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Market Cap Historical Data for the US Stock Market

by Brian Brown, 3351 days ago
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It is the product of the number of shares outstanding and the stock share price and it vary on a daily-basis (as do the stock price), the market capitalization is a measure of how big or small a company is. It represents the current market value of a company or how much a company is worth in traders and investors' eyes.
For example, if a stock price is $50 and that stock has 20 million outstanding shares then its market cap is equal to $1 billion (50*20mil).

This doesn't mean that the market capitalization reflects the true value of a company. It could be used a starting point for evaluation but you must be aware that market cap reflects the equity value of a company and the true value of a company should use equity, debt and other factors. Enterprise value (EV) is more comprehensive than market capitalization and it is a better economic measure of the market value of a business.

Stocks are usually classified based on their size or market capitalization (also called market cap). Depending on this value, a stock could be a classified as a large-cap stock, a mid-cap, a small-cap or a micro-cap.


Classification of different market cap stocks:

Nano Cap if market capitalization is under $50 million
Micro Cap if between $50 million and $300 million
Small Cap if between $300 million and $1 billion
Mid Cap if between $1 billion and $10 billion
Large Cap if between $10 billion and $200 billion
Mega Cap if above $200 billion


Unlike the Stock Market Capitalization trading item which downloads the latest market cap data for US companies, the item I am sharing retrieves historical market capitalization data for US stocks. The data can be found later in the following custom historical database: "mktcap", under a field with the same name. Historical market cap numbers are expressed in millions of dollars.


Examples using the historical market cap data:

Here is how to create a trading rule that returns true if a stock is a small-cap, that is, its market capitalization is lower than one billion dollars:
a = GetData("mktcap ", "mktcap") < 1000;

To plot historical market capitalization on a chart, add the following line to a chart formula:
a = GetData("mktcap ", "mktcap");
plot(a, "historic market cap", colorBlue);

To calculate the yearly moving average of a stock's historical market cap, type the following line:
a = GetData("mktcap ", "mktcap");
b = sma(a, 250);


Here is a list of some items that download historical data for other fundamental items/ratios:

Price to Book Ratio Historical Data - Market to Book gets historical data for companies' price to book ratio
Price to Sales Ratio for US Stocks gets the price to sales ratio data
Research and Development Percentage - US Stocks returns the percentage of revenues that are invested in Research and Development
Company Net Income - US Stocks downloads the history of the Net Income for each US stock
Company Revenues - US Stocks retrieves the revenues amount made by each US company




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Type: Download Script

Object ID: 682


Country:
United States

Market: Stock Market

Style:
Fundamental Analysis

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