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You may be right, though I thought I checked all the ranking numbers and none of them matched. I'd like to re-check, but I'm getting the "GetExtraData() call failed" error again. Not sure when it's going to decide to start working. That's pretty frustrating.
Joe Landry <jelandry@xxxxxxxxxxxxx> wrote: Cato I took QRS to be relative strength ranking like this but I could be wrong. Thanks for pulling documentation together. Sorry about the way the clip and paste looks. JOE
RS Rk Description: Relative Strength Rank Measures a companies price change over the past 12 months compared to all the other companies in the database. A 90 ranking means its 12 month price record outperformed 90% of all companies in the database. Rankings are colored coded for easy reference: 80-99 are colored Green Source: Computed Filter category: Rankings - Rank Comments: A minimum of 120 trading days are required to compute the relative strength ranking.
The following weightings are applied depending on the number of days available. -
240 (4 quarters) (40,20,20,20) -
180 (3 quarters) (50,30,20) -
120 (2 quarters) (60,40) ----- Original Message -----
Sent: Friday, March 17, 2006 6:58 PM Subject: [amibroker] QP3->AB GetExtraData Map
Someone asked for this earlier, and maybe others need it to. It's not all the fields available, but the ones I think a fundamentalist would need. I couldn't find three of them: Yr1ProjEPSGrowth, Yr2ProjEPSGrowth, and QRS. QRS appears to be some form of ranking, but I can't find the definition in SPP. The first line is the AB text, the second is QP3 text, and the rest is the definition.
Shares ShrsOut Shares of a corporation, authorized in the corporate charter, which have been issued and are outstanding. Expressed in thousands. (e.g. 1234 = 1,234,000)
SharesFloat Float Number of shares that are outstanding and available for trading by the public. Expressed in millions (e.g. 1.234 = 1,234,000)
SharesShort ShrtInt The total
amount of shares of stock that have been sold short and have not yet been repurchased to close out short positions.
TTMSales Rev/Share TTM Trailing 12 months revenue divided by the number of shares. QP refers to this as the "TTM Sales Per Share".
TTMEPS EPS TTM Earning Per Share Trailing Twelve Months. Sum of the current EPS and the EPS for the trailing 3 quarters (TTM).
HiPERRange P/E High TTM Price/Earnings High Trailing Twelve Months. Highest P/E for the last 5 years. Quotes Plus shows this as High P/E Range.
LoPERRange P/ELowTTM Price/Earnings Low Trailing Twelve Months. Lowest P/E for the last 5 years. Quotes Plus shows this as Low P/E Range.
PEG PEG TTM Price Earning Growth on Trailing Twelve Months. SPP shows this as a computed field, but it must be resident in the QP data in order for us to get it, right?
InstHolds %Instit Number of shares held by
Institutions divided by float times 100. Expressed as a percentage (eg. "65" = 65%)
ROE ROE This is the net income divided by the stokholder equity. Expressed as a percentage.
Yr1EPSGrowth %1YrEPSGr 1 Year Earnings Per Share Growth. The percentage change in current fiscal year EPS compared to the prior fiscal year EPS. This is a fiscal year over year annual EPS comparison as opposed to the data fields: % EPS Chg which is comparing the current quarters EPS to the same quarter a year ago and % 1Yr EPS Gr (TTM) which is comparing the sum of the current 4 quarters to the sum of the prior 4 quarters. Expressed as a percentage.
Yr5EPSGrowth %5YrEPSGr 5 Year Earnings Per Share Growth. The percentage change in current fiscal year earnings compared to five years ago fiscal year earnings. Expressed as a percantage.
Yr3to5ProjEPSGrowth % EPS Proj 3-5 Yrs Earnings Per Share Projected 3-5 Years.
Analyst projections of the EPS growth rate in three to five years. It is expressed as percent per year.
EPSRank EPSRk Measures a companies EPS improvement over the past 3 years compared to all the other companies in the database. A 90 ranking means its 3 year earnings record outperformed 90% of all companies in the database. Another computed field that shows up in the QP data.
Sales Qrev Quarterly Revenue. Actual revenue for the current quarter. Expressed in millions (eg 123=123,000,000)
EPS QEPS Quarterly Earnings Per Share. Actual earnings per share for the current quarter.
It seems to me that, given a formulaic way to pull the quarterly sales and EPS data out of the history, we should be able to come up with most of the qualifications for a close-to-CANSLIM type scan.
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