WORD | NAME | DESCRIPTION | |
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) |