Click here to Login








Industry Fundamental Data

by Brian Brown, 1745 days ago
Share |






Aggregate fundamental data for industries could be very useful in a top-down analysis style. It can be of course be used in several ways and would allow you for example to create industry-specific rules in your trading or ranking system.

By running this item daily, you would be able to gather fundamental data for all U.S. industries and sub-industries. The downloader stores the data in a custom database whose name is "industryfund".
The database will contain the following fields:
Mktcap: Market capitalization of the whole industry (sum of the market capitalization of each company that is part of that industry)
Pe: Price to Earnings
Roe: Return on Equity
DivYield: Dividend Yield
LtDebtEquity: Long-term debt to equity
Pb: Price to Book
NetProfitMargin: Net profit margin
Pfc: Price to free cash flow

Each stock would reference the fundamental ratio of its sub-industry. This means that stocks that belong to the same industry would have the same data.

Example of usage using the screener:

To find stocks that belong to industries that has a ROE (Return on equity in percentage) higher than 20, you can type:

filter = getdata("industryfund", "roe") > 20;

To select stocks whose industry is ranked first based on the ROE measure, type:

a = getdata("industryfund", "roe");
filter = comp(a, "rank!") == 1;

This will display all stocks that belong to the industry that has the highest return on equity.


Share This ->
Share |


You have to log in to bookmark this object
What is this?




Type: Download Script

Object ID: 1616


Country:


Market:

Style:

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects
Show All
Euronext Amsterdam - Historical Quotes (by Patrick Fonce, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 301 Notes Report an item
One-Minute Data for Intraday Futures (by bug man, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 186 Notes Report an item
Historical Earnings Calendar Data for U.S. Stocks - Date/Time and EPS (by Patrick Fonce, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 234 Notes Report an item
Forex Intraday Data (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 343 Notes Report an item
Historical Earnings Calendar for Major Stock Exchanges (by Patrick Fonce, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 225 Notes Report an item
Intraday Quotes for Major Stock Exchanges (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 3794 Notes Report an item
EOD Data for Futures (by Tom Huggens, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 623 Notes Report an item
Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

QuantShare Trading Software: New Features in the 3.4.1 Version

How to Scan for Parallel Resistance and Support Lines

QuantShare Trading Software: New Features in the 3.4.0 Version

Advanced Tactical Asset Allocation Strategies

Create Your Own Tactical Asset Allocation Strategies

QuantShare Trading Software: New Features in the 3.3.2 Version

How to use the new Market Regimes Feature in QuantShare Trading Software

Create Realtime Quote Sheets with the Watchlist Tool

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2020 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.