' (can vary depending on the series you choose). | Full Description |
EMA_D() | Exponential Moving Average | Exponential moving average of a time series. Period is in 'days' which include holidays. | Full Description |
EMA_W() | Exponential Moving Average | Exponential moving average of the weekly time series. | Full Description |
EPS#Positive | Income Trend | Consecutive years of positive EPS | Full Description |
EPSActual() | EPS Actual | Historical (Actual) EPS | Full Description |
EPSActualGr%PYQ | EPS Actual | EPS Actual Growth Previous Year Quarter (PYQ) | Full Description |
EPSActualGr%TTM | EPS Actual | EPS Actual Growth Trailing Twelve Months (TTM) | Full Description |
EPSActualPTM | EPS Actual | EPS Actual Previous Twelve Months (PTM) | Full Description |
EPSActualTTM | EPS Actual | EPS Actual Trailing Twelve Months (TTM) | Full Description |
EPSEst() | Historical EPS Estimate | Historical mean EPS estimate. | Full Description |
EPSExclXor() EPSExclXorQ EPSExclXorPQ EPSExclXorPYQ EPSExclXorTTM EPSExclXorPTM EPSExclXorA EPSExclXorPY EPSExclXorGr%PQ EPSExclXorGr%PYQ EPSExclXorGr%TTM EPSExclXorGr%PQTTM EPSExclXorGr%A EPSExclXorGr%3Y EPSExclXorGr%5Y EPSExclXorGr%10Y EPSExclXorRSD%ANN EPSExclXorRSD%TTM EPSExclXorRegEstANN EPSExclXorRegEstTTM EPSExclXorRegGr%ANN EPSExclXorRegGr%TTM EPSExclXor3YAvg EPSExclXor5YAvg | Earnings Per Share (EPS) Excl Xor | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
EPSExclXorGr%3YInd | Industry Growth | EPS Growth Rate Industry, 3 Years (%) | Full Description |
EPSExclXorGr%5YInd | Industry Growth | Earnings Per Share Industry, 5 Year Growth Rate (%) | Full Description |
EPSExclXorGr%AInd | Industry Growth | EPS Percent Change Industry, Year Over Year (%) | Full Description |
EPSExclXorGr%PYQInd | Industry Growth | EPS Percent Change Industry, Most Recent Quarter vs. Quarter 1 Year Ago (%) | Full Description |
EPSExclXorGr%TTMInd | Industry Growth | EPS Percent Change Industry, TTM Over TTM (%) | Full Description |
EPSHistEstCnt() | Historical Estimate Number of Analysts | Historical EPS Estimate Number of Analysts | |
EPSHistEstSD() | Historical Estimate Standard Deviation | Historical EPS Estimate Standard Deviation | |
EPSInclXor() EPSInclXorQ EPSInclXorPQ EPSInclXorPYQ EPSInclXorTTM EPSInclXorPTM EPSInclXorA EPSInclXorPY EPSInclXorGr%PQ EPSInclXorGr%PYQ EPSInclXorGr%TTM EPSInclXorGr%PQTTM EPSInclXorGr%A EPSInclXorGr%3Y EPSInclXorGr%5Y EPSInclXorGr%10Y EPSInclXorRSD%ANN EPSInclXorRSD%TTM EPSInclXorRegEstANN EPSInclXorRegEstTTM EPSInclXorRegGr%ANN EPSInclXorRegGr%TTM EPSInclXor3YAvg EPSInclXor5YAvg | Earnings Per Share (EPS) Incl Xor | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
EPSStableQ | Earnings Per Share (EPS) Stability | EPS Stability (standard deviation of the past 20 quarters) | Full Description |
EPSSUE() | Unexpected Earnings (SUE) | Standardized Unexpected Earnings general formula | Full Description |
EPSSurprise() | Analyst EPS Surprise | EPS surprise (Est vs. Actual) | Full Description |
EqIssued() EqIssuedQ EqIssuedPQ EqIssuedPYQ EqIssuedTTM EqIssuedPTM EqIssuedA EqIssuedPY EqIssuedGr%PQ EqIssuedGr%PYQ EqIssuedGr%TTM EqIssuedGr%PQTTM EqIssuedGr%A EqIssuedGr%3Y EqIssuedGr%5Y EqIssuedGr%10Y EqIssuedRSD%ANN EqIssuedRSD%TTM EqIssuedRegEstANN EqIssuedRegEstTTM EqIssuedRegGr%ANN EqIssuedRegGr%TTM EqIssuedPSQ EqIssuedPSA EqIssued%SalesQ EqIssued%SalesA EqIssued%AssetsQ EqIssued%AssetsA EqIssued3YAvg EqIssued5YAvg | Equity Issued | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
EqPurch() EqPurchQ EqPurchPQ EqPurchPYQ EqPurchTTM EqPurchPTM EqPurchA EqPurchPY EqPurchGr%PQ EqPurchGr%PYQ EqPurchGr%TTM EqPurchGr%PQTTM EqPurchGr%A EqPurchGr%3Y EqPurchGr%5Y EqPurchGr%10Y EqPurchRSD%ANN EqPurchRSD%TTM EqPurchRegEstANN EqPurchRegEstTTM EqPurchRegGr%ANN EqPurchRegGr%TTM EqPurchPSQ EqPurchPSA EqPurch%SalesQ EqPurch%SalesA EqPurch%AssetsQ EqPurch%AssetsA EqPurch3YAvg EqPurch5YAvg | Equity Purchased | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
EqTot() EqTotQ EqTotPQ EqTotPYQ EqTotTTM EqTotPTM EqTotA EqTotPY EqTotGr%PQ EqTotGr%PYQ EqTotGr%TTM EqTotGr%PQTTM EqTotGr%A EqTotGr%3Y EqTotGr%5Y EqTotGr%10Y EqTotRSD%ANN EqTotRSD%TTM EqTotRegEstANN EqTotRegEstTTM EqTotRegGr%ANN EqTotRegGr%TTM EqTotPSQ EqTotPSA EqTot%AssetsQ EqTot%AssetsA EqTot3YAvg EqTot5YAvg | Shareholder's Equity Total | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
EstimateXY() | Regression Estimate | Returns the Y estimate for a previously computed XY regression. | Full Description |
EstimateY() | Regression Estimate | Returns the Y estimate for a previously computed regression. Note that offset depends on the regression. Please see the Full Description | Full Description |
ETFAssetClass | ETF Asset Class | ETFAssetClass returns the ETF Asset Class. For example to eliminate all currency ETFs enter: ETFAssetClass != CURR | Full Description |
ETFAssetClassSet() | ETF Asset Class | Return 1 (TRUE) if the ETF Asset Class is one of the parameters | Full Description |
ETFClassCount | ETF Taxonomy Weight | Number of positions in the ETF category. | |
ETFClassWeight | ETF Taxonomy Weight | Weight of the ETF category as % of total market value. | |
ETFCountry | ETF Country | ETFCountry 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 |
ETFCountryCount | ETF Taxonomy Weight | Number of positions in the ETF category. | |
ETFCountrySet() | ETF Country | Return 1 (TRUE) if the ETF Country is one of the parameters | Full Description |
ETFCountryWeight | ETF Taxonomy Weight | Weight of the ETF category as % of total market value. | |
ETFFamily | ETF Family | ETFFamily returns the ETF Family. For example to eliminate all iShares ETFs enter: ETFFamily != ISHARES | Full Description |
ETFFamilyCount | ETF Taxonomy Weight | Number of positions in the ETF category. | |
ETFFamilySet() | ETF Family | Return 1 (TRUE) if the ETF Family is one of the parameters | Full Description |
ETFFamilyWeight | ETF Taxonomy Weight | Weight of the ETF category as % of total market value. | |
ETFMethod | ETF Method | ETFMethod returns the ETF Method. For example to return only short ETFs enter: ETFMethod = LEVSHORT or ETFMethod = STANSHORT | Full Description |
ETFMethodCount | ETF Taxonomy Weight | Number of positions in the ETF category. | |
ETFMethodSet() | ETF Method | Return 1 (TRUE) if the ETF Method is one of the parameters | Full Description |
ETFMethodWeight | ETF Taxonomy Weight | Weight of the ETF category as % of total market value. | |
ETFRegion | ETF Region | ETFRegion returns the ETF Region. For example to eliminate all emerging markets ETFs enter: ETFRegion != EMERG | Full Description |
ETFRegionCount | ETF Taxonomy Weight | Number of positions in the ETF category. | |
ETFRegionSet() | ETF Region | Return 1 (TRUE) if the ETF Region is one of the parameters | Full Description |
ETFRegionWeight | ETF Taxonomy Weight | Weight of the ETF category as % of total market value. | |
ETFSecCount | ETF Taxonomy Weight | Number of positions in the ETF category. | Full Description |
ETFSector | ETF Sector | ETFSector returns the ETFSector. For example to eliminate all financial ETFs enter: ETFSector != FINANCIAL | Full Description |
ETFSectorSet() | ETF Sector | Return 1 (TRUE) if the ETF Sector is one of the parameters | Full Description |
ETFSecWeight | ETF Taxonomy Weight | Weight of the ETF category as % of total market value. | Full Description |
ETFSize | ETF Size | ETFSize returns the ETF Size. For example to eliminate all smallcap ETFs enter: ETFSize != ETF_SMALLCAP | Full Description |
ETFSizeCount | ETF Taxonomy Weight | Number of positions in the ETF category. | |
ETFSizeSet() | ETF Size | Return 1 (TRUE) if the ETF Size is one of the parameters | Full Description |
ETFSizeWeight | ETF Taxonomy Weight | Weight of the ETF category as % of total market value. | |
ETFStyle | ETF Style | ETFStyle returns the ETF Style. For example to eliminate all value ETFs enter: ETFStyle != VALUE | Full Description |
ETFStyleCount | ETF Taxonomy Weight | Number of positions in the ETF category. | |
ETFStyleSet() | ETF Style | Return 1 (TRUE) if the ETF Style is one of the parameters | Full Description |
ETFStyleWeight | ETF Taxonomy Weight | Weight of the ETF category as % of total market value. | |
EV | Enterprise Value | Enterprise Value is an estimated measure of the total value of a corporation. | Full Description |
EV2EBITDA() EV2EBITDAQ EV2EBITDAPQ EV2EBITDAPYQ EV2EBITDATTM EV2EBITDAPTM EV2EBITDAA EV2EBITDAPY | Enterprise value to EBITDA | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM | Full Description |
EV2Sales() EV2SalesQ EV2SalesPQ EV2SalesPYQ EV2SalesTTM EV2SalesPTM EV2SalesA EV2SalesPY | Enterprise value to Sales | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM | Full Description |
Eval() | Evaluate condition and return one of two values | Executes expr1 if the condition evaluates to non-zero, or expr2 otherwise. See Full Description for examples of the many uses of Eval() | Full Description |
EvenID | Unique ID Odd or Even | Returns 1 (TRUE) if the internal ID of the stock or ETF is Even, 0 (FALSE) otherwise. Can be used for data-mining to create two samples from the universe. | Full Description |
EVPS | Enterprise Value | Enterprise Value per share is Enterprise Value divided by the number of outstanding shares | Full Description |
ExchangeCode | Exchange Code | Returns the point in time exchange code where the listing trades | Full Description |
ExchCountry() | Exchange Country | Returns 1 (TRUE) if the country of the exchange where the security trades 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 of country codes. | Full Description |
ExpNonOp() ExpNonOpQ ExpNonOpPQ ExpNonOpPYQ ExpNonOpTTM ExpNonOpPTM ExpNonOpA ExpNonOpPY ExpNonOpGr%PQ ExpNonOpGr%PYQ ExpNonOpGr%TTM ExpNonOpGr%PQTTM ExpNonOpGr%A ExpNonOpGr%3Y ExpNonOpGr%5Y ExpNonOpGr%10Y ExpNonOpRSD%ANN ExpNonOpRSD%TTM ExpNonOpRegEstANN ExpNonOpRegEstTTM ExpNonOpRegGr%ANN ExpNonOpRegGr%TTM ExpNonOpPSQ ExpNonOpPSA ExpNonOp%SalesQ ExpNonOp%SalesA ExpNonOp3YAvg ExpNonOp5YAvg | Non-Operating Expenses | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
FCF() FCFQ FCFPQ FCFPYQ FCFTTM FCFPTM FCFA FCFPY FCFGr%PQ FCFGr%PYQ FCFGr%TTM FCFGr%PQTTM FCFGr%A FCFGr%3Y FCFGr%5Y FCFGr%10Y FCFRSD%ANN FCFRSD%TTM FCFRegEstANN FCFRegEstTTM FCFRegGr%ANN FCFRegGr%TTM FCFPSQ FCFPSA FCF%SalesQ FCF%SalesA FCF%AssetsQ FCF%AssetsA FCF3YAvg FCF5YAvg | Free Cash Flow | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
FCFEstCY | FCF Estimate Mean | Free cash flow estimate mean current year | Full Description |
FCFEstNY | FCF Estimate Mean | Free cash flow estimate mean next year | Full Description |
FCFEstY2 | FCF Estimate Mean | Free cash flow estimate mean 2 years | Full Description |
FCFEstY3 | FCF Estimate Mean | Free cash flow estimate mean 3 years | Full Description |
FCFLMgn%() FCFLMgn%Q FCFLMgn%PQ FCFLMgn%PYQ FCFLMgn%TTM FCFLMgn%PTM FCFLMgn%A FCFLMgn%PY FCFLMgn%Gr%PQ FCFLMgn%Gr%PYQ FCFLMgn%Gr%TTM FCFLMgn%Gr%PQTTM FCFLMgn%Gr%A FCFLMgn%Gr%3Y FCFLMgn%Gr%5Y FCFLMgn%Gr%10Y FCFLMgn%RSD%ANN FCFLMgn%RSD%TTM FCFLMgn%RegEstANN FCFLMgn%RegEstTTM FCFLMgn%RegGr%ANN FCFLMgn%RegGr%TTM FCFLMgn%3YAvg FCFLMgn%5YAvg | Free Cash Flow Margin | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
FCFPS() FCFPSQ FCFPSPQ FCFPSPYQ FCFPSTTM FCFPSPTM FCFPSA FCFPSPY FCFPSGr%PQ FCFPSGr%PYQ FCFPSGr%TTM FCFPSGr%PQTTM FCFPSGr%A FCFPSGr%3Y FCFPSGr%5Y FCFPSGr%10Y FCFPSRSD%ANN FCFPSRSD%TTM FCFPSRegEstANN FCFPSRegEstTTM FCFPSRegGr%ANN FCFPSRegGr%TTM FCFPS3YAvg FCFPS5YAvg | Free Cash Flow Per Share | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
FCFYield | Free Cash Flow Yield | The ratio is calculated by dividing the most recent trailing twelve months free cash flow by market cap. | Full Description |
FCount() | Group Count | Counts the number of stocks in each scope where formula is true (non 0) | Full Description |
FHist() | Point In Time Value | Returns the value of 'formula' calculated in the past (or future when using negative values). Split/dividend sensitive values adjusted to the as-of date (observation date). | Full Description |
FHistAvg() | Historical Average | Returns the average of 'formula' sampled multiple times in the past. Split/dividend sensitive values adjusted to the as-of date (observation date). | Full Description |
FHistMax() | Historical Max | Returns the maximum value of 'formula' sampled multiple times in the past. Split/dividend sensitive values adjusted to the as-of date (observation date). | Full Description |
FHistMed() | Historical Median | Returns the median of 'formula' sampled multiple times in the past. Split/dividend sensitive values adjusted to the as-of date (observation date). | Full Description |
FHistMin() | Historical Min | Returns the minimum value of 'formula' sampled multiple times in the past. Split/dividend sensitive values adjusted to the as-of date (observation date). | Full Description |
FHistRank() | FHist Rank | Returns the percentile rank from 0 to 100 of most recent value vs. previous PIT values. | Full Description |
FHistRel() | FHist Relative | Returns the relative value from 0 to 1 of most recent value vs. previous minimum and maximum PIT values. | Full Description |
FHistRelStdDev() | Historical Relative Standard Deviation | Returns the RSD of 'formula' sampled multiple times in the past. Split/dividend sensitive values adjusted to the as-of date (observation date). | Full Description |
FHistStdDev() | Historical Standard Deviation | Returns the SD of 'formula' sampled multiple times in the past. Split/dividend sensitive values adjusted to the as-of date (observation date). | Full Description |
FHistSum() | Historical Sum | Returns the sum of 'formula' sampled multiple times in the past. Split/dividend sensitive values adjusted to the as-of date (observation date). | Full Description |
FHistZScore() | FHist ZScore | Returns the zscore of most recent value vs. previous PIT values. | Full Description |
FIGI() | FIGI | Returns 1(TRUE) if the FIGI is in the list, 0 (FALSE) otherwise. This searches the global share class level FIGIs. To add FIGIs to the screen report visit Screen Reports. | |
FlipFlop() | Flip Flop | Returns TRUE or FALSE depending on the last threshold that was exceeded | Full Description |
Float | Float | Float (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 |
FloatPct | Float | This 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() | Group Median | Returns the median value of the formula in each scope | Full Description |
FOrder() | Order in a Group | Sorts stocks based on formula and returns the position in the array. | Full Description |
FRank() | Rank in a Group | Ranks stocks based on a formula and returns the percentile. | Full Description |
FSum() | Group Sum | Returns the sum value of the formula in each scope | Full Description |
FundsFromOp() FundsFromOpQ FundsFromOpPQ FundsFromOpPYQ FundsFromOpTTM FundsFromOpPTM FundsFromOpA FundsFromOpPY FundsFromOpGr%PQ FundsFromOpGr%PYQ FundsFromOpGr%TTM FundsFromOpGr%PQTTM FundsFromOpGr%A FundsFromOpGr%3Y FundsFromOpGr%5Y FundsFromOpGr%10Y FundsFromOpRSD%ANN FundsFromOpRSD%TTM FundsFromOpRegEstANN FundsFromOpRegEstTTM FundsFromOpRegGr%ANN FundsFromOpRegGr%TTM FundsFromOpPSQ FundsFromOpPSA FundsFromOp%SalesQ FundsFromOp%SalesA FundsFromOp%AssetsQ FundsFromOp%AssetsA FundsFromOp3YAvg FundsFromOp5YAvg | Funds From Operations (FFO) | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Future%Chg() | Future Return | Future total return | Full Description |
Future%Chg_D() | Future Return | Future total return | Full Description |
FutureDivFactor | Future Dividend Factor | Returns the product of all the dividends in the future of the observation date (As-Of Date) | |
FutureDivSplitFactor | Future Dividend and Split Factor | Returns the product of all the splits and dividends in the future of the observation date (As-Of Date) | |
FutureRel%Chg() | Future Return | Future total return relative to the benchmark or other series | Full Description |
FutureRel%Chg_D() | Future Return | Future total return relative to the benchmark or other series | Full Description |
FutureSplitFactor | Future Split Factor | Returns the product of all the splits in the future of the observation date (As-Of Date) | |
FXPerf() | Currency Adjustment Ratio | Ratio to normalize a stock performance to the currency of your system | Full Description |
FXRate | Foreign exchange rate | FXRate gives you the foreign exchange rate used to convert the currency of the stock (or ETF) to the currency in the screen/ranking system/simulation. | Full Description |
FY2EPSMean | EPS Estimate Other Years | EPS mean estimate 2 years | |
FY2SalesMean | Sales Estimate Other Years | Sales estimate 2 years | |
FY3EPSMean | EPS Estimate Other Years | EPS estimate 3 years | |
FY3SalesMean | Sales Estimate Other Years | Sales estimate 3 years | |
Gain | Dollar Return of Position | Return of an existing position in dollars | |
GainPct | Percent return of Position | Return of an existing position in % (dividends are not included). Ex: to sell a position if it gained 50% enter: GainPct>50 | |
GapDown() | Gap Down | This function returns TRUE (1) when a stock has a Gap Down pattern in the period specified by the 'bars' parameters, with the start bar being specified by 'offset'. | Full Description |
GapUp() | Gap Up | This function returns TRUE (1) when a stock has a Gap Up pattern in the period specified by the 'bars' parameters, with the start bar being specified by 'offset'. | Full Description |
GetRank() | Latest Rank | Returns the rank of the ticker | |
GetRankPos() | Latest Rank | Returns the rank position of the ticker | |
GetSeries() | GetSeries | Use 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 |
GMgn%() GMgn%Q GMgn%PQ GMgn%PYQ GMgn%TTM GMgn%PTM GMgn%A GMgn%PY GMgn%Gr%PQ GMgn%Gr%PYQ GMgn%Gr%TTM GMgn%Gr%PQTTM GMgn%Gr%A GMgn%Gr%3Y GMgn%Gr%5Y GMgn%Gr%10Y GMgn%RSD%ANN GMgn%RSD%TTM GMgn%RegEstANN GMgn%RegEstTTM GMgn%RegGr%ANN GMgn%RegGr%TTM GMgn%3YAvg GMgn%5YAvg | Gross Profit Margin | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
GMgn%5Y | Gross Profit Margin | Gross Margin, 5 Year Factor (%) | Full Description |
GMgn%5YAvgInd | Gross Profit Margin, Industry | Gross Margin Industry, 5 Year Average (%) | Full Description |
GMgn%5YInd | Gross Profit Margin, Industry | Gross Profit Margin Industry, 5 year (%) | Full Description |
GMgn%_GAAP() GMgn%_GAAPQ GMgn%_GAAPPQ GMgn%_GAAPPYQ GMgn%_GAAPTTM GMgn%_GAAPPTM GMgn%_GAAPA GMgn%_GAAPPY GMgn%_GAAPGr%PQ GMgn%_GAAPGr%PYQ GMgn%_GAAPGr%TTM GMgn%_GAAPGr%PQTTM GMgn%_GAAPGr%A GMgn%_GAAPGr%3Y GMgn%_GAAPGr%5Y GMgn%_GAAPGr%10Y GMgn%_GAAPRSD%ANN GMgn%_GAAPRSD%TTM GMgn%_GAAPRegEstANN GMgn%_GAAPRegEstTTM GMgn%_GAAPRegGr%ANN GMgn%_GAAPRegGr%TTM GMgn%_GAAP3YAvg GMgn%_GAAP5YAvg | Gross Profit Margin GAAP | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
GMgn%TTMInd | Gross Profit Margin, Industry | Gross Margin Industry, TTM (%) | Full Description |
Goodwill() GoodwillQ GoodwillPQ GoodwillPYQ GoodwillTTM GoodwillPTM GoodwillA GoodwillPY GoodwillGr%PQ GoodwillGr%PYQ GoodwillGr%TTM GoodwillGr%PQTTM GoodwillGr%A GoodwillGr%3Y GoodwillGr%5Y GoodwillGr%10Y GoodwillRSD%ANN GoodwillRSD%TTM GoodwillRegEstANN GoodwillRegEstTTM GoodwillRegGr%ANN GoodwillRegGr%TTM GoodwillPSQ GoodwillPSA Goodwill%AssetsQ Goodwill%AssetsA Goodwill3YAvg Goodwill5YAvg | Goodwill | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Gr%() | Growth Rate Annualized | Calculates the annual growth rate as 100 * (pow(1 + (a - b) / abs(b), 1/years) -1). When years is 1 or unspecified, calculates growth rate as 100 * ((a - b) / abs(b)). | |
GrossPlant() GrossPlantQ GrossPlantPQ GrossPlantPYQ GrossPlantTTM GrossPlantPTM GrossPlantA GrossPlantPY GrossPlantGr%PQ GrossPlantGr%PYQ GrossPlantGr%TTM GrossPlantGr%PQTTM GrossPlantGr%A GrossPlantGr%3Y GrossPlantGr%5Y GrossPlantGr%10Y GrossPlantRSD%ANN GrossPlantRSD%TTM GrossPlantRegEstANN GrossPlantRegEstTTM GrossPlantRegGr%ANN GrossPlantRegGr%TTM GrossPlantPSQ GrossPlantPSA GrossPlant%AssetsQ GrossPlant%AssetsA GrossPlant3YAvg GrossPlant5YAvg | Gross Property Plant and Equipment | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
GrossProfit() GrossProfitQ GrossProfitPQ GrossProfitPYQ GrossProfitTTM GrossProfitPTM GrossProfitA GrossProfitPY GrossProfitGr%PQ GrossProfitGr%PYQ GrossProfitGr%TTM GrossProfitGr%PQTTM GrossProfitGr%A GrossProfitGr%3Y GrossProfitGr%5Y GrossProfitGr%10Y GrossProfitRSD%ANN GrossProfitRSD%TTM GrossProfitRegEstANN GrossProfitRegEstTTM GrossProfitRegGr%ANN GrossProfitRegGr%TTM GrossProfitPSQ GrossProfitPSA GrossProfit%SalesQ GrossProfit%SalesA GrossProfit%AssetsQ GrossProfit%AssetsA GrossProfit3YAvg GrossProfit5YAvg | Gross Profit | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
GrossProfit_GAAP() GrossProfit_GAAPQ GrossProfit_GAAPPQ GrossProfit_GAAPPYQ GrossProfit_GAAPTTM GrossProfit_GAAPPTM GrossProfit_GAAPA GrossProfit_GAAPPY GrossProfit_GAAPGr%PQ GrossProfit_GAAPGr%PYQ GrossProfit_GAAPGr%TTM GrossProfit_GAAPGr%PQTTM GrossProfit_GAAPGr%A GrossProfit_GAAPGr%3Y GrossProfit_GAAPGr%5Y GrossProfit_GAAPGr%10Y GrossProfit_GAAPRSD%ANN GrossProfit_GAAPRSD%TTM GrossProfit_GAAPRegEstANN GrossProfit_GAAPRegEstTTM GrossProfit_GAAPRegGr%ANN GrossProfit_GAAPRegGr%TTM GrossProfit_GAAPPSQ GrossProfit_GAAPPSA GrossProfit_GAAP%SalesQ GrossProfit_GAAP%SalesA GrossProfit_GAAP%AssetsQ GrossProfit_GAAP%AssetsA GrossProfit_GAAP3YAvg GrossProfit_GAAP5YAvg | Gross Profit GAAP | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Hi() | Price OHLCV | Historical High price 'bars' or 'trading days' ago (the length of a bar can be determined by the series used). Use negative values to peek into the future. | Full Description |
Hi_D() | Price OHLCV | Historical High price 'days' ago including holidays. Holidays are filled in with previous day close. | Full Description |
Hi_W() | Price OHLCV | Historical weekly High price. Use 0 for the most recent week, 1 for the week before, etc. | Full Description |
Higher() | Count higher/lower values in a set | Returns 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 | |
HighPct() | Percent From Hi/Lo | Percent from high in the period (incl div) | |
HighPct_W() | Percent From Hi/Lo | Percent from high in the period using the weekly series (incl div) | |
HighVal() | Price Highest/Lowest | This function returns the highest value of the series within the specified lookback period. The close prices are used by default. | Full Description |
HighValBar() | Price Highest/Lowest | This function returns bar where highest value of the series occurred within the specified lookback period. The close prices are used by default. | Full Description |
HistQ1Difference | Historical EPS Difference | Historical Quarter Difference (Actual - Estimate), 1 Quarter Ago | |
HistQ1EPSActual | EPS Actual | Historical EPS (Actual), 1 Quarter ago | Full Description |
HistQ1EPSEst | Historical EPS Estimate | Historical EPS Mean Estimate, 1 Quarter ago | Full Description |
HistQ2Difference | Historical EPS Difference | Historical Quarter Difference (Actual - Estimate), 2 Quarters Ago | |
HistQ2EPSActual | EPS Actual | Historical EPS (Actual), 2 Quarters ago | Full Description |
HistQ2EPSEst | Historical EPS Estimate | Historical EPS Mean Estimate, 2 Quarters ago | Full Description |
HistQ3Difference | Historical EPS Difference | Historical Quarter Difference (Actual - Estimate), 3 Quarters Ago | |
HistQ3EPSActual | EPS Actual | Historical EPS (Actual), 3 Quarters ago | Full Description |
HistQ3EPSEst | Historical EPS Estimate | Historical EPS Mean Estimate, 3 Quarters ago | Full Description |
HistQ4Difference | Historical EPS Difference | Historical Quarter Difference (Actual - Estimate), 4 Quarters Ago | |
HistQ4EPSActual | EPS Actual | Historical EPS (Actual), 4 Quarters ago | Full Description |
HistQ4EPSEst | Historical EPS Estimate | Historical EPS Mean Estimate, 4 Quarters ago | Full Description |
HistQ5Difference | Historical EPS Difference | Historical Quarter Difference (Actual - Estimate), 5 Quarters Ago | |
HistQ5EPSActual | EPS Actual | Historical EPS (Actual), 5 Quarters ago | Full Description |
HistQ5EPSEst | Historical EPS Estimate | Historical EPS Mean Estimate, 5 Quarters ago | Full Description |
HoldingsCnt() | Running count of holdings | Returns a count of stocks in the list that are current holdings | |
Holiday() | Holiday | Returns TRUE (1) if weekday is a holiday, FALSE (0) otherwise. Use negative values to check for upcoming holidays. (Note: It doesn't support checking future dates.) | |
IAC() IACQ IACPQ IACPYQ IACTTM IACPTM IACA IACPY IACGr%PQ IACGr%PYQ IACGr%TTM IACGr%PQTTM IACGr%A IACGr%3Y IACGr%5Y IACGr%10Y IACRSD%ANN IACRSD%TTM IACRegEstANN IACRegEstTTM IACRegGr%ANN IACRegGr%TTM IACPSQ IACPSA IAC%SalesQ IAC%SalesA IAC3YAvg IAC5YAvg | Income Available to Common | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
IAD | Indicated Annual Dividend | Indicated Annual Dividend. This is a forward looking number used to calculate yield. It can also be used to find companies increasing their dividends. | |
IAD13W | Indicated Annual Dividend | Indicated Annual Dividend 3 months ago. It can be used to find companies increasing their dividends. | |
IAD26W | Indicated Annual Dividend | Indicated Annual Dividend 6 months ago. It can be used to find companies increasing their dividends. | |
IAD52W | Indicated Annual Dividend | Indicated Annual Dividend 1 year ago. It can be used to find companies increasing their dividends. | |
IncAftTax() IncAftTaxQ IncAftTaxPQ IncAftTaxPYQ IncAftTaxTTM IncAftTaxPTM IncAftTaxA IncAftTaxPY IncAftTaxGr%PQ IncAftTaxGr%PYQ IncAftTaxGr%TTM IncAftTaxGr%PQTTM IncAftTaxGr%A IncAftTaxGr%3Y IncAftTaxGr%5Y IncAftTaxGr%10Y IncAftTaxRSD%ANN IncAftTaxRSD%TTM IncAftTaxRegEstANN IncAftTaxRegEstTTM IncAftTaxRegGr%ANN IncAftTaxRegGr%TTM IncAftTaxPSQ IncAftTaxPSA IncAftTax%SalesQ IncAftTax%SalesA IncAftTax3YAvg IncAftTax5YAvg | Income After Taxes | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
IncBTax() IncBTaxQ IncBTaxPQ IncBTaxPYQ IncBTaxTTM IncBTaxPTM IncBTaxA IncBTaxPY IncBTaxGr%PQ IncBTaxGr%PYQ IncBTaxGr%TTM IncBTaxGr%PQTTM IncBTaxGr%A IncBTaxGr%3Y IncBTaxGr%5Y IncBTaxGr%10Y IncBTaxRSD%ANN IncBTaxRSD%TTM IncBTaxRegEstANN IncBTaxRegEstTTM IncBTaxRegGr%ANN IncBTaxRegGr%TTM IncBTaxPSQ IncBTaxPSA IncBTax%SalesQ IncBTax%SalesA IncBTax3YAvg IncBTax5YAvg | Income Before Taxes | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
IncBXorAdjCSE() IncBXorAdjCSEQ IncBXorAdjCSEPQ IncBXorAdjCSEPYQ IncBXorAdjCSETTM IncBXorAdjCSEPTM IncBXorAdjCSEA IncBXorAdjCSEPY IncBXorAdjCSEGr%PQ IncBXorAdjCSEGr%PYQ IncBXorAdjCSEGr%TTM IncBXorAdjCSEGr%PQTTM IncBXorAdjCSEGr%A IncBXorAdjCSEGr%3Y IncBXorAdjCSEGr%5Y IncBXorAdjCSEGr%10Y IncBXorAdjCSERSD%ANN IncBXorAdjCSERSD%TTM IncBXorAdjCSERegEstANN IncBXorAdjCSERegEstTTM IncBXorAdjCSERegGr%ANN IncBXorAdjCSERegGr%TTM IncBXorAdjCSEPSQ IncBXorAdjCSEPSA IncBXorAdjCSE%SalesQ IncBXorAdjCSE%SalesA IncBXorAdjCSE3YAvg IncBXorAdjCSE5YAvg | Income Before Xor Items Adj for Common | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
IncBXorForCom() IncBXorForComQ IncBXorForComPQ IncBXorForComPYQ IncBXorForComTTM IncBXorForComPTM IncBXorForComA IncBXorForComPY IncBXorForComGr%PQ IncBXorForComGr%PYQ IncBXorForComGr%TTM IncBXorForComGr%PQTTM IncBXorForComGr%A IncBXorForComGr%3Y IncBXorForComGr%5Y IncBXorForComGr%10Y IncBXorForComRSD%ANN IncBXorForComRSD%TTM IncBXorForComRegEstANN IncBXorForComRegEstTTM IncBXorForComRegGr%ANN IncBXorForComRegGr%TTM IncBXorForComPSQ IncBXorForComPSA IncBXorForCom%SalesQ IncBXorForCom%SalesA IncBXorForCom3YAvg IncBXorForCom5YAvg | Income Before Xor Items Avail for Common | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
IncPerEmp() IncPerEmpQ IncPerEmpPQ IncPerEmpPYQ IncPerEmpTTM IncPerEmpPTM IncPerEmpA IncPerEmpPY IncPerEmpGr%PQ IncPerEmpGr%PYQ IncPerEmpGr%TTM IncPerEmpGr%PQTTM IncPerEmpGr%A IncPerEmpGr%3Y IncPerEmpGr%5Y IncPerEmpGr%10Y IncPerEmpRSD%ANN IncPerEmpRSD%TTM IncPerEmpRegEstANN IncPerEmpRegEstTTM IncPerEmpRegGr%ANN IncPerEmpRegGr%TTM IncPerEmp3YAvg IncPerEmp5YAvg | Income Per Employee | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | |
IncPerEmpTTMInd | Income per Employee, Industry | Income Per Employee Industry, TTM | Full Description |
IncTaxExp() IncTaxExpQ IncTaxExpPQ IncTaxExpPYQ IncTaxExpTTM IncTaxExpPTM IncTaxExpA IncTaxExpPY IncTaxExpGr%PQ IncTaxExpGr%PYQ IncTaxExpGr%TTM IncTaxExpGr%PQTTM IncTaxExpGr%A IncTaxExpGr%3Y IncTaxExpGr%5Y IncTaxExpGr%10Y IncTaxExpRSD%ANN IncTaxExpRSD%TTM IncTaxExpRegEstANN IncTaxExpRegEstTTM IncTaxExpRegGr%ANN IncTaxExpRegGr%TTM IncTaxExpPSQ IncTaxExpPSA IncTaxExp%SalesQ IncTaxExp%SalesA IncTaxExp3YAvg IncTaxExp5YAvg | Income Tax Expense | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
IndCode | Industry Code | Industry Code. See Full Description for a complete list of codes | Full Description |
IndCount IndCount | Industry Count | Running count of stocks in the industry. This rule must be the last rule in the screen. | |
IndDescr | Industry Description | See Full Description for a complete list of names | Full Description |
Industry | Industry | Which industry the stock belongs to. For example, to screen for stocks in the leisure products industry use: Industry=LEISURE | Full Description |
IndWeight | Industry Weight | Weight of the industry as % of total market value. For a buy rule, the weight is checked assuming the stock is purchased. For a sell rule the weight is checked before the sell. | |
InList() | Stock is in Custom List | Returns 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#ShrPurch | Insider Factors | Insider total shares purchased past 6 months (positive number in millions) | Full Description |
Ins#ShrSold | Insider Factors | Insider total shares sold in the past 6 months (negative number in millions) | Full Description |
InsBuyTrans | Insider Factors | Insider number of BUY transactions in the past 6 months | Full Description |
InSet() | Check if an expression is in a set | Returns TRUE (1) if 'expression' is found in the list of parameters. For example, to screen for stocks in one of three industries you can write: InSet(Industry,ADVERT,CASINO,HOTELS) | |
Insider#Own | Insider Factors | Common stock in millions held by the officers and directors of the company plus beneficial owners who own more than 5 percent | Full Description |
Insider%Own | Insider Factors | Percent of common stock held by the officers and directors of the company plus beneficial owners who own more than 5 percent | Full Description |
InsiderBuySh12M() | Insider Functions | Shares bought by insiders past 12 months (in millions) | Full Description |
InsiderBuySh1M() | Insider Functions | Shares bought by insiders past 1 month (in millions) | Full Description |
InsiderBuySh3M() | Insider Functions | Shares bought by insiders past 3 months (in millions) | Full Description |
InsiderBuySh6M() | Insider Functions | Shares bought by insiders past 6 months (in millions) | Full Description |
InsiderBuyTran12M() | Insider Functions | Buy transactions by insiders past 12 months (in millions) | Full Description |
InsiderBuyTran1M() | Insider Functions | Buy transactions by insiders past 1 month (in millions) | Full Description |
InsiderBuyTran3M() | Insider Functions | Buy transactions by insiders past 3 months (in millions) | Full Description |
InsiderBuyTran6M() | Insider Functions | Buy transactions by insiders past 6 months (in millions) | Full Description |
InsiderSellSh12M() | Insider Functions | Shares sold by insiders past 12 months (in millions) | Full Description |
InsiderSellSh1M() | Insider Functions | Shares sold by insiders past 1 month (in millions) | Full Description |
InsiderSellSh3M() | Insider Functions | Shares sold by insiders past 3 months (in millions) | Full Description |
InsiderSellSh6M() | Insider Functions | Shares sold by insiders past 6 months (in millions) | Full Description |
InsiderSellTran12M() | Insider Functions | Sell transactions by insiders past 12 months | Full Description |
InsiderSellTran1M() | Insider Functions | Sell transactions by insiders past 1 month | Full Description |
InsiderSellTran3M() | Insider Functions | Sell transactions by insiders past 3 months | Full Description |
InsiderSellTran6M() | Insider Functions | Sell transactions by insiders past 6 months | Full Description |
InsiderUniqBuy1M() | Insider Functions | Unique number of insiders buying past 1 month | Full Description |
InsiderUniqBuy3M() | Insider Functions | Unique number of insiders buying past 3 months | Full Description |
InsiderUniqSell1M() | Insider Functions | Unique number of insiders selling past 1 month | Full Description |
InsiderUniqSell3M() | Insider Functions | Unique number of insiders selling past 3 months | Full Description |
InsNetShrPurch | Insider Factors | Insider total shares net in the past 6 months (positive or negative number in millions) | Full Description |
InsNetTrans | Insider Factors | Insider NET number of transactions in the past 6 months | Full Description |
InsSelTrans | Insider Factors | Insider number of SELL transactions in the past 6 months | Full Description |
Inst#ShsOwn | Institutional Factors | The number of shares of the company held by investors in the latest period (in millions) | Full Description |
Inst#ShsOwnPQ | Institutional Factors | The number of shares of the company held by investors in the previous period (in millions) | Full Description |
Inst#ShsPurch | Institutional Factors | The number of shares of the company purchased by investors during the latest period (in millions) | Full Description |
Inst#ShsPurchPQ | Institutional Factors | The number of shares of the company purchased by investors during the previous period (in millions) | Full Description |
Inst#ShsSold | Institutional Factors | The number of shares of the company sold by investors during the latest period (in millions) | Full Description |
Inst#ShsSoldPQ | Institutional Factors | The number of shares of the company sold by investors during the previous period (in millions) | Full Description |
Inst%Own | Institutional Factors | The percentage of shares outstanding of the company owned by institutional shareholders in the latest period | Full Description |
Inst%OwnInd | Institutional % Owned, Industry | Institutional Percent Owned Industry, (%) average | Full Description |
Inst%OwnPQ | Institutional Factors | The percentage of shares outstanding of the company owned by institutional shareholders in the previous period | Full Description |
InstitutionalBuyers() | Institutional Functions | The number of investors who purchased shares of the company during the period | Full Description |
InstitutionalClosed() | Institutional Functions | The number of investors who sold all shares and closed their holding position in the company during the period | Full Description |
InstitutionalHolders() | Institutional Functions | The total number of investors who own shares of the company | Full Description |
InstitutionalNewBuyers() | Institutional Functions | The number of investors who opened a new position in the company by purchasing shares during the period | Full Description |
InstitutionalPctChg() | Institutional Functions | The net shares changed as a percent of shares outstanding | Full Description |
InstitutionalPctOwn() | Institutional Functions | The percentage of shares outstanding of the company owned by institutional shareholders | Full Description |
InstitutionalSellers() | Institutional Functions | The number of investors who sold shares of the company during the period | Full Description |
InstitutionalShsBought() | Institutional Functions | The number of shares of the company purchased by investors during the period (in millions) | Full Description |
InstitutionalShsHeld() | Institutional Functions | The number of shares of the company held by investors at the end of the period (in millions) | Full Description |
InstitutionalShsNet() | Institutional Functions | The net number of shares of the company transacted by investors during the period (in millions) | Full Description |
InstitutionalShsSold() | Institutional Functions | The number of shares of the company sold by investors during the period (in millions) | Full Description |
InstNetPurch | Institutional Factors | The net number of shares of the company transacted by investors during the latest period (in millions) | Full Description |
InstNetPurchPQ | Institutional Factors | The 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 IntanOtherGr%PQ IntanOtherGr%PYQ IntanOtherGr%TTM IntanOtherGr%PQTTM IntanOtherGr%A IntanOtherGr%3Y IntanOtherGr%5Y IntanOtherGr%10Y IntanOtherRSD%ANN IntanOtherRSD%TTM IntanOtherRegEstANN IntanOtherRegEstTTM IntanOtherRegGr%ANN IntanOtherRegGr%TTM IntanOtherPSQ IntanOtherPSA IntanOther%AssetsQ IntanOther%AssetsA IntanOther3YAvg IntanOther5YAvg | Other Intangibles | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
IntCov() IntCovQ IntCovPQ IntCovPYQ IntCovTTM IntCovPTM IntCovA IntCovPY IntCovGr%PQ IntCovGr%PYQ IntCovGr%TTM IntCovGr%PQTTM IntCovGr%A IntCovGr%3Y IntCovGr%5Y IntCovGr%10Y IntCovRSD%ANN IntCovRSD%TTM IntCovRegEstANN IntCovRegEstTTM IntCovRegGr%ANN IntCovRegGr%TTM IntCov3YAvg IntCov5YAvg | Interest Coverage | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
IntCovTTMInd | Interest Coverage, Industry | Interest Coverage Industry, TTM | Full Description |
Intercept | Y Intercept | Returns the Y-Intercept for a previously computed regression | Full Description |
InterceptSE | Y Intercept Standard Error | Returns the Y-Intercept Standard Error for a previously computed regression | Full Description |
InterimMonths() | Interim Months | Months in the filing period for the given interim offset (the offset parameter is the number of interim periods you want to look back). Always returns either 3 or 6: 3 for stocks that report quarterly, 6 for those that report semiannually. This function will always return 3 for Compustat interims. | |
IntExp() IntExpQ IntExpPQ IntExpPYQ IntExpTTM IntExpPTM IntExpA IntExpPY IntExpGr%PQ IntExpGr%PYQ IntExpGr%TTM IntExpGr%PQTTM IntExpGr%A IntExpGr%3Y IntExpGr%5Y IntExpGr%10Y IntExpRSD%ANN IntExpRSD%TTM IntExpRegEstANN IntExpRegEstTTM IntExpRegGr%ANN IntExpRegGr%TTM IntExpPSQ IntExpPSA IntExp%SalesQ IntExp%SalesA IntExp3YAvg IntExp5YAvg | Interest Expense | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
IntInc() IntIncQ IntIncPQ IntIncPYQ IntIncTTM IntIncPTM IntIncA IntIncPY IntIncGr%PQ IntIncGr%PYQ IntIncGr%TTM IntIncGr%PQTTM IntIncGr%A IntIncGr%3Y IntIncGr%5Y IntIncGr%10Y IntIncRSD%ANN IntIncRSD%TTM IntIncRegEstANN IntIncRegEstTTM IntIncRegGr%ANN IntIncRegGr%TTM IntIncPSQ IntIncPSA IntInc%SalesQ IntInc%SalesA IntInc3YAvg IntInc5YAvg | Interest Income | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Inventory() InventoryQ InventoryPQ InventoryPYQ InventoryTTM InventoryPTM InventoryA InventoryPY InventoryGr%PQ InventoryGr%PYQ InventoryGr%TTM InventoryGr%PQTTM InventoryGr%A InventoryGr%3Y InventoryGr%5Y InventoryGr%10Y InventoryRSD%ANN InventoryRSD%TTM InventoryRegEstANN InventoryRegEstTTM InventoryRegGr%ANN InventoryRegGr%TTM InventoryPSQ InventoryPSA Inventory%AssetsQ Inventory%AssetsA Inventory3YAvg Inventory5YAvg | Inventory | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
InvstAdvOther() InvstAdvOtherQ InvstAdvOtherPQ InvstAdvOtherPYQ InvstAdvOtherTTM InvstAdvOtherPTM InvstAdvOtherA InvstAdvOtherPY InvstAdvOtherGr%PQ InvstAdvOtherGr%PYQ InvstAdvOtherGr%TTM InvstAdvOtherGr%PQTTM InvstAdvOtherGr%A InvstAdvOtherGr%3Y InvstAdvOtherGr%5Y InvstAdvOtherGr%10Y InvstAdvOtherRSD%ANN InvstAdvOtherRSD%TTM InvstAdvOtherRegEstANN InvstAdvOtherRegEstTTM InvstAdvOtherRegGr%ANN InvstAdvOtherRegGr%TTM InvstAdvOtherPSQ InvstAdvOtherPSA InvstAdvOther%AssetsQ InvstAdvOther%AssetsA InvstAdvOther3YAvg InvstAdvOther5YAvg | Investments and Advances Other | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
InvstEq() InvstEqQ InvstEqPQ InvstEqPYQ InvstEqTTM InvstEqPTM InvstEqA InvstEqPY InvstEqGr%PQ InvstEqGr%PYQ InvstEqGr%TTM InvstEqGr%PQTTM InvstEqGr%A InvstEqGr%3Y InvstEqGr%5Y InvstEqGr%10Y InvstEqRSD%ANN InvstEqRSD%TTM InvstEqRegEstANN InvstEqRegEstTTM InvstEqRegGr%ANN InvstEqRegGr%TTM InvstEqPSQ InvstEqPSA InvstEq%AssetsQ InvstEq%AssetsA InvstEq3YAvg InvstEq5YAvg | Equity Investments | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
InvstOther() InvstOtherQ InvstOtherPQ InvstOtherPYQ InvstOtherTTM InvstOtherPTM InvstOtherA InvstOtherPY InvstOtherGr%PQ InvstOtherGr%PYQ InvstOtherGr%TTM InvstOtherGr%PQTTM InvstOtherGr%A InvstOtherGr%3Y InvstOtherGr%5Y InvstOtherGr%10Y InvstOtherRSD%ANN InvstOtherRSD%TTM InvstOtherRegEstANN InvstOtherRegEstTTM InvstOtherRegGr%ANN InvstOtherRegGr%TTM InvstOtherPSQ InvstOtherPSA InvstOther%SalesQ InvstOther%SalesA InvstOther%AssetsQ InvstOther%AssetsA InvstOther3YAvg InvstOther5YAvg | Other Investing Cash Flow | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
InvstST() InvstSTQ InvstSTPQ InvstSTPYQ InvstSTTTM InvstSTPTM InvstSTA InvstSTPY InvstSTGr%PQ InvstSTGr%PYQ InvstSTGr%TTM InvstSTGr%PQTTM InvstSTGr%A InvstSTGr%3Y InvstSTGr%5Y InvstSTGr%10Y InvstSTRSD%ANN InvstSTRSD%TTM InvstSTRegEstANN InvstSTRegEstTTM InvstSTRegGr%ANN InvstSTRegGr%TTM InvstSTPSQ InvstSTPSA InvstST%AssetsQ InvstST%AssetsA InvstST3YAvg InvstST5YAvg | Short Term Investments | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
InvTurn() InvTurnQ InvTurnPQ InvTurnPYQ InvTurnTTM InvTurnPTM InvTurnA InvTurnPY InvTurnGr%PQ InvTurnGr%PYQ InvTurnGr%TTM InvTurnGr%PQTTM InvTurnGr%A InvTurnGr%3Y InvTurnGr%5Y InvTurnGr%10Y InvTurnRSD%ANN InvTurnRSD%TTM InvTurnRegEstANN InvTurnRegEstTTM InvTurnRegGr%ANN InvTurnRegGr%TTM InvTurnPSQ InvTurnPSA InvTurn%SalesQ InvTurn%SalesA InvTurn%AssetsQ InvTurn%AssetsA InvTurn3YAvg InvTurn5YAvg | Inventory Turnover | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
InvTurnTTMInd | Inventory Turnover, Industry | Inventory Turnover Industry, TTM | Full Description |
InvtyChg() InvtyChgQ InvtyChgPQ InvtyChgPYQ InvtyChgTTM InvtyChgPTM InvtyChgA InvtyChgPY InvtyChgGr%PQ InvtyChgGr%PYQ InvtyChgGr%TTM InvtyChgGr%PQTTM InvtyChgGr%A InvtyChgGr%3Y InvtyChgGr%5Y InvtyChgGr%10Y InvtyChgRSD%ANN InvtyChgRSD%TTM InvtyChgRegEstANN InvtyChgRegEstTTM InvtyChgRegGr%ANN InvtyChgRegGr%TTM InvtyChgPSQ InvtyChgPSA InvtyChg%SalesQ InvtyChg%SalesA InvtyChg%AssetsQ InvtyChg%AssetsA InvtyChg3YAvg InvtyChg5YAvg | Change to Inventory | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
IsADR | Is ADR | Returns 1 (TRUE) if the stock is an American Depository Receipt (ADR) | Full Description |
IsMLP | Is MLP | Returns 1 (TRUE) if the stock is a Master Limited Partnership (MLP) in USA or Canada. | Full Description |
IsNA() | Replace NA Number (Not Available) | Returns the value of expr1 if it's not NA, otherwise it returns expr2 | |
IsNeg() | Replace Negative Number | Returns the value of expr1 if it's not negative, otherwise it returns expr2 | |
IsNegOrNA() | Replace Negative or NA Number | Returns the value of expr1 if it's not negative and not NA, otherwise it returns expr2 | |
IsOTC | Is Over The Counter (OTC) | Returns 1 (TRUE) if the stock trades OTC in the USA. | |
IsPrimary | Is Primary | Returns 1 (TRUE) if the stock is the primary listing for the company, i.e. not a foreign stock. | |
IsZero() | Replace Zero Number | Returns the value of expr1 if it's not zero, otherwise it returns expr2 | |
LargeCount | Market Cap Concentration | Number of positions in the LargeCap group. See Full Description for details and examples. | Full Description |
LargeWeight | Market Cap Concentration | Weight of the LargeCap group as % of total market value. See Full Description for details and examples | Full Description |
LastSellDaysLT() | Recently sold | LastSellDaysLT(days): Returns TRUE or 1 if the stock was sold within the last no. of days, otherwise it returns FALSE or 0 (LT stands for Less Than). Ex: to avoid buying a stock that was sold within the last 30 days, enter the following Buy rule: LastSellDaysLT(30)=FALSE | |
LastSellPrice | Previous sell price for new position | Price the stock was last sold at, or NA. Example: To check that the current price is either above the last sell price, or that the stock was never bought, enter: Eval(LastSellPrice=NA,TRUE,Close(0) > LastSellPrice) | |
LatestActualDays | Actual Latest | Calendar days since analysts actuals for the most recent quarter were available from the data vendor. NOTE: analysts actuals can precede SEC filings | Full Description |
LatestActualPeriodDate | Actual Latest | Period date of latest analysts actuals, represented as a number YYYYMMDD. NOTE: analysts actuals can precede SEC filings | Full Description |
LatestFilingDate | Latest (Any Source) | The date the latest period was first filed by the company with the SEC. This date may be before any data appears for the as-of date of your analysis due to vendor delays in processing the filing. | |
LatestNewsDate | Latest (Any Source) | The earliest date of either the press release from the company or the date any data appears in the database | |
LatestPeriodDate | Latest (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. | |
LBound() | Constrains to a max and/or a min | Constrains a value to a minimum. When returnNA is set to TRUE the function returns NA if expression exceeds the minimum. | |
LiabCur() LiabCurQ LiabCurPQ LiabCurPYQ LiabCurTTM LiabCurPTM LiabCurA LiabCurPY LiabCurGr%PQ LiabCurGr%PYQ LiabCurGr%TTM LiabCurGr%PQTTM LiabCurGr%A LiabCurGr%3Y LiabCurGr%5Y LiabCurGr%10Y LiabCurRSD%ANN LiabCurRSD%TTM LiabCurRegEstANN LiabCurRegEstTTM LiabCurRegGr%ANN LiabCurRegGr%TTM LiabCurPSQ LiabCurPSA LiabCur%AssetsQ LiabCur%AssetsA LiabCur3YAvg LiabCur5YAvg | Current Liabilities Total | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
LiabCurOther() LiabCurOtherQ LiabCurOtherPQ LiabCurOtherPYQ LiabCurOtherTTM LiabCurOtherPTM LiabCurOtherA LiabCurOtherPY LiabCurOtherGr%PQ LiabCurOtherGr%PYQ LiabCurOtherGr%TTM LiabCurOtherGr%PQTTM LiabCurOtherGr%A LiabCurOtherGr%3Y LiabCurOtherGr%5Y LiabCurOtherGr%10Y LiabCurOtherRSD%ANN LiabCurOtherRSD%TTM LiabCurOtherRegEstANN LiabCurOtherRegEstTTM LiabCurOtherRegGr%ANN LiabCurOtherRegGr%TTM LiabCurOtherPSQ LiabCurOtherPSA LiabCurOther%AssetsQ LiabCurOther%AssetsA LiabCurOther3YAvg LiabCurOther5YAvg | Current Liabilities Other | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
LiabNonCurOther() LiabNonCurOtherQ LiabNonCurOtherPQ LiabNonCurOtherPYQ LiabNonCurOtherTTM LiabNonCurOtherPTM LiabNonCurOtherA LiabNonCurOtherPY LiabNonCurOtherGr%PQ LiabNonCurOtherGr%PYQ LiabNonCurOtherGr%TTM LiabNonCurOtherGr%PQTTM LiabNonCurOtherGr%A LiabNonCurOtherGr%3Y LiabNonCurOtherGr%5Y LiabNonCurOtherGr%10Y LiabNonCurOtherRSD%ANN LiabNonCurOtherRSD%TTM LiabNonCurOtherRegEstANN LiabNonCurOtherRegEstTTM LiabNonCurOtherRegGr%ANN LiabNonCurOtherRegGr%TTM LiabNonCurOtherPSQ LiabNonCurOtherPSA LiabNonCurOther%AssetsQ LiabNonCurOther%AssetsA LiabNonCurOther3YAvg LiabNonCurOther5YAvg | Other Non-current Liabilities | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
LiabTot() LiabTotQ LiabTotPQ LiabTotPYQ LiabTotTTM LiabTotPTM LiabTotA LiabTotPY LiabTotGr%PQ LiabTotGr%PYQ LiabTotGr%TTM LiabTotGr%PQTTM LiabTotGr%A LiabTotGr%3Y LiabTotGr%5Y LiabTotGr%10Y LiabTotRSD%ANN LiabTotRSD%TTM LiabTotRegEstANN LiabTotRegEstTTM LiabTotRegGr%ANN LiabTotRegGr%TTM LiabTotPSQ LiabTotPSA LiabTot%AssetsQ LiabTot%AssetsA LiabTot3YAvg LiabTot5YAvg | Total Liabilities | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
LinReg() | Linear Regression using Loop | Executes the "formula" parameter a number of times and operates a regression on the set of values. A special CTR variable must be used inside "formula". | Full Description |
LinRegVals() | Linear Regressions of Values | Operates a regression on a set of Y values. | Full Description |
LinRegXY() | Linear XY Regression using Loop | Executes the "formula" parameter a number of times and operates a bivariate regression on the set of values. A special CTR variable must be used inside "formula". | Full Description |
LinRegXYVals() | Linear Regression of XY Values | Operates a regression on a set of XY values. | Full Description |
LN() | Natural Log | Returns the natural log of val | |
Log10() | Base 10 log | Returns the base-10 log of val | |
LoopAvg() | Loop Average | Executes 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() | Loop Max | Executes 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() | Loop Median | Executes 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() | Loop Min | Executes 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 |
LoopProd() | Loop Product | Executes 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 |
LoopRank() | Loop Rank | Returns the rank of most recent value of the Loop formula vs. previous values calculated by iterating the CTR variable. | Full Description |
LoopRel() | Loop Relative | Returns the relative value from 0 to 1 of most recent value of the Loop formula vs. previous minimum and maximum values calculated by iterating the CTR variable. | Full Description |
LoopRelStdDev() | Loop Rel Standard Deviation | Executes 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() | Loop Standard Deviation | Executes 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() | Loop Sum | Executes 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 |
LoopZScore() | Loop ZScore | Returns the zscore of most recent value of the Loop formula vs. previous values calculated by iterating the CTR variable. | Full Description |
Low() | Price OHLCV | Historical Low price 'bars' or 'trading days' ago (the length of a bar can be determined by the series used). Use negative values to peek into the future. | Full Description |
Low_D() | Price OHLCV | Historical Low price 'days' ago including holidays. Holidays are filled in with previous day close. | Full Description |
Low_W() | Price OHLCV | Historical weekly Low price. Use 0 for the most recent week, 1 for the week before, etc. | Full Description |
Lower() | Count higher/lower values in a set | Returns 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 | |
LowPct() | Percent From Hi/Lo | Percent from low in the period (incl div) | |
LowPct_W() | Percent From Hi/Lo | Percent from low in the period using the weekly series (incl div) | |
LowVal() | Price Highest/Lowest | This function returns the lowest value of the series within the specified lookback period. The close prices are used by default. | Full Description |
LowValBar() | Price Highest/Lowest | This function returns bar where lowest value of the series occurred within the specified lookback period. The close prices are used by default. | Full Description |
LTGrthMean LTGrth1WkAgo LTGrth4WkAgo LTGrth8WkAgo LTGrth13WkAgo LTGrthHigh LTGrthLow LTGrthStdDev | Long Term EPS Growth | Long Term EPS Growth Rate (%) | |
MACD() | Moving Avg Converge/Diverge | Moving Average Convergence/Divergence. Returns the difference between a 26-bar and a 12-bar exponential moving average. | Full Description |
MACDD() | Moving Avg Converge/Diverge | Difference of the MACD with its EMA average (the signal line) when period>1 otherwise returns MACD | Full Description |
Max() | Calculate the max/min in a set | Returns the largest value in list. Up to 20 parameters are allowed and NAs are discarded | |
MaxCorrel() | Maximum Position Correlation | Calculates the maximum correlation coefficient of the stock being evaluated vs. the current holdings. You can use this to avoid buying or holding highly correlated stocks. | Full Description |
Median() | Median of a set of values | Returns the median value in list. Up to 20 parameters are allowed and NAs are discarded | |
MedianDailyTot() | Liquidity | Median daily total amount traded (price * volume) for the past number of bars. | |
MedianVol() | Average Volume | Median volume of the past number of bars | Full Description |
MicroCount | Market Cap Concentration | Number of positions in the MicroCap group. See Full Description for details and examples. | Full Description |
MicroWeight | Market Cap Concentration | Weight of the MicroCap group as % of total market value. See Full Description for details and examples. | Full Description |
MidCount | Market Cap Concentration | Number of positions in the MidCap group. See Full Description for details and examples. | Full Description |
MidWeight | Market Cap Concentration | Weight 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 set | Returns the smallest value in list. Up to 20 parameters are allowed and NAs are discarded | |
MinLiquidity() | Liquidity | Returns the lowest total amount traded (price * volume) for the past number of bars. | |
MktCap | Market Capitalization | Market Capitalization ($ millions) - for stocks and closed-end funds (CEFs) | Full Description |
Mod() | Modulus Operator | Modulus operation that returns the remainder of val/modulo | |
Momentum() | Momentum | Measures the amount that a security's closing price has changed over a given time span. absolute = FALSE (default) calculates as 100*Close(0)/Close(bars) absolute = TRUE calculates as Close(0)-Close(bars) See Full Description for details. | Full Description |
Month | Date | Returns the month 1-12 of the current trading day. | |
MonthBars() | Trading day in month | Returns 1 (TRUE) if the as-of date is the nth trading day of the month. Negative offsets are evaluated relative to end of month (e.g. -2 is the second-to-last trading day of the month). In multi-country regions, country code must be specified. MonthBars is intended to be used in strategies, not screens or ranking systems. | Full Description |
MonthDay | Date | Returns the day of the month 1-31 of the current trading day. | |
MScoreAQI | Beneish M-Score | Beneish M-Score AQI: Asset Quality Index | Full Description |
MScoreDEPAMI | Beneish M-Score | Beneish M-Score DEPI: Depreciation Index (uses Dep&Amort) | Full Description |
MScoreDEPI | Beneish M-Score | Beneish M-Score DEPI: Depreciation Index (uses an estimate for Depreciation) | Full Description |
MScoreDSRI | Beneish M-Score | Beneish M-Score DSRI: Days Sales in Receivables Index | Full Description |
MScoreGMI | Beneish M-Score | Beneish M-Score GMI: Gross Margin Index | Full Description |
MScoreLVGI | Beneish M-Score | Beneish M-Score LVGI: Leverage Index | Full Description |
MScoreSGAI | Beneish M-Score | Beneish M-Score SGAI: Sales, General and Administrative expenses Index | Full Description |
MScoreSGI | Beneish M-Score | Beneish M-Score SGI: Sales Growth Index | Full Description |
MScoreTATA | Beneish M-Score | Beneish M-Score TATA: Total Accruals to Total Assets | Full Description |
NAV | Net Asset Value (NAV) | The NAV per share. This is a MONTHLY item. This item applies to closed-end funds only. | |
NAV%Chg12M | NAV Growth | NAV percent change 12 months | |
NAV%Chg1M | NAV Growth | NAV percent change 1 month | |
NAV%Chg3M | NAV Growth | NAV percent change 3 months | |
NAV%Chg6M | NAV Growth | NAV percent change 6 months | |
NAVAvg() | Net Asset Value (NAV) | Monthly NAV average. bars: 2-12 offset: 0-12 | |
NAVDisc | Net Asset Value (NAV) Discount | The most recent NAV discount. Funds trading below their NAV will show positive discounts. | |
NAVDiscAvg() | Net Asset Value (NAV) Discount | Monthly NAV Discount average. bars: 2-12 offset: 0-12 | |
NAVDiscHist() | Net Asset Value (NAV) Discount | Historical monthly NAV Discount. offset: 0-12 | |
NAVDiscPM | Net Asset Value (NAV) Discount | The NAV discount 1 month ago. Funds trading below their NAV will show positive discounts. | |
NAVDiscPM2 | Net Asset Value (NAV) Discount | The NAV discount 2 months ago Funds trading below their NAV will show positive discounts. | |
NAVDiscPM3 | Net Asset Value (NAV) Discount | The NAV discount 3 months ago. Funds trading below their NAV will show positive discounts. | |
NAVHist() | Net Asset Value (NAV) | Historical monthly NAV. offset: 0-12 | |
NAVPM | Net Asset Value (NAV) | The NAV per share 1 month ago This is a MONTHLY item. This item applies to closed-end funds only. | |
NAVPM2 | Net Asset Value (NAV) | The NAV per share 2 months ago. This is a MONTHLY item. This item applies to closed-end funds only. | |
NAVPM3 | Net Asset Value (NAV) | The NAV per share 3 months ago. This is a MONTHLY item. This item applies to closed-end funds only. | |
Negate() | Negate | Changes the sign of the expression. Ex: Negate(5) = -5 | |
NetChgCash() NetChgCashQ NetChgCashPQ NetChgCashPYQ NetChgCashTTM NetChgCashPTM NetChgCashA NetChgCashPY NetChgCashGr%PQ NetChgCashGr%PYQ NetChgCashGr%TTM NetChgCashGr%PQTTM NetChgCashGr%A NetChgCashGr%3Y NetChgCashGr%5Y NetChgCashGr%10Y NetChgCashRSD%ANN NetChgCashRSD%TTM NetChgCashRegEstANN NetChgCashRegEstTTM NetChgCashRegGr%ANN NetChgCashRegGr%TTM NetChgCashPSQ NetChgCashPSA NetChgCash%SalesQ NetChgCash%SalesA NetChgCash%AssetsQ NetChgCash%AssetsA NetChgCash3YAvg NetChgCash5YAvg | Net Change to Cash Position | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
NetFCF() NetFCFQ NetFCFPQ NetFCFPYQ NetFCFTTM NetFCFPTM NetFCFA NetFCFPY NetFCFGr%PQ NetFCFGr%PYQ NetFCFGr%TTM NetFCFGr%PQTTM NetFCFGr%A NetFCFGr%3Y NetFCFGr%5Y NetFCFGr%10Y NetFCFRSD%ANN NetFCFRSD%TTM NetFCFRegEstANN NetFCFRegEstTTM NetFCFRegGr%ANN NetFCFRegGr%TTM NetFCFPSQ NetFCFPSA NetFCF%SalesQ NetFCF%SalesA NetFCF%AssetsQ NetFCF%AssetsA NetFCF3YAvg NetFCF5YAvg | Net Free Cash Flow | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM | Full Description |
NetFCFLMgn%() NetFCFLMgn%Q NetFCFLMgn%PQ NetFCFLMgn%PYQ NetFCFLMgn%TTM NetFCFLMgn%PTM NetFCFLMgn%A NetFCFLMgn%PY NetFCFLMgn%Gr%PQ NetFCFLMgn%Gr%PYQ NetFCFLMgn%Gr%TTM NetFCFLMgn%Gr%PQTTM NetFCFLMgn%Gr%A NetFCFLMgn%Gr%3Y NetFCFLMgn%Gr%5Y NetFCFLMgn%Gr%10Y NetFCFLMgn%RSD%ANN NetFCFLMgn%RSD%TTM NetFCFLMgn%RegEstANN NetFCFLMgn%RegEstTTM NetFCFLMgn%RegGr%ANN NetFCFLMgn%RegGr%TTM NetFCFLMgn%3YAvg NetFCFLMgn%5YAvg | Net Free Cash Flow Margin | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM | Full Description |
NetFCFPS() NetFCFPSQ NetFCFPSPQ NetFCFPSPYQ NetFCFPSTTM NetFCFPSPTM NetFCFPSA NetFCFPSPY NetFCFPSGr%PQ NetFCFPSGr%PYQ NetFCFPSGr%TTM NetFCFPSGr%PQTTM NetFCFPSGr%A NetFCFPSGr%3Y NetFCFPSGr%5Y NetFCFPSGr%10Y NetFCFPSRSD%ANN NetFCFPSRSD%TTM NetFCFPSRegEstANN NetFCFPSRegEstTTM NetFCFPSRegGr%ANN NetFCFPSRegGr%TTM NetFCFPS3YAvg NetFCFPS5YAvg | Net Free Cash Flow Per Share | 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 NetIncBXorGr%PQ NetIncBXorGr%PYQ NetIncBXorGr%TTM NetIncBXorGr%PQTTM NetIncBXorGr%A NetIncBXorGr%3Y NetIncBXorGr%5Y NetIncBXorGr%10Y NetIncBXorRSD%ANN NetIncBXorRSD%TTM NetIncBXorRegEstANN NetIncBXorRegEstTTM NetIncBXorRegGr%ANN NetIncBXorRegGr%TTM NetIncBXorPSQ NetIncBXorPSA NetIncBXor%SalesQ NetIncBXor%SalesA NetIncBXor3YAvg NetIncBXor5YAvg | Net Income Before Xor | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
NetIncBXorNonC() NetIncBXorNonCQ NetIncBXorNonCPQ NetIncBXorNonCPYQ NetIncBXorNonCTTM NetIncBXorNonCPTM NetIncBXorNonCA NetIncBXorNonCPY NetIncBXorNonCGr%PQ NetIncBXorNonCGr%PYQ NetIncBXorNonCGr%TTM NetIncBXorNonCGr%PQTTM NetIncBXorNonCGr%A NetIncBXorNonCGr%3Y NetIncBXorNonCGr%5Y NetIncBXorNonCGr%10Y NetIncBXorNonCRSD%ANN NetIncBXorNonCRSD%TTM NetIncBXorNonCRegEstANN NetIncBXorNonCRegEstTTM NetIncBXorNonCRegGr%ANN NetIncBXorNonCRegGr%TTM NetIncBXorNonCPSQ NetIncBXorNonCPSA NetIncBXorNonC%SalesQ NetIncBXorNonC%SalesA NetIncBXorNonC3YAvg NetIncBXorNonC5YAvg | Net Income Before Xor and Non-Control Interest | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
NetIncCFStmt() NetIncCFStmtQ NetIncCFStmtPQ NetIncCFStmtPYQ NetIncCFStmtTTM NetIncCFStmtPTM NetIncCFStmtA NetIncCFStmtPY NetIncCFStmtGr%PQ NetIncCFStmtGr%PYQ NetIncCFStmtGr%TTM NetIncCFStmtGr%PQTTM NetIncCFStmtGr%A NetIncCFStmtGr%3Y NetIncCFStmtGr%5Y NetIncCFStmtGr%10Y NetIncCFStmtRSD%ANN NetIncCFStmtRSD%TTM NetIncCFStmtRegEstANN NetIncCFStmtRegEstTTM NetIncCFStmtRegGr%ANN NetIncCFStmtRegGr%TTM NetIncCFStmtPSQ NetIncCFStmtPSA NetIncCFStmt%SalesQ NetIncCFStmt%SalesA NetIncCFStmt%AssetsQ NetIncCFStmt%AssetsA NetIncCFStmt3YAvg NetIncCFStmt5YAvg | Net Income (Cash Flow Statement) | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
NetPlant() NetPlantQ NetPlantPQ NetPlantPYQ NetPlantTTM NetPlantPTM NetPlantA NetPlantPY NetPlantGr%PQ NetPlantGr%PYQ NetPlantGr%TTM NetPlantGr%PQTTM NetPlantGr%A NetPlantGr%3Y NetPlantGr%5Y NetPlantGr%10Y NetPlantRSD%ANN NetPlantRSD%TTM NetPlantRegEstANN NetPlantRegEstTTM NetPlantRegGr%ANN NetPlantRegGr%TTM NetPlantPSQ NetPlantPSA NetPlant%AssetsQ NetPlant%AssetsA NetPlant3YAvg NetPlant5YAvg | Net Property Plant and Equipment | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
NextFYDnRev4WkAgo | EPS Revisions Next Year | Next Fiscal Year Down Revisions, 4 Weeks ago NOTE: Weekly data only. Complete estimate data is available starting in 2000 | Full Description |
NextFYDnRevLastWk | EPS Revisions Next Year | Next 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 Year | ||
NextFYSalesMean NextFYSales1WkAgo NextFYSales4WkAgo NextFYSales8WkAgo NextFYSales13WkAgo NextFYSalesMedian NextFYSalesStdDev | Sales Estimate Next Year | ||
NextFYUpRev4WkAgo | EPS Revisions Next Year | Next Fiscal Year Up Revisions, 4 Weeks ago NOTE: Weekly data only. Complete estimate data is available starting in 2000 | Full Description |
NextFYUpRevLastWk | EPS Revisions Next Year | Next Fiscal Year Up Revisions Last Week NOTE: Weekly data only. Complete estimate data is available starting in 2000 | Full Description |
NextQDnRev4WkAgo | EPS Revisions Next Quarter | Next Quarter Down Revisions, 4 Weeks ago NOTE: Weekly data only. Complete estimate data is available starting in 2000 | Full Description |
NextQDnRevLastWk | EPS Revisions Next Quarter | Next 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 Quarter | ||
NextQUpRev4WkAgo | EPS Revisions Next Quarter | Next Quarter Up Revisions, 4 Weeks ago NOTE: Weekly data only. Complete estimate data is available starting in 2000 | Full Description |
NextQUpRevLastWk | EPS Revisions Next Quarter | Next Quarter Up Revisions, Last Week NOTE: Weekly data only. Complete estimate data is available starting in 2000 | Full Description |
NextYRevRatio4W | Estimate Revision Direction | Ratio ranging from -1 to +1 indicating the direction of revisions for the stock's industry. The extreme values 1 and -1 would indicate that every analyst's NextY estimate in the industry have been revised upward and downward respectively in the past 4 Weeks. | Full Description |
NI2CapEx() NI2CapExQ NI2CapExPQ NI2CapExPYQ NI2CapExTTM NI2CapExPTM NI2CapExA NI2CapExPY NI2CapExGr%PQ NI2CapExGr%PYQ NI2CapExGr%TTM NI2CapExGr%PQTTM NI2CapExGr%A NI2CapExGr%3Y NI2CapExGr%5Y NI2CapExGr%10Y NI2CapExRSD%ANN NI2CapExRSD%TTM NI2CapExRegEstANN NI2CapExRegEstTTM NI2CapExRegGr%ANN NI2CapExRegGr%TTM NI2CapExPSQ NI2CapExPSA NI2CapEx%SalesQ NI2CapEx%SalesA NI2CapEx%AssetsQ NI2CapEx%AssetsA NI2CapEx3YAvg NI2CapEx5YAvg | Net Income to Cap Expenditures | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
NoBars | Days (bars) since position was started | Number of bars since the position has been first opened. This is the number of tradings days which excludes weekends and holidays. | |
NoConst | Number of Constituents | Number of constituents in the industry | |
NoDays | Days (calendar) since position was started | Number of days since the position has been first opened. This is the actual number of days, not bars. Ex: sell rule to exit position if the return is less than the benchmark after 1 month: GainPct < BenchPct & NoDays > 30 | |
NodeRank() | Node Rank | Returns the node rank within a ranking system. Please see the Full Description for details and examples. | Full Description |
NoEmp() NoEmpA NoEmpPY NoEmpGr%A NoEmpGr%3Y NoEmpGr%5Y NoEmpGr%10Y NoEmp3YAvg NoEmp5YAvg | Number of employees | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | |
NoIncP4YN2Y | Income Trend | Returns 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 NonControlIntGr%PQ NonControlIntGr%PYQ NonControlIntGr%TTM NonControlIntGr%PQTTM NonControlIntGr%A NonControlIntGr%3Y NonControlIntGr%5Y NonControlIntGr%10Y NonControlIntRSD%ANN NonControlIntRSD%TTM NonControlIntRegEstANN NonControlIntRegEstTTM NonControlIntRegGr%ANN NonControlIntRegGr%TTM NonControlIntPSQ NonControlIntPSA NonControlInt%AssetsQ NonControlInt%AssetsA NonControlInt3YAvg NonControlInt5YAvg | Non Controlling Interest | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
NoPosEBITDA5Y | Income Trend | Number positive EBITDA past 5 Y | |
NoPosEPS5Q | Income Trend | Number of quarter with positive EPS of the previous 5 | |
NPMgn%() NPMgn%Q NPMgn%PQ NPMgn%PYQ NPMgn%TTM NPMgn%PTM NPMgn%A NPMgn%PY NPMgn%Gr%PQ NPMgn%Gr%PYQ NPMgn%Gr%TTM NPMgn%Gr%PQTTM NPMgn%Gr%A NPMgn%Gr%3Y NPMgn%Gr%5Y NPMgn%Gr%10Y NPMgn%RSD%ANN NPMgn%RSD%TTM NPMgn%RegEstANN NPMgn%RegEstTTM NPMgn%RegGr%ANN NPMgn%RegGr%TTM NPMgn%PSQ NPMgn%PSA NPMgn%%SalesQ NPMgn%%SalesA NPMgn%%AssetsQ NPMgn%%AssetsA NPMgn%3YAvg NPMgn%5YAvg | Net Profit Margin | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
NPMgn%5Y | Net Profit Margin | Net Margin, 5 Year Factor (%) | Full Description |
NPMgn%5YAvgInd | Net Profit Margin, Industry | Net Profit Margin Industry, 5 Year Average (%) | Full Description |
NPMgn%5YInd | Net Profit Margin, Industry | Net Profit Margin Industry, 5 year (%) | Full Description |
NPMgn%TTMInd | Net Profit Margin, Industry | Net Profit Margin Industry, TTM (%) | Full Description |
NTMSalesMean | Sales Estimate Other Years | Sales Estimate Next Twelve Months | |
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) Slope | Normalized rate of change of the OBV Returns the normalized linear regression slope of bars values of OBV, or the percent change of the regression of OBV. To screen for stocks whose 10-bar OBV is increasing 20% per bar enter: OBVSlopeN(0,10)>20 | Full Description |
OCFPS() OCFPSQ OCFPSPQ OCFPSPYQ OCFPSTTM OCFPSPTM OCFPSA OCFPSPY OCFPSGr%PQ OCFPSGr%PYQ OCFPSGr%TTM OCFPSGr%PQTTM OCFPSGr%A OCFPSGr%3Y OCFPSGr%5Y OCFPSGr%10Y OCFPSRSD%ANN OCFPSRSD%TTM OCFPSRegEstANN OCFPSRegEstTTM OCFPSRegGr%ANN OCFPSRegGr%TTM OCFPS3YAvg OCFPS5YAvg | Operating Cashflow Per Share | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | |
OCFYield | Operating Cash Flow Yield | Operating Cash Flow Yield | Full Description |
Open() | Price OHLCV | Historical Open price 'bars' or 'trading days' ago (the length of a bar can be determined by the series used). Use negative values to peek into the future. | Full Description |
Open_D() | Price OHLCV | Historical Open price 'days' ago including holidays. Holidays are filled in with previous day close. | Full Description |
Open_W() | Price OHLCV | Historical weekly Open price. Use 0 for the most recent week, 1 for the week before, etc. | Full Description |
OperCashFl() OperCashFlQ OperCashFlPQ OperCashFlPYQ OperCashFlTTM OperCashFlPTM OperCashFlA OperCashFlPY OperCashFlGr%PQ OperCashFlGr%PYQ OperCashFlGr%TTM OperCashFlGr%PQTTM OperCashFlGr%A OperCashFlGr%3Y OperCashFlGr%5Y OperCashFlGr%10Y OperCashFlRSD%ANN OperCashFlRSD%TTM OperCashFlRegEstANN OperCashFlRegEstTTM OperCashFlRegGr%ANN OperCashFlRegGr%TTM OperCashFlPSQ OperCashFlPSA OperCashFl%SalesQ OperCashFl%SalesA OperCashFl%AssetsQ OperCashFl%AssetsA OperCashFl3YAvg OperCashFl5YAvg | Operating Cash Flow from Operations | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
OpInc() OpIncQ OpIncPQ OpIncPYQ OpIncTTM OpIncPTM OpIncA OpIncPY OpIncGr%PQ OpIncGr%PYQ OpIncGr%TTM OpIncGr%PQTTM OpIncGr%A OpIncGr%3Y OpIncGr%5Y OpIncGr%10Y OpIncRSD%ANN OpIncRSD%TTM OpIncRegEstANN OpIncRegEstTTM OpIncRegGr%ANN OpIncRegGr%TTM OpIncPSQ OpIncPSA OpInc%SalesQ OpInc%SalesA OpInc3YAvg OpInc5YAvg | Operating Income | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
OpIncAftDepr() OpIncAftDeprQ OpIncAftDeprPQ OpIncAftDeprPYQ OpIncAftDeprTTM OpIncAftDeprPTM OpIncAftDeprA OpIncAftDeprPY OpIncAftDeprGr%PQ OpIncAftDeprGr%PYQ OpIncAftDeprGr%TTM OpIncAftDeprGr%PQTTM OpIncAftDeprGr%A OpIncAftDeprGr%3Y OpIncAftDeprGr%5Y OpIncAftDeprGr%10Y OpIncAftDeprRSD%ANN OpIncAftDeprRSD%TTM OpIncAftDeprRegEstANN OpIncAftDeprRegEstTTM OpIncAftDeprRegGr%ANN OpIncAftDeprRegGr%TTM OpIncAftDeprPSQ OpIncAftDeprPSA OpIncAftDepr%SalesQ OpIncAftDepr%SalesA OpIncAftDepr3YAvg OpIncAftDepr5YAvg | Operating Income After Depreciation | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
OpIncBDepr() OpIncBDeprQ OpIncBDeprPQ OpIncBDeprPYQ OpIncBDeprTTM OpIncBDeprPTM OpIncBDeprA OpIncBDeprPY OpIncBDeprGr%PQ OpIncBDeprGr%PYQ OpIncBDeprGr%TTM OpIncBDeprGr%PQTTM OpIncBDeprGr%A OpIncBDeprGr%3Y OpIncBDeprGr%5Y OpIncBDeprGr%10Y OpIncBDeprRSD%ANN OpIncBDeprRSD%TTM OpIncBDeprRegEstANN OpIncBDeprRegEstTTM OpIncBDeprRegGr%ANN OpIncBDeprRegGr%TTM OpIncBDeprPSQ OpIncBDeprPSA OpIncBDepr%SalesQ OpIncBDepr%SalesA OpIncBDepr3YAvg OpIncBDepr5YAvg | Operating Income Before Depreciation | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
OpIncPS() OpIncPSQ OpIncPSPQ OpIncPSPYQ OpIncPSTTM OpIncPSPTM OpIncPSA OpIncPSPY OpIncPSGr%PQ OpIncPSGr%PYQ OpIncPSGr%TTM OpIncPSGr%PQTTM OpIncPSGr%A OpIncPSGr%3Y OpIncPSGr%5Y OpIncPSGr%10Y OpIncPSRSD%ANN OpIncPSRSD%TTM OpIncPSRegEstANN OpIncPSRegEstTTM OpIncPSRegGr%ANN OpIncPSRegGr%TTM OpIncPS3YAvg OpIncPS5YAvg | Operating Income Per Share | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
OpIncYield | Operating Income Yield | Operating Income Yield | Full Description |
Opinion | Recent Opinion | Returns your most recent opinion for the stock or NA | Full Description |
Opinion%Chg | Recent Opinion | Returns the total return % since your most recent opinion for the stock or NA | Full Description |
OpinionBars | Recent Opinion | Returns the number of bars since your most recent opinion for the stock or NA | Full Description |
OpinionDays | Recent Opinion | Returns the number of days since your most recent opinion for the stock or NA | Full Description |
OpMgn%() OpMgn%Q OpMgn%PQ OpMgn%PYQ OpMgn%TTM OpMgn%PTM OpMgn%A OpMgn%PY OpMgn%Gr%PQ OpMgn%Gr%PYQ OpMgn%Gr%TTM OpMgn%Gr%PQTTM OpMgn%Gr%A OpMgn%Gr%3Y OpMgn%Gr%5Y OpMgn%Gr%10Y OpMgn%RSD%ANN OpMgn%RSD%TTM OpMgn%RegEstANN OpMgn%RegEstTTM OpMgn%RegGr%ANN OpMgn%RegGr%TTM OpMgn%3YAvg OpMgn%5YAvg | Operating Margin | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
OpMgn%5Y | Operating Margin | Operating Margin, 5 Year Factor (%) | Full Description |
OpMgn%5YAvgInd | Operating Margin, Industry | Operating Margin Industry, 5 Year Average (%) | Full Description |
OpMgn%5YInd | Operating Margin, Industry | Operating Margin Industry, 5 year (%) | Full Description |
OpMgn%TTMInd | Operating Margin, Industry | Operating Margin Industry, TTM (%) | Full Description |
OtherWCChg() OtherWCChgQ OtherWCChgPQ OtherWCChgPYQ OtherWCChgTTM OtherWCChgPTM OtherWCChgA OtherWCChgPY OtherWCChgGr%PQ OtherWCChgGr%PYQ OtherWCChgGr%TTM OtherWCChgGr%PQTTM OtherWCChgGr%A OtherWCChgGr%3Y OtherWCChgGr%5Y OtherWCChgGr%10Y OtherWCChgRSD%ANN OtherWCChgRSD%TTM OtherWCChgRegEstANN OtherWCChgRegEstTTM OtherWCChgRegGr%ANN OtherWCChgRegGr%TTM OtherWCChgPSQ OtherWCChgPSA OtherWCChg%SalesQ OtherWCChg%SalesA OtherWCChg%AssetsQ OtherWCChg%AssetsA OtherWCChg3YAvg OtherWCChg5YAvg | Change to Other Working Capital Lines | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | 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 PayablesGr%PQ PayablesGr%PYQ PayablesGr%TTM PayablesGr%PQTTM PayablesGr%A PayablesGr%3Y PayablesGr%5Y PayablesGr%10Y PayablesRSD%ANN PayablesRSD%TTM PayablesRegEstANN PayablesRegEstTTM PayablesRegGr%ANN PayablesRegGr%TTM PayablesPSQ PayablesPSA Payables%AssetsQ Payables%AssetsA Payables3YAvg Payables5YAvg | Accounts Payable | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
PayablesChg() PayablesChgQ PayablesChgPQ PayablesChgPYQ PayablesChgTTM PayablesChgPTM PayablesChgA PayablesChgPY PayablesChgGr%PQ PayablesChgGr%PYQ PayablesChgGr%TTM PayablesChgGr%PQTTM PayablesChgGr%A PayablesChgGr%3Y PayablesChgGr%5Y PayablesChgGr%10Y PayablesChgRSD%ANN PayablesChgRSD%TTM PayablesChgRegEstANN PayablesChgRegEstTTM PayablesChgRegGr%ANN PayablesChgRegGr%TTM PayablesChgPSQ PayablesChgPSA PayablesChg%SalesQ PayablesChg%SalesA PayablesChg%AssetsQ PayablesChg%AssetsA PayablesChg3YAvg PayablesChg5YAvg | Change to Payables (Accounts Payable) | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
PayRatio() PayRatioQ PayRatioPQ PayRatioPYQ PayRatioTTM PayRatioPTM PayRatioA PayRatioPY PayRatioGr%PQ PayRatioGr%PYQ PayRatioGr%TTM PayRatioGr%PQTTM PayRatioGr%A PayRatioGr%3Y PayRatioGr%5Y PayRatioGr%10Y PayRatioRSD%ANN PayRatioRSD%TTM PayRatioRegEstANN PayRatioRegEstTTM PayRatioRegGr%ANN PayRatioRegGr%TTM PayRatio3YAvg PayRatio5YAvg | Payout Ratio | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
PayRatio5Y | Payout Ratio | Payout Ratio, 5 Year Factor (%) | Full Description |
PayRatio5YAvgInd | Payout Ratio, Industry | Payout Ratio Industry, 5 Year Average (%) | Full Description |
PayRatio5YInd | Payout Ratio, Industry | Payout Ratio Industry, 5 Year (%) | Full Description |
PayRatioTTMInd | Payout Ratio, Industry | Payout Ratio Industry, TTM (%) | Full Description |
Pct3MH | Percent From Hi/Lo | Percent from 3 month high using the weekly series (incl div) | |
Pct3ML | Percent From Hi/Lo | Percent from 3 month low using the weekly series (incl div) | |
Pct4WH | Percent From Hi/Lo | Percent from 4 week high using the weekly series (incl div) | |
Pct4WL | Percent From Hi/Lo | Percent from 4 week low using the weekly series (incl div) | |
Pct52WH | Percent From Hi/Lo | Percent from 52 week high using the weekly series (incl div) | |
Pct52WL | Percent From Hi/Lo | Percent from 52 week low using the weekly series (incl div) | |
PctAvg() | Average Percent Change | Calculates the average of the percentage moves for selected period. To calculate the average of the past 20 weeks enter PctAvg(20,5). Note: using a bar length of 5 returns weekly percentage moves if there are no holidays. | Full Description |
PctAvgDailyTot() | Trade amount as % of liquidity | Returns the % of the liquidity for the trade. See Full Description for examples | Full Description |
PctDev() | Standard Deviation (Volatility) | Calculates the standard deviation of the percentage moves of the closing prices. For example to calculate the SD of 50 weekly percentage moves enter: PctDev(50,5) | Full Description |
PctFromHi | Percent from high | Percentage from highest close since position started. Always 0 or negative. Ex: To set a 20% stoploss enter PctFromHi <= -20 | |
PEExclXor() PEExclXorQ PEExclXorPQ PEExclXorPYQ PEExclXorTTM PEExclXorPTM PEExclXorA PEExclXorPY | Price to Earnings (PE) Excl Xor | Price To Earnings Ratio | Full Description |
PEExclXorTTMInd | Price To Earnings (PE), Industry | Price To Earnings Ratio Industry, Excluding Extraordinary Items, TTM | Full Description |
PEGLT | PEG Ratio (long term) | Projected Price/Earnings to Long Term Growth Rate | Full Description |
PEGLTInd | PEG Ratio, Industry | Projected Price/Earnings to Long Term Growth Rate Industry | Full Description |
PEGLTY | PEG Ratio (long term) | Projected Price/Earnings to Long Term Growth Rate including Yield | Full Description |
PEGST | PEG Ratio (short term) | Price/Earnings to Next Year Growth Rate | Full Description |
PEGSTInd | PEG Ratio, Industry | Price/Earnings to Next Year Growth Rate Industry | Full Description |
PEGSTY | PEG Ratio (short term) | Price/Earnings to Next Year Growth Rate including Yield | Full Description |
PEHigh | Price to Earnings (other) | Price Earnings Ratio, 5 year High | Full Description |
PEHighInd | Price To Earnings (PE), Industry | Price Earnings Ratio Industry, 5 year High | Full Description |
PEInclRD() PEInclRDQ PEInclRDPQ PEInclRDPYQ PEInclRDTTM PEInclRDPTM PEInclRDA PEInclRDPY | Price to Earnings Incl R&D (aka Innovation PE) | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM | Full Description |
PEInclXor() PEInclXorQ PEInclXorPQ PEInclXorPYQ PEInclXorTTM PEInclXorPTM PEInclXorA PEInclXorPY | Price to Earnings (PE) Incl Xor | Price to Earnings Ratio, including Extraordinary Items | Full Description |
PELow | Price to Earnings (other) | Price Earnings Ratio, 5 year Low | Full Description |
PELowInd | Price To Earnings (PE), Industry | Price 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 |
PERelative | Price to Earnings (other) | Historical Relative Price Earnings Ratio | Full Description |
PeriodDateA | Latest in Database | Latest Annual Period Date. Represented internally as a number YYYYMMDD and displays as YYYY-MM-DD in screen reports. | |
PeriodDateQ | Latest in Database | Latest 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 PfdDivGr%PQ PfdDivGr%PYQ PfdDivGr%TTM PfdDivGr%PQTTM PfdDivGr%A PfdDivGr%3Y PfdDivGr%5Y PfdDivGr%10Y PfdDivRSD%ANN PfdDivRSD%TTM PfdDivRegEstANN PfdDivRegEstTTM PfdDivRegGr%ANN PfdDivRegGr%TTM PfdDivPSQ PfdDivPSA PfdDiv%SalesQ PfdDiv%SalesA PfdDiv%AssetsQ PfdDiv%AssetsA PfdDiv3YAvg PfdDiv5YAvg | Preferred Dividends Paid, Total | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
PfdEquity() PfdEquityQ PfdEquityPQ PfdEquityPYQ PfdEquityTTM PfdEquityPTM PfdEquityA PfdEquityPY PfdEquityGr%PQ PfdEquityGr%PYQ PfdEquityGr%TTM PfdEquityGr%PQTTM PfdEquityGr%A PfdEquityGr%3Y PfdEquityGr%5Y PfdEquityGr%10Y PfdEquityRSD%ANN PfdEquityRSD%TTM PfdEquityRegEstANN PfdEquityRegEstTTM PfdEquityRegGr%ANN PfdEquityRegGr%TTM PfdEquityPSQ PfdEquityPSA PfdEquity%AssetsQ PfdEquity%AssetsA PfdEquity3YAvg PfdEquity5YAvg | Preferred Equity | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
PiotFScore | Piotroski F-Score | Piotroski F-Score assigns a score from 0 (more likely to go bankrupt) to 9 (strong financials) based on 9 PASS/FAIL tests | Full Description |
PortBars | Days (bars) since inception | Returns the number of bars since the inception of the portfolio/sim. Use this when calculating averages of the portfolio equity to make sure there are enough bars. For ex., this buy rules prevents buying if the portfolio value is below its 20bar average: PortBars<20 or Close(0,#Equity) > SMA(20,0,#Equity) | |
PortCash | Available cash | Returns the amount of cash in the port/sim | |
Portfolio() | Portfolio Holdings | Return TRUE if stock being analyzed is an open position. For the id parameters use either the name in quotes, or the numerical id. | Full Description |
PortfolioClose() | Portfolio Holdings | Returns the number of calendar days since the position was last closed for the stock being analyzed, -1 if currently held, or NA if not held within the past 6 months. | Full Description |
PortfolioCloseBar() | Portfolio Holdings | Returns the number of bars since the position was last closed for the stock being analyzed, -1 if currently held, or NA if not held within the past 6 months. | Full Description |
PortfolioOpen() | Portfolio Holdings | Returns the number of calendar days since the position was first opened for the stock being analyzed, otherwise NA. | Full Description |
PortfolioOpenBar() | Portfolio Holdings | Returns the number of bars since the position was first opened for the stock being analyzed, otherwise NA. | Full Description |
PosCnt | Running count of holdings | Returns the # of positions in the portfolio during a rebalance | |
Pow() | Power | Returns a number raised to a power | |
Pr13W%Chg | Return Excl Div | Price percent change during the period. Dividends are not included (see Ret%Chg if you want dividends included) | Full Description |
Pr13W%ChgInd | Price Percent Change, Industry | 13 Week Price Percent Change Industry (%) NOTE: See Full Description for important information | Full Description |
Pr13WRel%Chg | Relative Return Excl Div | Price percent change during the period relative to the regional benchmark. Dividends are not included | Full Description |
Pr13WRel%ChgInd | Relative Price Percent Change, Industry | Relative Price Percent Change Industry, 13 Weeks (%) NOTE: Not the same as our Industry & Sector which is cap-weighted | Full Description |
Pr26W%Chg | Return Excl Div | Price percent change during the period. Dividends are not included (see Ret%Chg if you want dividends included) | Full Description |
Pr26W%ChgInd | Price Percent Change, Industry | 26 Week Price Percent Change Industry (%) NOTE: See Full Description for important information | Full Description |
Pr26WRel%Chg | Relative Return Excl Div | Price percent change during the period relative to the regional benchmark. Dividends are not included | Full Description |
Pr26WRel%ChgInd | Relative Price Percent Change, Industry | Relative Price Percent Change Industry, 26 Weeks (%) NOTE: Not the same as our Industry & Sector which is cap-weighted | Full Description |
Pr2Book() Pr2BookQ Pr2BookPQ Pr2BookPYQ Pr2BookA Pr2BookPY | Price to Book Value | Price to Book Value | Full Description |
Pr2BookQInd | Price To Book, Industry | Price to Book Ratio Industry, Quarterly | Full Description |
Pr2CashFl() Pr2CashFlQ Pr2CashFlPQ Pr2CashFlPYQ Pr2CashFlTTM Pr2CashFlPTM Pr2CashFlA Pr2CashFlPY | Price to Cash Flow | Price to Cash Flow | Full Description |
Pr2CashFlTTMInd | Price To Cash Flow, Industry | Price to Cash Flow Per Share Ratio Industry, TTM | Full Description |
Pr2CFInclRD() Pr2CFInclRDQ Pr2CFInclRDPQ Pr2CFInclRDPYQ Pr2CFInclRDTTM Pr2CFInclRDPTM Pr2CFInclRDA Pr2CFInclRDPY | Price to Cash Flow Incl R&D (aka Innovation Pr2CF) | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM | Full Description |
Pr2FrCashFl() Pr2FrCashFlQ Pr2FrCashFlPQ Pr2FrCashFlPYQ Pr2FrCashFlTTM Pr2FrCashFlPTM Pr2FrCashFlA Pr2FrCashFlPY | Price to Free Cash Flow | Price to Free Cash Flow | Full Description |
Pr2FrCashFlTTMInd | Price To Free Cash Flow, Industry | Price To Free Cash Flow Per Share Ratio Industry, TTM | Full Description |
Pr2NetFrCashFl() Pr2NetFrCashFlQ Pr2NetFrCashFlPQ Pr2NetFrCashFlPYQ Pr2NetFrCashFlTTM Pr2NetFrCashFlPTM Pr2NetFrCashFlA Pr2NetFrCashFlPY | Price to Net Free Cash Flow | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM | Full Description |
Pr2Sales() Pr2SalesQ Pr2SalesPQ Pr2SalesPYQ Pr2SalesTTM Pr2SalesPTM Pr2SalesA Pr2SalesPY | Price to Sales | Price to Sales | Full Description |
Pr2SalesNTM | Price to Sales Projected | Price to Sales Next Twelve Months | Full Description |
Pr2SalesNTMInd | Price To Sales, Industry | Price To Sales Next Twelve Months | Full Description |
Pr2SalesTTMInd | Price To Sales, Industry | Price to Sales Ratio Industry, TTM | Full Description |
Pr2TanBk() Pr2TanBkQ Pr2TanBkPQ Pr2TanBkPYQ Pr2TanBkA Pr2TanBkPY | Price to Tangible Book Value | Price to Tangible Book Value | Full Description |
Pr2TanBkQInd | Price To Tangible Book, Industry | Price to Tangible Book Ratio Industry, Quarterly | Full Description |
Pr4W%Chg | Return Excl Div | Price percent change during the period. Dividends are not included (see Ret%Chg if you want dividends included) | Full Description |
Pr4W%ChgInd | Price Percent Change, Industry | 4 Week Price Percent Change Industry (%) NOTE: See Full Description for important information | Full Description |
Pr4WRel%Chg | Relative Return Excl Div | Price percent change during the period relative to the regional benchmark. Dividends are not included | Full Description |
Pr4WRel%ChgInd | Relative Price Percent Change, Industry | Relative Price Percent Change Industry, 4 Weeks (%) NOTE: Not the same as our Industry & Sector which is cap-weighted | Full Description |
Pr52W%Chg | Return Excl Div | Price percent change during the period. Dividends are not included (see Ret%Chg if you want dividends included) | Full Description |
Pr52W%ChgInd | Price Percent Change, Industry | 52 Week Price Percent Change Industry (%) NOTE: See Full Description for important information | Full Description |
Pr52WRel%Chg | Relative Return Excl Div | Price percent change during the period relative to the regional benchmark. Dividends are not included | Full Description |
Pr52WRel%ChgInd | Relative Price Percent Change, Industry | Relative Price Percent Change Industry, 52 Weeks (%) NOTE: Not the same as our Industry & Sector which is cap-weighted | Full Description |
PrcRegEst() | Price Regression End Value | Returns the ending value of a Regression Line of the prices (incl div) | |
PrcRegEst10 | Price Regression End Value | Returns the ending value of a 10 bars Regression Line of the prices (incl div) | |
PrcRegEst10W | Price Regression End Value | Returns the ending value of a 10 week Regression Line of the weekly prices (incl div) | |
PrcRegEst20 | Price Regression End Value | Returns the ending value of a 20 bars Regression Line of the prices (incl div) | |
PrcRegEst20W | Price Regression End Value | Returns the ending value of a 20 week Regression Line of the weekly prices (incl div) | |
PrcRegEst50 | Price Regression End Value | Returns the ending value of a 50 bars Regression Line of the prices (incl div) | |
PrcRegEst50W | Price Regression End Value | Returns the ending value of a 50 week Regression Line of the weekly prices (incl div) | |
PrcRegEst_W() | Price Regression End Value | Returns the ending value of a Regression Line of the weekly prices (incl div) | |
PrevBarDaysAgo | Date | Returns the number of bars from previous trading day. See Full Description for an example how to buy on a specific weekday. | Full Description |
Price | Price | Price ($) unadjusted for future splits. Same as Close(0) | |
PriceH | Price Highest/Lowest | Price, 12 Month High ($) adjusted for splits and dividends. | Full Description |
PriceL | Price Highest/Lowest | Price, 12 Month Low ($) adjusted for splits and dividends. | Full Description |
PricePY | Price | Price, Year Ago ($) adjusted for splits and dividends. | Full Description |
PriceTarget4WkAgo | Price Target | Analyst mean Price Target 4 weeks ago NOTE: complete price target data is available starting in 2001 | |
PriceTargetHi | Price Target | High analyst mean Price Target NOTE: complete price target data is available starting in 2001 | |
PriceTargetLo | Price Target | Low analyst mean Price Target NOTE: complete price target data is available starting in 2001 | |
PriceTargetMean | Price Target | Analyst mean Price Target 0-18 months out NOTE: complete price target data is available starting in 2001 | |
PriceTargetStdDev | Price Target | Analyst Price Target standard deviation NOTE: complete price target data is available starting in 2001 | |
ProjPECurFY | Price To Earnings (PE) Projected | Current Year Projected P/E Ratio | Full Description |
ProjPENextFY | Price To Earnings (PE) Projected | Next Year Projected P/E Ratio | Full Description |
ProjPENextFYInd | Price To Earnings (PE) Projected, Industry | Next Year Projected P/E Ratio Industry | Full Description |
ProjPENTM | Price To Earnings (PE) Projected | Next Twelve Months Projected P/E Ratio | |
ProjPENTMInd | Price To Earnings (PE) Projected, Industry | Next Twelve Months Projected P/E Ratio Industry | Full Description |
PTMgn%() PTMgn%Q PTMgn%PQ PTMgn%PYQ PTMgn%TTM PTMgn%PTM PTMgn%A PTMgn%PY PTMgn%Gr%PQ PTMgn%Gr%PYQ PTMgn%Gr%TTM PTMgn%Gr%PQTTM PTMgn%Gr%A PTMgn%Gr%3Y PTMgn%Gr%5Y PTMgn%Gr%10Y PTMgn%RSD%ANN PTMgn%RSD%TTM PTMgn%RegEstANN PTMgn%RegEstTTM PTMgn%RegGr%ANN PTMgn%RegGr%TTM PTMgn%3YAvg PTMgn%5YAvg | Pretax Margin | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
PTMgn%5Y | Pretax Margin | Pretax Margin, 5 Year Factor (%) | Full Description |
PTMgn%5YAvgInd | Pretax Margin, Industry | Pretax Margin Industry, 5 Year Average (%) | Full Description |
PTMgn%5YInd | Pretax Margin, Industry | Pretax Margin Industry, 5 year (%) | Full Description |
PTMgn%TTMInd | Pretax Margin, Industry | Pretax Margin Industry, TTM (%) | Full Description |
QtrComplete | Latest in Database | Latest Quarter Updated by SEC filings | Full Description |
QuickRatio() QuickRatioQ QuickRatioPQ QuickRatioPYQ QuickRatioTTM QuickRatioPTM QuickRatioA QuickRatioPY QuickRatioGr%PQ QuickRatioGr%PYQ QuickRatioGr%TTM QuickRatioGr%PQTTM QuickRatioGr%A QuickRatioGr%3Y QuickRatioGr%5Y QuickRatioGr%10Y QuickRatioRSD%ANN QuickRatioRSD%TTM QuickRatioRegEstANN QuickRatioRegEstTTM QuickRatioRegGr%ANN QuickRatioRegGr%TTM QuickRatio3YAvg QuickRatio5YAvg | Quick Ratio | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
QuickRatioQInd | Quick Ratio, Industry | Quick Ratio Industry, Quarterly | Full Description |
R | Correlation Coefficient | Returns the R for a previously computed regression | Full Description |
R2 | Coefficient of Determination | Returns the R² for a previously computed regression | Full Description |
RandD() RandDQ RandDPQ RandDPYQ RandDTTM RandDPTM RandDA RandDPY RandDGr%PQ RandDGr%PYQ RandDGr%TTM RandDGr%PQTTM RandDGr%A RandDGr%3Y RandDGr%5Y RandDGr%10Y RandDRSD%ANN RandDRSD%TTM RandDRegEstANN RandDRegEstTTM RandDRegGr%ANN RandDRegGr%TTM RandDPSQ RandDPSA RandD%SalesQ RandD%SalesA RandD%AssetsQ RandD%AssetsA RandD3YAvg RandD5YAvg | Research and Development Expense | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Random | Random Number | Random: Returns a random number uniformly distributed between 0 and 1 | |
Rank | Latest Rank | Latest stock rank updated daily Tuesday-Saturday. Usage examples: Portfolios and Sims: to sell a position when rank drops below 60, enter the following SELL rule: Rank < 60 Screener: to screen for stocks with a Rank above 90 select the Ranking System to use and enter the following rule: Rank > 90 | |
RankBars | Rank Bars | Returns 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. | |
RankPos | Latest Rank | Return the position within the ranked stocks array. The highest ranked stock is position 1, the next is 2, etc. | |
RankPosPrev() | Previous Rank | Historical weekly rank position based on the selected ranking system. Weekly ranks are updated every Saturday. weeksAgo: number of weeks from 0-261. | Full Description |
RankPrev() | Previous Rank | Historical 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 Rank | Returns the rank for the named Ranking System. You can specify one of your systems or one of our pre-built ranking systems. Example: Rating("Momentum Value")>80 NOTE: A maximum of 3 Rating/RatingPos functions can be used for a request | |
RatingPos() | Other Rank | Returns the rank position for the named Ranking System. You can specify one of your systems or one of our pre-built ranking systems. Example: RatingPos("Momentum Value")<10 NOTE: A maximum of 3 Rating/RatingPos functions can be used for a request. | |
RBICS() | Revere Industry Classification (RBICS) | Evaluates to TRUE if any combination of RBICS Sector, Sub-sector, Industry, and Sub-industry matches. For example, RBICS(25, 401515) returns stocks in *either* Sector ENERGY or Industry DELIVERY. You can also use our mnemonics: RBICS(ENERGY, DELIVERY) | Full Description |
RecTurn() RecTurnQ RecTurnPQ RecTurnPYQ RecTurnTTM RecTurnPTM RecTurnA RecTurnPY RecTurnGr%PQ RecTurnGr%PYQ RecTurnGr%TTM RecTurnGr%PQTTM RecTurnGr%A RecTurnGr%3Y RecTurnGr%5Y RecTurnGr%10Y RecTurnRSD%ANN RecTurnRSD%TTM RecTurnRegEstANN RecTurnRegEstTTM RecTurnRegGr%ANN RecTurnRegGr%TTM RecTurnPSQ RecTurnPSA RecTurn%SalesQ RecTurn%SalesA RecTurn%AssetsQ RecTurn%AssetsA RecTurn3YAvg RecTurn5YAvg | Receivables Turnover | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
RecTurnTTMInd | Receivable Turnover, Industry | Receivables Turnover Industry, TTM | Full Description |
Recvbl() RecvblQ RecvblPQ RecvblPYQ RecvblTTM RecvblPTM RecvblA RecvblPY RecvblGr%PQ RecvblGr%PYQ RecvblGr%TTM RecvblGr%PQTTM RecvblGr%A RecvblGr%3Y RecvblGr%5Y RecvblGr%10Y RecvblRSD%ANN RecvblRSD%TTM RecvblRegEstANN RecvblRegEstTTM RecvblRegGr%ANN RecvblRegGr%TTM RecvblPSQ RecvblPSA Recvbl%AssetsQ Recvbl%AssetsA Recvbl3YAvg Recvbl5YAvg | Accounts Receivables | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
RecvblChg() RecvblChgQ RecvblChgPQ RecvblChgPYQ RecvblChgTTM RecvblChgPTM RecvblChgA RecvblChgPY RecvblChgGr%PQ RecvblChgGr%PYQ RecvblChgGr%TTM RecvblChgGr%PQTTM RecvblChgGr%A RecvblChgGr%3Y RecvblChgGr%5Y RecvblChgGr%10Y RecvblChgRSD%ANN RecvblChgRSD%TTM RecvblChgRegEstANN RecvblChgRegEstTTM RecvblChgRegGr%ANN RecvblChgRegGr%TTM RecvblChgPSQ RecvblChgPSA RecvblChg%SalesQ RecvblChg%SalesA RecvblChg%AssetsQ RecvblChg%AssetsA RecvblChg3YAvg RecvblChg5YAvg | Change to Accounts Receivables | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
RegGr%() | Regression Growth | Returns the growth for a previously computed time series regression. The period parameter can be used to annualize the growth | Full Description |
Rel%Chg() | Relative Return Incl Div | Total return relative to the benchmark or other series | Full Description |
Rel%Chg_D() | Relative Return Incl Div | Total return relative to the benchmark or other series | Full Description |
RelStdDev() | Standard deviation of a set of values | Returns the Relative Standard Deviation (SD divided by the mean) of the parameters. | Full Description |
Ret%Chg() | Return Incl Div (Total Return) | Total return (includes dividends) in the period specified | Full Description |
Ret%Chg_D() | Return Incl Div (Total Return) | Total return (includes dividends) in the period specified | Full Description |
Ret1W%Chg | Return Incl Div (Total Return) | Total return 1 week | Full Description |
Ret1Y%Chg | Return Incl Div (Total Return) | Total return 1 year | Full Description |
Ret2Y%Chg | Return Incl Div (Total Return) | Total return 2 years | Full Description |
Ret3M%Chg | Return Incl Div (Total Return) | Total return 3 months | Full Description |
Ret4W%Chg | Return Incl Div (Total Return) | Total return in the period specified | Full Description |
Ret6M%Chg | Return Incl Div (Total Return) | Total return 6 months | Full Description |
RetainedEarn() RetainedEarnQ RetainedEarnPQ RetainedEarnPYQ RetainedEarnTTM RetainedEarnPTM RetainedEarnA RetainedEarnPY RetainedEarnGr%PQ RetainedEarnGr%PYQ RetainedEarnGr%TTM RetainedEarnGr%PQTTM RetainedEarnGr%A RetainedEarnGr%3Y RetainedEarnGr%5Y RetainedEarnGr%10Y RetainedEarnRSD%ANN RetainedEarnRSD%TTM RetainedEarnRegEstANN RetainedEarnRegEstTTM RetainedEarnRegGr%ANN RetainedEarnRegGr%TTM RetainedEarnPSQ RetainedEarnPSA RetainedEarn%AssetsQ RetainedEarn%AssetsA RetainedEarn3YAvg RetainedEarn5YAvg | Retained Earnings | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Retn%() Retn%Q Retn%PQ Retn%PYQ Retn%TTM Retn%PTM Retn%A Retn%PY Retn%Gr%PQ Retn%Gr%PYQ Retn%Gr%TTM Retn%Gr%PQTTM Retn%Gr%A Retn%Gr%3Y Retn%Gr%5Y Retn%Gr%10Y Retn%RSD%ANN Retn%RSD%TTM Retn%RegEstANN Retn%RegEstTTM Retn%RegGr%ANN Retn%RegGr%TTM Retn%3YAvg Retn%5YAvg | Retention Rate | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | |
Retn%TTMInd | Retention Rate, Industry | Retention Rate Industry, TTM (%) | Full Description |
ROA%() ROA%Q ROA%PQ ROA%PYQ ROA%TTM ROA%PTM ROA%A ROA%PY ROA%Gr%PQ ROA%Gr%PYQ ROA%Gr%TTM ROA%Gr%PQTTM ROA%Gr%A ROA%Gr%3Y ROA%Gr%5Y ROA%Gr%10Y ROA%RSD%ANN ROA%RSD%TTM ROA%RegEstANN ROA%RegEstTTM ROA%RegGr%ANN ROA%RegGr%TTM ROA%3YAvg ROA%5YAvg | Return on Assets | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
ROA%5YAvgInd | Return On Assets, Industry | Return on Average Assets Industry, 5 Year Average (%) | Full Description |
ROA%TTMInd | Return On Assets, Industry | Return 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 ROE%Gr%PQ ROE%Gr%PYQ ROE%Gr%TTM ROE%Gr%PQTTM ROE%Gr%A ROE%Gr%3Y ROE%Gr%5Y ROE%Gr%10Y ROE%RSD%ANN ROE%RSD%TTM ROE%RegEstANN ROE%RegEstTTM ROE%RegGr%ANN ROE%RegGr%TTM ROE%3YAvg ROE%5YAvg | Return on Equity | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
ROE%5YAvgInd | Return On Equity, Industry | Return on Average Common Equity Industry, 5 Year Average (%) | Full Description |
ROE%TTMInd | Return On Equity, Industry | Return on Average Common Equity Industry, TTM (%) | Full Description |
ROI%() ROI%Q ROI%PQ ROI%PYQ ROI%TTM ROI%PTM ROI%A ROI%PY ROI%Gr%PQ ROI%Gr%PYQ ROI%Gr%TTM ROI%Gr%PQTTM ROI%Gr%A ROI%Gr%3Y ROI%Gr%5Y ROI%Gr%10Y ROI%RSD%ANN ROI%RSD%TTM ROI%RegEstANN ROI%RegEstTTM ROI%RegGr%ANN ROI%RegGr%TTM ROI%3YAvg ROI%5YAvg | Return on Investment | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
ROI%5YAvgInd | Return On Investment, Industry | Return on Investment Industry, 5 Year Average (%) | Full Description |
ROI%TTMInd | Return On Investment, Industry | Return on Investment Industry, TTM (%) | Full Description |
RSI() | Relative Strength Indicator (RSI) | Welles Wilder's Relative Strength Index. Period is in 'bar' or 'trading days' (can depend on the series you specify) | Full Description |
RSI_D() | Relative Strength Indicator (RSI) | Welles Wilder's Relative Strength Index. Period is in 'days' which include holidays. | Full Description |
RSI_W() | Relative Strength Indicator (RSI) | Welles Wilder's Relative Strength Index. Period is in 'weeks' which include holidays. | Full Description |
Sales() SalesQ SalesPQ SalesPYQ SalesTTM SalesPTM SalesA SalesPY SalesGr%PQ SalesGr%PYQ SalesGr%TTM SalesGr%PQTTM SalesGr%A SalesGr%3Y SalesGr%5Y SalesGr%10Y SalesRSD%ANN SalesRSD%TTM SalesRegEstANN SalesRegEstTTM SalesRegGr%ANN SalesRegGr%TTM SalesPSQ SalesPSA Sales%AssetsQ Sales%AssetsA Sales3YAvg Sales5YAvg | Sales (Revenues) | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
SalesActual() | Sales Actual | Historical (Actual) Sales | Full Description |
SalesActualGr%PYQ | Sales Actual | Sales Actual Growth Previous Year Q (PYQ) | Full Description |
SalesActualGr%TTM | Sales Actual | Sales Actual Growth Trailing Twelve Months (TTM) | Full Description |
SalesActualPTM | Sales Actual | Sales Actual Previous Twelve Months (PTM) | Full Description |
SalesActualQ1 | Sales Actual | Sales Actual, 1 Quarter Ago | Full Description |
SalesActualQ2 | Sales Actual | Sales Actual, 2 Quarters Ago | Full Description |
SalesActualQ3 | Sales Actual | Sales Actual, 3 Quarters Ago | Full Description |
SalesActualQ4 | Sales Actual | Sales Actual, 4 Quarters Ago | Full Description |
SalesActualQ5 | Sales Actual | Sales Actual, 5 Quarters Ago | Full Description |
SalesActualTTM | Sales Actual | Sales Actual Trailing Twelve Months (TTM) | Full Description |
SalesEst() | Historical Sales Estimate | Historical Sales Estimate | |
SalesEstQ1 | Historical Sales Estimate | Sales Estimate, 1 Quarter Ago | |
SalesEstQ2 | Historical Sales Estimate | Sales Estimate, 2 Quarters Ago | |
SalesEstQ3 | Historical Sales Estimate | Sales Estimate, 3 Quarters Ago | |
SalesEstQ4 | Historical Sales Estimate | Sales Estimate, 4 Quarters Ago | |
SalesEstQ5 | Historical Sales Estimate | Sales Estimate, 5 Quarters Ago | |
SalesGr%3YInd | Industry Growth | Sales Growth Rate Industry, 3 Years (%) | Full Description |
SalesGr%5YInd | Industry Growth | Sales Industry, 5 Year Growth Rate (%) | Full Description |
SalesGr%AInd | Industry Growth | Sales percent change for the industry, recent Y vs prior Y | Full Description |
SalesGr%PYQInd | Industry Growth | Sales percent change for the industry, recent Q vs Q 1 year ago | Full Description |
SalesGr%TTMInd | Industry Growth | Sales percent change for the industry, recent TTM vs prior TTM | Full Description |
SalesHistEstCnt() | Historical Estimate Number of Analysts | Historical Sales Estimate Number of Analysts | |
SalesHistEstSD() | Historical Estimate Standard Deviation | Historical Sales Estimate Standard Deviation | |
SalesPerEmp() SalesPerEmpQ SalesPerEmpPQ SalesPerEmpPYQ SalesPerEmpTTM SalesPerEmpPTM SalesPerEmpA SalesPerEmpPY SalesPerEmpGr%PQ SalesPerEmpGr%PYQ SalesPerEmpGr%TTM SalesPerEmpGr%PQTTM SalesPerEmpGr%A SalesPerEmpGr%3Y SalesPerEmpGr%5Y SalesPerEmpGr%10Y SalesPerEmpRSD%ANN SalesPerEmpRSD%TTM SalesPerEmpRegEstANN SalesPerEmpRegEstTTM SalesPerEmpRegGr%ANN SalesPerEmpRegGr%TTM SalesPerEmp3YAvg SalesPerEmp5YAvg | Sales Per Employee | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | |
SalesPerEmpTTMInd | Sales per Employee, Industry | Sales Per Employee Industry, TTM | Full Description |
SalesPS() SalesPSQ SalesPSPQ SalesPSPYQ SalesPSTTM SalesPSPTM SalesPSA SalesPSPY SalesPSGr%PQ SalesPSGr%PYQ SalesPSGr%TTM SalesPSGr%PQTTM SalesPSGr%A SalesPSGr%3Y SalesPSGr%5Y SalesPSGr%10Y SalesPSRSD%ANN SalesPSRSD%TTM SalesPSRegEstANN SalesPSRegEstTTM SalesPSRegGr%ANN SalesPSRegGr%TTM SalesPS3YAvg SalesPS5YAvg | Sales (Revenues) Per Share | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
SalesSurp%Q1 | Analyst Sales Surprise | Sales Surprise (Estimated vs. Actual), 1 Quarter Ago (%) | Full Description |
SalesSurp%Q2 | Analyst Sales Surprise | Sales Surprise (Estimated vs. Actual), 2 Quarters Ago (%) | Full Description |
SalesSurp%Q3 | Analyst Sales Surprise | Sales Surprise (Estimated vs. Actual), 3 Quarters Ago (%) | Full Description |
SalesSurp%Q4 | Analyst Sales Surprise | Sales Surprise (Estimated vs. Actual), 4 Quarters Ago (%) | Full Description |
SalesSurp%Q5 | Analyst Sales Surprise | Sales Surprise (Estimated vs. Actual), 5 Quarters Ago (%) | Full Description |
SalesSurp%Y1 | Analyst Sales Surprise | Sales Surprise (Estimated vs. Actual), Most recent year (%) | Full Description |
SalesSurp%Y2 | Analyst Sales Surprise | Sales Surprise (Estimated vs. Actual), 2 Years Ago (%) | Full Description |
SalesSurp%Y3 | Analyst Sales Surprise | Sales Surprise (Estimated vs. Actual), 3 Years Ago (%) | Full Description |
SalesSurp%Y4 | Analyst Sales Surprise | Sales Surprise (Estimated vs. Actual), 4 Years Ago (%) | Full Description |
SalesSurprise() | Analyst Sales Surprise | Sales Surprise in % | Full Description |
SalesSUS() | Unexpected Sales (SUS) | Standardized Unexpected Sales general formula | Full Description |
Samples | Regression Samples (Observations) | Returns the number of samples for a previously computed regression | Full Description |
SAR | Parabolic SAR | SAR: Parabolic SAR. Returns the SAR(stop-and-reversal) value using an Acceleration Factor or 0.02 and a maximum Acceleration of 0.2.To find stocks trading above the SAR enter: Close(0)>SAR | |
scFIGI | FIGI Identifier | Returns the Global Share Class level FIGI identifier. | |
Screen() | Screen Holdings | Runs the screen specified in the first parameter. If top>0 then only the specified top stocks are returned. With this you can create screen-of-screens. Screen("Graham",7) Or Screen("Lynch",7) | Full Description |
SE | Standard Error of the Y Estimate (Sy.x) | Returns the SE of the Y estimate for a previously computed regression | Full Description |
SecCount SecCount | Sector Count | Running count of stocks in the sector. This rule must be the last rule in the screen. | |
Sector | Sector | Which sector the stock belongs to. For example, to screen for stocks in the technology sector use: Sector=TECH | Full Description |
SectorCode | Sector Code | Sector Code. See Full Description for a complete list of codes | Full Description |
SectorDescr | Sector Description | Sector Description. See Full Description for a complete list of names | Full Description |
SecWeight | Sector Weight | Weight of the sector as % of total market value. For a buy rule, the weight is checked assuming the stock is purchased. For a sell rule the weight is checked before the sell. | Full Description |
SetVar() | Set Variable | Sets the variable @myvar to the expression and returns TRUE. You can use the variable in subsequent rules. | Full Description |
SGA2GP() SGA2GPQ SGA2GPPQ SGA2GPPYQ SGA2GPTTM SGA2GPPTM SGA2GPA SGA2GPPY SGA2GPGr%PQ SGA2GPGr%PYQ SGA2GPGr%TTM SGA2GPGr%PQTTM SGA2GPGr%A SGA2GPGr%3Y SGA2GPGr%5Y SGA2GPGr%10Y SGA2GPRSD%ANN SGA2GPRSD%TTM SGA2GPRegEstANN SGA2GPRegEstTTM SGA2GPRegGr%ANN SGA2GPRegGr%TTM SGA2GPPSQ SGA2GPPSA SGA2GP%SalesQ SGA2GP%SalesA SGA2GP%AssetsQ SGA2GP%AssetsA SGA2GP3YAvg SGA2GP5YAvg | Sales, General and Administrative Expense to Gross Profit | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
SGA2Sales%() SGA2Sales%Q SGA2Sales%PQ SGA2Sales%PYQ SGA2Sales%TTM SGA2Sales%PTM SGA2Sales%A SGA2Sales%PY SGA2Sales%Gr%PQ SGA2Sales%Gr%PYQ SGA2Sales%Gr%TTM SGA2Sales%Gr%PQTTM SGA2Sales%Gr%A SGA2Sales%Gr%3Y SGA2Sales%Gr%5Y SGA2Sales%Gr%10Y SGA2Sales%RSD%ANN SGA2Sales%RSD%TTM SGA2Sales%RegEstANN SGA2Sales%RegEstTTM SGA2Sales%RegGr%ANN SGA2Sales%RegGr%TTM SGA2Sales%3YAvg SGA2Sales%5YAvg | Selling,Gen,Admin to Sales % | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
SGA2Sales%5Y | Selling,Gen,Admin to Sales % | Operating Margin, 5 Year Factor (%) | |
SGandA() SGandAQ SGandAPQ SGandAPYQ SGandATTM SGandAPTM SGandAA SGandAPY SGandAGr%PQ SGandAGr%PYQ SGandAGr%TTM SGandAGr%PQTTM SGandAGr%A SGandAGr%3Y SGandAGr%5Y SGandAGr%10Y SGandARSD%ANN SGandARSD%TTM SGandARegEstANN SGandARegEstTTM SGandARegGr%ANN SGandARegGr%TTM SGandAPSQ SGandAPSA SGandA%SalesQ SGandA%SalesA SGandA%AssetsQ SGandA%AssetsA SGandA3YAvg SGandA5YAvg | Sales, General and Admin Exp | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
SGandA_GAAP() SGandA_GAAPQ SGandA_GAAPPQ SGandA_GAAPPYQ SGandA_GAAPTTM SGandA_GAAPPTM SGandA_GAAPA SGandA_GAAPPY SGandA_GAAPGr%PQ SGandA_GAAPGr%PYQ SGandA_GAAPGr%TTM SGandA_GAAPGr%PQTTM SGandA_GAAPGr%A SGandA_GAAPGr%3Y SGandA_GAAPGr%5Y SGandA_GAAPGr%10Y SGandA_GAAPRSD%ANN SGandA_GAAPRSD%TTM SGandA_GAAPRegEstANN SGandA_GAAPRegEstTTM SGandA_GAAPRegGr%ANN SGandA_GAAPRegGr%TTM SGandA_GAAPPSQ SGandA_GAAPPSA SGandA_GAAP%SalesQ SGandA_GAAP%SalesA SGandA_GAAP%AssetsQ SGandA_GAAP%AssetsA SGandA_GAAP3YAvg SGandA_GAAP5YAvg | Sales, General and Admin Exp GAAP | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
ShareholderYield | Shareholder Yield | Share holder Yield | Full Description |
Shares() SharesQ SharesPQ SharesPYQ SharesTTM SharesPTM SharesA SharesPY SharesGr%PQ SharesGr%PYQ SharesGr%TTM SharesGr%PQTTM SharesGr%A SharesGr%3Y SharesGr%5Y SharesGr%10Y SharesRSD%ANN SharesRSD%TTM SharesRegEstANN SharesRegEstTTM SharesRegGr%ANN SharesRegGr%TTM Shares3YAvg Shares5YAvg | Common Shares | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
SharesCur() | Common Shares Most Recent | Returns the most recent common shares outstanding from a daily source. Only includes the current primary stock. See Full Description from more info | Full Description |
SharesFD() SharesFDQ SharesFDPQ SharesFDPYQ SharesFDTTM SharesFDPTM SharesFDA SharesFDPY SharesFDGr%PQ SharesFDGr%PYQ SharesFDGr%TTM SharesFDGr%PQTTM SharesFDGr%A SharesFDGr%3Y SharesFDGr%5Y SharesFDGr%10Y SharesFDRSD%ANN SharesFDRSD%TTM SharesFDRegEstANN SharesFDRegEstTTM SharesFDRegGr%ANN SharesFDRegGr%TTM SharesFD3YAvg SharesFD5YAvg | Common Shares Fully Diluted | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Sharpe() | Sharpe Ratio | Returns a sharpe-like ratio. Unlike the normal Sharpe ratio, it is not adjusted for the risk-free return. | Full Description |
Sharpe1Y | Sharpe Ratio | Sharpe1Y: returns the 1 year Sharpe-like ratio for the stock. Unlike the normal Sharpe ratio, it is not adjusted for the risk-free return. Weekly returns are used in the calculations. | Full Description |
Sharpe2Y | Sharpe Ratio | Sharpe2Y: returns the 2 year Sharpe-like ratio for the stock. Unlike the normal Sharpe ratio, it is not adjusted for the risk-free return. Weekly returns are used in the calculations. | Full Description |
ShowCorrel() | Show Correlation Matrix in report | This function produces a correlation matrix in the screen report | Full Description |
ShowVar() | Show/Set Variable function | Sets the variable @myvar to expression, returns TRUE, and displays @myvar in the screen report. | Full Description |
SI%Float | Short Interest Percent of Float | Short Interest, Percent of Float (%) USA only | Full Description |
SI%FloatPM | Short Interest Percent of Float | Short Interest, Percent of Float, 1 Month Ago (%) USA only | Full Description |
SI%FloatPM2 | Short Interest Percent of Float | Short Interest, Percent of Float, 2 Months Ago (%) USA only | Full Description |
SI%FloatPM3 | Short Interest Percent of Float | Short Interest, Percent of Float, 3 Months Ago (%) USA only | Full Description |
SI%ShsOut | Short Interest Percent of Shares Outstanding | Short Interest, Percent of Shares Outstanding (%) USA only | Full Description |
SI%ShsOutPM | Short Interest Percent of Shares Outstanding | Short Interest, Percent of Shares Outstanding, 1 Month Ago (%) USA only | Full Description |
SI%ShsOutPM2 | Short Interest Percent of Shares Outstanding | Short Interest, Percent of Shares Outstanding, 2 Months Ago (%) USA only | Full Description |
SI%ShsOutPM3 | Short Interest Percent of Shares Outstanding | Short Interest, Percent of Shares Outstanding, 3 Months Ago (%) USA only | Full Description |
SI1Mo%Chg | Short Interest, Percent Change | Short Interest, One Month Percent Change (%) USA only | Full Description |
SICM | Short Interest | Short Interest, Current Month Position (millions) USA only | Full Description |
SimWeeks | Weeks since inception | Returns the number of weeks since inception. Usage example: In a weekly sim add the following Buy rule to only buy every 13 weeks Mod(SimWeeks,13)=0 | |
SIPM | Short Interest | Short Interest, Previous Month (millions) USA only | Full Description |
SIPM2 | Short Interest | Short Interest, 2 Months Ago (millions) USA only | Full Description |
SIPM3 | Short Interest | Short Interest, 3 Months Ago (millions) USA only | Full Description |
SIRatio | Short Interest Ratio | Short Interest Ratio USA only | Full Description |
SIRatioPM | Short Interest Ratio | Short Interest Ratio, 1 Month Ago USA only | Full Description |
SIRatioPM2 | Short Interest Ratio | Short Interest Ratio - 2 Months Ago USA only | Full Description |
SIRatioPM3 | Short Interest Ratio | Short Interest Ratio - 3 Months Ago USA only | Full Description |
Slope | Slope of the regression | Returns the Slope for a previously computed regression | Full Description |
SlopeConf% | Slope Confidence % | Confidence is defined as 100 * (1-SlopePVal) for a previously computed regression | Full Description |
SlopePVal | Slope p-value | Returns the P-value of the slope for a previously computed regression | Full Description |
SlopeSE | Slope Standard Error | Returns the Slope Standard Error for a previously computed regression | Full Description |
SlopeTStat | Slope t-statistic | Returns the t Stat of the slope for a previously computed regression | Full Description |
SMA() | Simple Moving Average | Simple moving average of a time series. Period is in 'bars' or 'trading days ago' (can vary depending on the series you choose). | Full Description |
SMA_D() | Simple Moving Average | Simple moving average of a time series. Period is in 'days' which include holidays. | Full Description |
SMA_W() | Simple Moving Average | Simple moving average of the weekly time series. | Full Description |
SmallCount | Market Cap Concentration | Number of positions in the SmallCap group. See Full Description for details and examples. | Full Description |
SmallWeight | Market Cap Concentration | Weight of the SmallCap group as % of total market value. See Full Description for details and examples. | Full Description |
SMAPct() | Percent From Average | Percent from SMA (incl div) | |
SMAPct_W() | Percent From Average | Percent from SMA using the weekly series (incl div) | |
Sortino() | Sortino Ratio | Returns a sortino-like ratio. Unlike the normal Sortino ratio, it is not adjusted for the risk-free return. range: total number of bars used bars: no. bars used for the returns (default=5) offset: offset in bars | Full Description |
Sortino1Y | Sortino Ratio | Sortino1Y: returns the 1 year Sortino-like ratio for the stock. Unlike the normal Sortino ratio, it is not adjusted for the risk-free return. Weekly returns are used in the calculations. | Full Description |
Sortino2Y | Sortino Ratio | Sortino2Y: returns the 2 year Sortino-like ratio for the stock. Unlike the normal Sortino ratio, it is not adjusted for the risk-free return. Weekly returns are used in the calculations. | Full Description |
SpcItems() SpcItemsQ SpcItemsPQ SpcItemsPYQ SpcItemsTTM SpcItemsPTM SpcItemsA SpcItemsPY SpcItemsGr%PQ SpcItemsGr%PYQ SpcItemsGr%TTM SpcItemsGr%PQTTM SpcItemsGr%A SpcItemsGr%3Y SpcItemsGr%5Y SpcItemsGr%10Y SpcItemsRSD%ANN SpcItemsRSD%TTM SpcItemsRegEstANN SpcItemsRegEstTTM SpcItemsRegGr%ANN SpcItemsRegGr%TTM SpcItemsPSQ SpcItemsPSA SpcItems%SalesQ SpcItems%SalesA SpcItems%AssetsQ SpcItems%AssetsA SpcItems3YAvg SpcItems5YAvg | Special Items | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
SplitCount() | Splits | Returns the number of splits in the past or future number of days | Full Description |
SplitFactor() | Splits | Returns the compounded split ratio in the past or future number of days | Full Description |
Splits() | Splits | Returns 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 Spread | Returns the closing spread (ask-bid) for the bar. Data is from ICE Data (formerly Interactive Data Corp). | |
Spread_D() | Bid Ask Spread | Returns the closing spread (ask-bid) for the day including holidays. Holidays are filled in with the spread from the previous day. Data is from ICE Data (formerly Interactive Data Corp). | |
StaleStmt | Stale Flag | Returns 1 (TRUE) when there's no data in the database for the latest period that is publicly available from a press release or SEC filing | |
StdDev() | Standard deviation of a set of values | Returns the Standard Deviation of the parameters. | Full Description |
StochD() | Stochastic Oscillator | Returns the Stochastic %D value | Full Description |
StochK() | Stochastic Oscillator | Returns the Stochastic %K value | Full Description |
StockID | Unique Stock Identifier | Returns the internal ID of the current stock or ETF. Can be used to create any number samples in conjunction with modulus function Mod() | Full Description |
SubIndCode | SubIndustry Code | See Full Description for a complete list of codes | Full Description |
SubIndCount SubIndCount | Industry Count | Running count of stocks in the sub-industry. This rule must be the last rule in the screen. | |
SubIndDescr | SubIndustry Description | See Full Description for a complete list of names | Full Description |
SubIndustry | SubIndustry | Which sub-industry the stock belongs to. For example, to screen for stocks in the diversified REITs sub-industry use: SubIndustry=REITDIV | Full Description |
SubIndWeight | Industry Weight | Weight 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. | |
SubSecCount SubSecCount | Sector Count | Running count of stocks in the sub-sector. This rule must be the last rule in the screen. | |
SubSector | SubSector | Which sub-sector the stock belongs to. | Full Description |
SubSectorCode | SubSector Code | SubSector Code. See Full Description for a complete list of codes | Full Description |
SubSectorDescr | SubSector Description | SubSector Description. See Full Description for a complete list of names | Full Description |
SubSecWeight | Sector Weight | Weight 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. | Full Description |
SUEQ1 | Unexpected Earnings (SUE) | Standardized Unexpected Earnings Most Recent Quarter | Full Description |
SUEQ2 | Unexpected Earnings (SUE) | Standardized Unexpected Earnings 2 Quarters Ago | Full Description |
SUEQ3 | Unexpected Earnings (SUE) | Standardized Unexpected Earnings 3 Quarters Ago | Full Description |
SUEQ4 | Unexpected Earnings (SUE) | Standardized Unexpected Earnings 4 Quarters Ago | Full Description |
SUEY1 | Unexpected Earnings (SUE) | Standardized Unexpected Earnings Most Recent Year | Full Description |
SUEY2 | Unexpected Earnings (SUE) | Standardized Unexpected Earnings 2 Years Ago | Full Description |
SUEY3 | Unexpected Earnings (SUE) | Standardized Unexpected Earnings 3 Years Ago | Full Description |
SUEY4 | Unexpected Earnings (SUE) | Standardized Unexpected Earnings 4 Years Ago | Full Description |
Surprise%Q1 | Analyst EPS Surprise | Earnings Surprise (Estimated vs. Actual), 1 Quarter Ago (%) | Full Description |
Surprise%Q2 | Analyst EPS Surprise | Earnings Surprise (Estimated vs. Actual), 2 Quarters Ago (%) | Full Description |
Surprise%Q3 | Analyst EPS Surprise | Earnings Surprise (Estimated vs. Actual), 3 Quarters Ago (%) | Full Description |
Surprise%Q4 | Analyst EPS Surprise | Earnings Surprise (Estimated vs. Actual), 4 Quarters Ago (%) | Full Description |
Surprise%Q5 | Analyst EPS Surprise | Earnings Surprise (Estimated vs. Actual), 5 Quarters Ago (%) | Full Description |
Surprise%Y1 | Analyst EPS Surprise | Earnings Surprise (Estimated vs. Actual), Most recent year (%) | Full Description |
Surprise%Y2 | Analyst EPS Surprise | Earnings Surprise (Estimated vs. Actual), 2 Year Ago (%) | Full Description |
Surprise%Y3 | Analyst EPS Surprise | Earnings Surprise (Estimated vs. Actual), 3 Year Ago (%) | Full Description |
Surprise%Y4 | Analyst EPS Surprise | Earnings Surprise (Estimated vs. Actual), 4 Year Ago (%) | Full Description |
SurpriseY() | Regression Surprise | Returns the surprise of the estimated Y vs actual for a previously computed regression. Note that offset depends on the regression. Please see the Full Description | Full Description |
SusGr% | Sustainable Growth | Growth Sustainable (%) | Full Description |
SUSQ1 | Unexpected Sales (SUS) | Standardized Unexpected Sales Most Recent Quarter | Full Description |
SUSQ2 | Unexpected Sales (SUS) | Standardized Unexpected Sales 2 Quarters Ago | Full Description |
SUSQ3 | Unexpected Sales (SUS) | Standardized Unexpected Sales 3 Quarters Ago | Full Description |
SUSQ4 | Unexpected Sales (SUS) | Standardized Unexpected Sales 4 Quarters Ago | Full Description |
SUSY1 | Unexpected Sales (SUS) | Standardized Unexpected Sales Most Recent Year | Full Description |
SUSY2 | Unexpected Sales (SUS) | Standardized Unexpected Sales 2 Years Ago | Full Description |
SUSY3 | Unexpected Sales (SUS) | Standardized Unexpected Sales 3 Years Ago | Full Description |
SUSY4 | Unexpected Sales (SUS) | Standardized Unexpected Sales 4 Years Ago | Full Description |
TanBV() TanBVQ TanBVPQ TanBVPYQ TanBVTTM TanBVPTM TanBVA TanBVPY TanBVGr%PQ TanBVGr%PYQ TanBVGr%TTM TanBVGr%PQTTM TanBVGr%A TanBVGr%3Y TanBVGr%5Y TanBVGr%10Y TanBVRSD%ANN TanBVRSD%TTM TanBVRegEstANN TanBVRegEstTTM TanBVRegGr%ANN TanBVRegGr%TTM TanBVPSQ TanBVPSA TanBV%AssetsQ TanBV%AssetsA TanBV3YAvg TanBV5YAvg | Tangible Book Value (Net Tangible Assets) | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
TaxRate%TTMInd | Tax Rate, Industry | Tax Rate Industry, Effective, TTM (%) | Full Description |
Ticker() | Ticker | Returns 1(TRUE) if the ticker is in the list, 0 (FALSE) otherwise. Use commas or spaces to separate your list. You can also use wildcards * to match any string or ? for any character | |
TotMktVal | Total value of portfolio | Returns the total value of the port/sim (incl. cash) | |
TotRevisions4W | Sum of EPS Revisions | Sum of (No Analysts Up Revisions) - (No Analysts Dn revisions) in the past 4 weeks. . Complete estimate data is available starting in 2000 | Full Description |
TotRevisionsLastW | Sum of EPS Revisions | Sum of (No Analysts Up Revisions) - (No Analysts Dn revisions) in the past week.. Complete estimate data is available starting in 2000 | Full Description |
TRSD1YD | Standard Deviation (Volatility) | Annualized Standard Deviation of Daily Total Return from last year | Full Description |
TRSD30D | Standard Deviation (Volatility) | Annualized Standard Deviation of Daily Total Return from last 30 days | Full Description |
TRSD3YD | Standard Deviation (Volatility) | Annualized Standard Deviation of Daily Total Return from last 3 years | Full Description |
TRSD3YM | Standard Deviation (Volatility) | Annualized Standard Deviation of Monthly Total Return from last 3 years | Full Description |
TRSD5YD | Standard Deviation (Volatility) | Annualized Standard Deviation of Daily Total Return from last 5 years | Full Description |
TRSD5YM | Standard Deviation (Volatility) | Annualized Standard Deviation of Monthly Total Return from last 5 years | Full Description |
TRSD60D | Standard Deviation (Volatility) | Annualized Standard Deviation of Daily Total Return from last 60 days | Full Description |
TRSD90D | Standard Deviation (Volatility) | Annualized Standard Deviation of Daily Total Return from last 90 days | Full Description |
Trunc() | Truncate number | Rounds val toward zero | |
TxAcrudChg() TxAcrudChgQ TxAcrudChgPQ TxAcrudChgPYQ TxAcrudChgTTM TxAcrudChgPTM TxAcrudChgA TxAcrudChgPY TxAcrudChgGr%PQ TxAcrudChgGr%PYQ TxAcrudChgGr%TTM TxAcrudChgGr%PQTTM TxAcrudChgGr%A TxAcrudChgGr%3Y TxAcrudChgGr%5Y TxAcrudChgGr%10Y TxAcrudChgRSD%ANN TxAcrudChgRSD%TTM TxAcrudChgRegEstANN TxAcrudChgRegEstTTM TxAcrudChgRegGr%ANN TxAcrudChgRegGr%TTM TxAcrudChgPSQ TxAcrudChgPSA TxAcrudChg%SalesQ TxAcrudChg%SalesA TxAcrudChg%AssetsQ TxAcrudChg%AssetsA TxAcrudChg3YAvg TxAcrudChg5YAvg | Change in Accrued Income Taxes | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
TxDfd() TxDfdQ TxDfdPQ TxDfdPYQ TxDfdTTM TxDfdPTM TxDfdA TxDfdPY TxDfdGr%PQ TxDfdGr%PYQ TxDfdGr%TTM TxDfdGr%PQTTM TxDfdGr%A TxDfdGr%3Y TxDfdGr%5Y TxDfdGr%10Y TxDfdRSD%ANN TxDfdRSD%TTM TxDfdRegEstANN TxDfdRegEstTTM TxDfdRegGr%ANN TxDfdRegGr%TTM TxDfdPSQ TxDfdPSA TxDfd%SalesQ TxDfd%SalesA TxDfd%AssetsQ TxDfd%AssetsA TxDfd3YAvg TxDfd5YAvg | Deferred Taxes | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
TxDfdIC() TxDfdICQ TxDfdICPQ TxDfdICPYQ TxDfdICTTM TxDfdICPTM TxDfdICA TxDfdICPY TxDfdICGr%PQ TxDfdICGr%PYQ TxDfdICGr%TTM TxDfdICGr%PQTTM TxDfdICGr%A TxDfdICGr%3Y TxDfdICGr%5Y TxDfdICGr%10Y TxDfdICRSD%ANN TxDfdICRSD%TTM TxDfdICRegEstANN TxDfdICRegEstTTM TxDfdICRegGr%ANN TxDfdICRegGr%TTM TxDfdICPSQ TxDfdICPSA TxDfdIC%AssetsQ TxDfdIC%AssetsA TxDfdIC3YAvg TxDfdIC5YAvg | Deferred Taxes and Investment Credits | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
TxPayable() TxPayableQ TxPayablePQ TxPayablePYQ TxPayableTTM TxPayablePTM TxPayableA TxPayablePY TxPayableGr%PQ TxPayableGr%PYQ TxPayableGr%TTM TxPayableGr%PQTTM TxPayableGr%A TxPayableGr%3Y TxPayableGr%5Y TxPayableGr%10Y TxPayableRSD%ANN TxPayableRSD%TTM TxPayableRegEstANN TxPayableRegEstTTM TxPayableRegGr%ANN TxPayableRegGr%TTM TxPayablePSQ TxPayablePSA TxPayable%AssetsQ TxPayable%AssetsA TxPayable3YAvg TxPayable5YAvg | Taxes Payable | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
TxRate%() TxRate%Q TxRate%PQ TxRate%PYQ TxRate%TTM TxRate%PTM TxRate%A TxRate%PY TxRate%Gr%PQ TxRate%Gr%PYQ TxRate%Gr%TTM TxRate%Gr%PQTTM TxRate%Gr%A TxRate%Gr%3Y TxRate%Gr%5Y TxRate%Gr%10Y TxRate%RSD%ANN TxRate%RSD%TTM TxRate%RegEstANN TxRate%RegEstTTM TxRate%RegGr%ANN TxRate%RegGr%TTM TxRate%3YAvg TxRate%5YAvg | Tax Rate | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
UBound() | Constrains to a max and/or a min | Constrains a value to a maximum. When returnNA is set to TRUE the function returns NA if expression exceeds the maximum. | |
ULTOSC() | Ultimate Oscillator | Ultimate Oscillator. Returns the weighted sum of three oscillators of different time periods as defined by Larry Williams. An offset can be specified to find trends in the ULTOSC to find divergences with the price. | |
UnivAvg() | Universe Average | Calculate the simple average of the values of "formula" for the stocks that pass "criteria" | |
UnivCapAvg() | Universe Cap Average | Calculate the cap-weighted average of the values of "formula" for the stocks that pass "criteria" | |
UnivCnt() | Universe Count | Count stocks that pass "criteria" | |
Universe() | Universe filter | Returns 1 if the stock is in the universe, 0 otherwise. Ex: to only buy S&P 500 stocks enter the following Buy rule: Universe(SP500) To see all universes click on function name | Full Description |
UnivExclude() | Exclude by ticker | Exclude stocks in universe with specific tickers | |
UnivMax() | Universe Maximum | Calculate the maximum value of "formula" for the stocks that pass "criteria" | |
UnivMedian() | Universe Median | Calculate the median of the values of "formula" for the stocks that pass "criteria" | |
UnivMin() | Universe Minimum | Calculate the minimum value of "formula" for the stocks that pass "criteria" | |
UnivRBICS() | Filter by RBICS | Only use stocks in universe with specific RBICS | Full Description |
UnivStdDev() | Universe Standard Deviation | Calculate the standard deviation of the values of "formula" for the stocks that pass "criteria" | |
UnivSubset() | Filter by ticker | Only use stocks in universe with specific tickers | |
UnivSum() | Universe Sum | Calculate the sum of the values of "formula" for the stocks that pass "criteria" | |
UpDownRatio() | Up/Down Volume Ratio | Calculates the Up/Down Volume ratio for a stock. If the ratio exceeds 0.5, it means volume on a stock's up days outweighed downside volume in the specified period. It is calculated as: Sum Up Vol/(Sum Up Vol + Sum Down Vol) | Full Description |
ValROETTM | Value of Return On Equity | Value of Return On Equity, TTM {ratio} | Full Description |
VMA() | Volume weighted average | Volume weighted moving average of a time series. Period is in 'bars' or 'trading days ago' (can vary depending on the series you choose). | Full Description |
Vol() | Price OHLCV | Historical volume for a day in the past. | Full Description |
Vol10DAvg | Average Volume | Average Daily Trading Volume (millions) | |
Vol3MAvg | Average Volume | Average Monthly Trading Volume (millions) | |
Vol_D() | Price OHLCV | Historical volume 'days' ago including holidays. Holidays are filled in with previous day volume. | Full Description |
Vol_W() | Price OHLCV | Historical weekly volume. Use 0 for the most recent week. 1 for the week before, etc. | Full Description |
VolD%ShsOut | Liquidity | Volume, Daily As a % of Shares Outstanding (%) | Full Description |
VolM%ShsOut | Liquidity | Volume, Monthly As a % of Shares Outstanding (%) | Full Description |
Watchlist() | Watchlist Holdings | Return TRUE if stock being analyzed is in the watchlist on the date in question. For the id parameters use either the name in quotes, or the numerical id. | Full Description |
WatchlistClose() | Watchlist Holdings | Returns the number of calendar days since the stock was last removed, -1 if currently in the watchlist, or NA if not added within the past 6 months. | Full Description |
WatchlistCloseBar() | Watchlist Holdings | Returns the number of bars since the stock was last removed, -1 if currently in the watchlist, or NA if not added within the past 6 months. | Full Description |
WatchlistCurrent() | Watchlist Holdings | Returns TRUE if the stock is currently in your watchlist. | |
WatchlistOpen() | Watchlist Holdings | Returns the number of calendar days since the stock was first added, otherwise NA. | Full Description |
WatchlistOpenBar() | Watchlist Holdings | Returns the number of bars since the stock was first added, otherwise NA. | Full Description |
WCapPS2PrA | Working Capital To Price | Working Capital Per Share To Price Ratio, Annual | Full Description |
WCapPS2PrQ | Working Capital To Price | Working Capital Per Share To Price Ratio, Quarterly | Full Description |
WeekDay | Date | Returns 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 |
WeeksIntoQ | Earnings Release | Number of weeks into the most recent quarter. A value of 0 indicates the last earnings report was less than a week ago. When it reaches values > 11 an earnings report should be announced soon. NOTE: See WeeksToQ for more precise way to find companies about to report | |
WeeksToQ | Earnings Release | Number of weeks until the next earnings release. Typical values are 0-13. Stocks that return 0 are due to report anytime in the next 7 days. It's an estimate based on previous year date. | Full Description |
WeeksToY | Earnings Release | Number of weeks until the next annual earnings release. Typical values are 0-52. Stocks that return 0 are due to report anytime in the next 7 days. It's an estimate based on previous year date. | Full Description |
Weight | Weight of a position as % of total market value | Weight of an existing position in % of total portfolio market value. See the Eval() function for an interesting use of Weight. | |
WMA() | Weighted moving average | Weighted moving average of a time series. Period is in 'bars' or 'trading days ago' (can vary depending on the series you choose). | Full Description |
WMA_D() | Weighted moving average | Weighted moving average of a time series. Period is in 'days' which include holidays. | Full Description |
WorkCap() WorkCapQ WorkCapPQ WorkCapPYQ WorkCapTTM WorkCapPTM WorkCapA WorkCapPY WorkCapGr%PQ WorkCapGr%PYQ WorkCapGr%TTM WorkCapGr%PQTTM WorkCapGr%A WorkCapGr%3Y WorkCapGr%5Y WorkCapGr%10Y WorkCapRSD%ANN WorkCapRSD%TTM WorkCapRegEstANN WorkCapRegEstTTM WorkCapRegGr%ANN WorkCapRegGr%TTM WorkCapPSQ WorkCapPSA WorkCap%AssetsQ WorkCap%AssetsA WorkCap3YAvg WorkCap5YAvg | Working Capital | Function parameters (see Full Description for more): offset: 0-20 (interim) 0-10 (annual) type: QTR,ANN,TTM NAHandling: FALLBACK,KEEPNA,ZERONA | Full Description |
Year | Date | Returns the Year of the current trading day. | |
Yield | Dividend Yield | Dividend 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 |
Yield5YAvg | Dividend Yield | Dividend Yield, 5 Year Average (%) | Full Description |
Yield5YAvgInd | Yield, Industry | Dividend Yield Industry, 5 Year Average (%) | Full Description |
YieldInd | Yield, Industry | Dividend Yield Industry (%) | Full Description |
ZScore() | ZScore in a Group | Calculates how many standard deviations the value from the formula is from the mean | Full Description |