Is there any way to see the average market cap that a screen produces. Is there any way to see what the average market cap of the stocks that pass my screener? I’m hoping to identify the average over a number of years not just for the one rebalance period. Is this possible?
Try this:
showvar(@avgmktcap,aggregate(“mktcap”,#previous))
This should be the last rule in your screen.
See https://www.portfolio123.com/doc/doc_detail.jsp?factor=Aggregate&popUpFullDesc=1 for documentation on how this is calculated. You can change the parameters if you’d like.
As far as I know, the only way to get specific information about the stocks that pass a screen over a number of years is to run the screen on different dates and get the information from each date.