NEW: a new #SP500 scope added to Cross-sectional functions: FMedian, Aggregate & FCount

Latest Release
1

Dear All,

A new scope is now available for these functions to specify the SP500. It works regardless of what universe you are using.

Below is an image generated using the new Point-In-Time charts (from the Stock menu) to show three version of the SP500 PE: straight average, cap average and median. It was generated using:

SP500 Median PE: FMedian(“PEEXclXorTTM”,#SP500)
SP500 CapAvg PE: Aggregate(“PEExclXorTTM”,#SP500,#capavg,5)
SP500 Avg PE: Aggregate(“PEExclXorTTM”,#SP500,#avg,5)

Cheers

SP500-PE.png
SP500-PE.png800×480 88.3 KB

2

Cool feature, thank you.

(Market is looking expensive on a naive historical basis.)

3

Hi, can you use this also irrespective of the benchmark you are using? I would like to use in a simulation the PRussell 3000 as a benchmark but use the SP500 in my market timing. Is that possible now?

4

Unfortunately, only S&P500 is currently supported.

5

OK. Understood.