WORD | NAME | DESCRIPTION | |
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 |