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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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