No. of Recommendations: 17
(For reference see
https://archive.org/ with url
http://www.datahelper.com/mi/search.phtml?nofool=y... .)
Author: Radish Date: 06/20/2002 02:00 AM Msg: MI-127465
Subject: Screen Definitions Part 1 Recs: 21
See the Guide to these definitions at
https://www.shrewdm.com/MB?pid=834647259"Value Line" and "Timeliness" are trademarks of Value Line, Inc.
; Base screens
http://backtest.org/SBT11XQ7ba7373rs13QXtcaT15Xr13...Define {AssRS13}
Uses [Timeliness Rank] [Total Current Assets] [Total Return 13-Week]
Deblank [Timeliness Rank] [Total Current Assets]
Keep :[Timeliness Rank]=1
Sort Descending [Total Current Assets]
Top :15 PlusTies
Deblank [Total Return 13-Week]
Sort Descending [Total Return 13-Week]
; Top :5
End
http://backtest.org/SBT12XQ7ba7373rs326QXtcaT50Xr2...Define {AssRS26}
Uses [Timeliness Rank] [Total Current Assets] [Total Return 26-Week]
Deblank [Timeliness Rank] [Total Current Assets]
Keep :[Timeliness Rank]<=2
Sort Descending [Total Current Assets]
Top :50 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :5
End
http://backtest.org/SBT11XQ7bbetaQXbetT10UUDefine {BETA}
Uses [Timeliness Rank] [Beta]
Deblank [Timeliness Rank] [Beta]
Keep :[Timeliness Rank]=1
Sort Descending [Beta]
; Top :10
End
http://backtest.org/SBQ7bblitzQXmcpT100XtimL3Xr26T...Define {BLITZ}
Uses [Market Cap $ (Mil)] [Timeliness Rank] [Total Return 26-Week]
Deblank [Market Cap $ (Mil)]
Sort Descending [Market Cap $ (Mil)]
Top :100 PlusTies
Deblank [Timeliness Rank] [Total Return 26-Week]
Keep :[Timeliness Rank]<3
Sort Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBT15XQ7bcaplowegQXmcpT500Xbet...Define {CAPLOWEG}
Uses [Timeliness Rank] [Market Cap $ (Mil)] [Beta] [Technical Rank] [Total Return 13-Week] [Current P/E Ratio] [EPS Growth 5-Year] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=5
Sort Descending [Market Cap $ (Mil)]
Top :500 PlusTies
Deblank [Beta] [Technical Rank] [Total Return 13-Week]
Keep :[Beta]>=1
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Current P/E Ratio] [EPS Growth 5-Year] [% Retained to Common Equity]
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula1] :([EPS Growth 5-Year]+[% Retained to Common Equity])/[Current P/E Ratio]/[Timeliness Rank]
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBT11XQ7bcaprsQXmcpT55Xtr1yT10...Define {CAPRS}
Uses [Timeliness Rank] [Market Cap $ (Mil)] [Total Return 1-Year]
Deblank [Timeliness Rank] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]=1
Sort Descending [Market Cap $ (Mil)]
Top :55 PlusTies
Deblank [Total Return 1-Year]
Sort Descending [Total Return 1-Year]
; Top :10
End
Define {COREVALU}
Uses [Financial Strength] [Divd Yield] [Proj Dividend Growth Rate]
Deblank [Financial Strength] [Divd Yield]
Keep :[Financial Strength]="A++"
Keep :[Divd Yield]>AVERAGE([[Divd Yield]])
Deblank [Proj Dividend Growth Rate]
Sort Descending [Proj Dividend Growth Rate] Descending [Divd Yield]
End
Define {DALY}
Uses [Current P/E Ratio] [Proj EPS Growth Rate] [Timeliness Rank] [Total Return 26-Week]
Deblank [Current P/E Ratio]
Keep :[Current P/E Ratio]<100
Create [Average P/E] :AVERAGE([[Current P/E Ratio]])
Keep :[Current P/E Ratio]<[Average P/E]
Deblank [Proj EPS Growth Rate]
Keep :[Proj EPS Growth Rate]>[Average P/E]
Deblank [Timeliness Rank] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Sort Descending [Total Return 26-Week]
End
http://backtest.org/SBT12XQ7begQXr26T25XpegFr26T10...Define {EG}
Uses [Timeliness Rank] [Total Return 26-Week] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Sort Descending [Total Return 26-Week]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBT12XQ7beg_pelaQXtchLE2Xeg5G0...Define {EG_PELA}
Uses [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Total Return 13-Week] [Total Return 4-Week] [Price/Earnings Last 12 mo]
Deblank [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Keep :OR([EPS Growth 5-Year]>0,[Proj EPS Growth Rate]>0)
Sort Descending [Total Return 13-Week]
Top :40 PlusTies
Deblank [Total Return 4-Week] [Price/Earnings Last 12 mo]
Keep :[Total Return 4-Week]>0
Keep :[Price/Earnings Last 12 mo]<>0
Create [Formula1] :([EPS Growth 5-Year]*[Proj EPS Growth Rate])/[Price/Earnings Last 12 mo]
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBT15XQ7beg5_atQXeg5G0Xr13Ar26...Define {EG5_AT}
Uses [Timeliness Rank] [EPS Growth 5-Year] [Total Return 13-Week] [Total Return 26-Week] [Current P/E Ratio] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [EPS Growth 5-Year] [Total Return 13-Week] [Total Return 26-Week]
Keep :[Timeliness Rank]<=5
Keep :[EPS Growth 5-Year]>0
Create [Formula1] :[Total Return 13-Week]+[Total Return 26-Week]
Sort Descending [Formula1]
Top :40 PlusTies
Deblank [Current P/E Ratio] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate]
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [R13] :([EPS Growth 5-Year]+[% EPS Chg from Last Qtr]+[Proj EPS Growth Rate])/[Current P/E Ratio]
Sort Descending [R13]
; Top :5
End
http://backtest.org/SBT12XQ7beg5_pegQXtchLE2Xr13T5...Define {EG5_PEG}
Uses [Timeliness Rank] [Technical Rank] [Total Return 13-Week] [Total Return 4-Week] [Current P/E Ratio] [EPS Growth 5-Year] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Total Return 4-Week] [Current P/E Ratio] [EPS Growth 5-Year] [Proj EPS Growth Rate]
Keep :[Total Return 4-Week]>0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula1] :([EPS Growth 5-Year]+[Proj EPS Growth Rate])/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBT12XQ7beg5peQXtchLE2Xr13T50X...Define {EG5PE}
Uses [Timeliness Rank] [Technical Rank] [Total Return 13-Week] [Total Return 4-Week] [Current P/E Ratio] [EPS Growth 5-Year]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Total Return 4-Week] [Current P/E Ratio] [EPS Growth 5-Year]
Keep :[Total Return 4-Week]>0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula1] :[EPS Growth 5-Year]/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBT12XQ7begplow_peQXtchLE2Xr13...Define {EGPLOW_PE}
Uses [Timeliness Rank] [Technical Rank] [Total Return 13-Week] [Current P/E Ratio] [EPS Growth 5-Year] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Current P/E Ratio] [EPS Growth 5-Year] [% Retained to Common Equity]
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula1] :([EPS Growth 5-Year]+[% Retained to Common Equity])/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBT12XQ7begplow_pe_eQXtchLE2Xe...Define {EGPLOW_PE_E}
Uses [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Total Return 13-Week] [Current P/E Ratio] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Keep :[EPS Growth 5-Year]>0
Sort Descending [Total Return 13-Week]
Top :25 PlusTies
Deblank [Current P/E Ratio] [% Retained to Common Equity]
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula1] :([EPS Growth 5-Year]+[% Retained to Common Equity])/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :10
End
http://backtest.org/SBT12XQ7begpr_peQXtchLE2Xeg5G0...Define {EGPR_PE}
Uses [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Total Return 13-Week] [Total Return 4-Week] [Current P/E Ratio]
Deblank [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Keep :OR([EPS Growth 5-Year]>0,[Proj EPS Growth Rate]>0)
Sort Descending [Total Return 13-Week]
Top :40 PlusTies
Deblank [Total Return 4-Week] [Current P/E Ratio]
Keep :[Total Return 4-Week]>0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [R13] :([EPS Growth 5-Year]*[Proj EPS Growth Rate])/[Current P/E Ratio]
Sort Descending [R13]
; Top :5
End
http://backtest.org/SBT12XQ7begrswQX.4Mr13A.3Mr26A...Define {EGRSW}
Uses [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Keep :[Timeliness Rank]<=2
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Descending [RSW]
; Top :10
End
http://backtest.org/SBQ7bfog_bdfQXmcpT1000XgincG0X...Define {FOG_BDF}
Uses [Market Cap $ (Mil)] [Gross Income] [% Retained to Common Equity] [Total Return 4-Week] [Total Return 13-Week] [Total Return 1-Year]
Deblank [Market Cap $ (Mil)]
Sort Descending [Market Cap $ (Mil)]
Top :1000 PlusTies
Deblank [Gross Income] [% Retained to Common Equity] [Total Return 4-Week] [Total Return 13-Week] [Total Return 1-Year]
Keep :[Gross Income]>0
Keep :[% Retained to Common Equity]>0
Keep :[Total Return 4-Week]>0
Keep :[Total Return 13-Week]>0
Create [FOG] :[Total Return 1-Year]-[Total Return 13-Week]-(3*[Total Return 4-Week])
Sort Descending [FOG]
; Top :5
End
http://backtest.org/SBT11XQ7bfog_miQXr13G0Xtr4wG0X...Define {FOG_MI}
Uses [Timeliness Rank] [Total Return 13-Week] [Total Return 4-Week] [Total Return 1-Year]
Deblank [Timeliness Rank] [Total Return 13-Week] [Total Return 4-Week] [Total Return 1-Year]
Keep :[Timeliness Rank]=1
Keep :[Total Return 13-Week]>0
Keep :[Total Return 4-Week]>0
Create [FOG_MI] :[Total Return 1-Year]-[Total Return 13-Week]-3*[Total Return 4-Week]
Sort Descending [FOG_MI]
; Top :10
End
http://backtest.org/SBT12XQ7bgar_eg5QXtchLE2Xeg5G0...Define {GAR_EG5}
Uses [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Current P/E Ratio] [Proj EPS Growth Rate] [Total Return 13-Week] [Total Return 4-Week]
Deblank [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Current P/E Ratio] [Proj EPS Growth Rate] [Total Return 13-Week] [Total Return 4-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Keep :[EPS Growth 5-Year]>0
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Keep :[Proj EPS Growth Rate]>0
Keep :([Total Return 13-Week]+[Total Return 4-Week])>0
Sort Descending [Total Return 13-Week]
Top :30 PlusTies
Create [Formula1] :([EPS Growth 5-Year]/[Current P/E Ratio])
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBT12XQ7bgar4QXpbvLE3XpriG5Xtr...Define {GAR4}
Uses [Timeliness Rank] [Price to Book Value] [Price] [Total Return 4-Week] [Total Return 13-Week] [Total Return 26-Week]
Deblank [Timeliness Rank] [Price to Book Value] [Price] [Total Return 4-Week] [Total Return 13-Week] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Keep :[Price to Book Value]<=3
Keep :[Price]>5
Create [PriceRise] :[Total Return 4-Week]*4+[Total Return 13-Week]-[Total Return 26-Week]
Sort Descending [PriceRise]
; Top :10
End
http://backtest.org/SBT12XQ7bgar34cfsQXpbvLE3XpriG...Define {GAR4CFS}
Uses [Timeliness Rank] [Price to Book Value] [Price] [Cash Flow] [Market Cap $ (Mil)] [Sales Trail 12 Mo] [Total Return 4-Week] [Total Return 13-Week] [Total Return 26-Week]
Deblank [Timeliness Rank] [Price to Book Value] [Price] [Cash Flow] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=2
Keep :[Price to Book Value]<=3
Keep :[Price]>5
Keep :[Cash Flow]<>0
Create [Formula1] :[Market Cap $ (Mil)]/[Cash Flow]
Sort Ascending [Formula1]
Top :90% PlusTies
Deblank [Sales Trail 12 Mo]
Keep :[Sales Trail 12 Mo]<>0
Create [Formula2] :[Market Cap $ (Mil)]/[Sales Trail 12 Mo]
Sort Ascending [Formula2]
Top :90% PlusTies
Deblank [Total Return 4-Week] [Total Return 13-Week] [Total Return 26-Week]
Create [PriceRise] :[Total Return 4-Week]*4+[Total Return 13-Week]-[Total Return 26-Week]
Sort Descending [PriceRise]
; Top :5
End
http://backtest.org/SBT12XQ7bgarpegQXcflG0XcpeG0Ic...Define {GARPEG}
Uses [Timeliness Rank] [Cash Flow] [Current P/E Ratio] [Proj EPS Growth Rate] [Total Return 26-Week] [Total Return 13-Week] [Total Return 4-Week]
Deblank [Timeliness Rank] [Cash Flow] [Current P/E Ratio] [Proj EPS Growth Rate]
Keep :[Timeliness Rank]<=2
Keep :[Cash Flow]>0
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Keep :[Proj EPS Growth Rate]>0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Ascending [PEG]
Top :65% PlusTies
Deblank [Total Return 26-Week] [Total Return 13-Week] [Total Return 4-Week]
Create [EGRS] :[Total Return 26-Week]*2+[Total Return 13-Week]*2+[Total Return 4-Week]
Sort Descending [EGRS]
; Top :10
End
http://backtest.org/SBT14XQ7bhbspQXmcpT525XmcpNE0X...Define {HBSP}
Uses [Timeliness Rank] [Market Cap $ (Mil)] [Sales] [Price] [Book Value per share]
Deblank [Timeliness Rank] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=4
Sort Descending [Market Cap $ (Mil)]
Top :525 PlusTies
Keep :[Market Cap $ (Mil)]<>0
Deblank [Sales] [Price] [Book Value per share]
Keep :[Sales]/[Market Cap $ (Mil)]>1
Keep :[Price]<>0
Create [Formula1] :[Book Value per share]/[Price]
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBT15XQ7bhi_divQXcflT500XdpcL5...Define {HI_DIV}
Uses [Timeliness Rank] [Cash Flow] [Debt as % Capl Latest Qtr] [% Current Yield]
Deblank [Timeliness Rank] [Cash Flow]
Keep :[Timeliness Rank]<=5
Sort Descending [Cash Flow]
Top :500 PlusTies
Deblank [Debt as % Capl Latest Qtr] [% Current Yield]
Keep :[Debt as % Capl Latest Qtr]<50
Sort Descending [% Current Yield]
; Top :5
End
http://backtest.org/SBT11XQ7bhigh_cashQXcshFtr1yT5...Define {HIGH_CASH}
Uses [Timeliness Rank] [Cash] [Total Return 1-Year]
Deblank [Timeliness Rank] [Cash] [Total Return 1-Year]
Keep :[Timeliness Rank]=1
Sort Descending [Cash] Descending [Total Return 1-Year]
Top :55 PlusTies
Sort Descending [Total Return 1-Year]
; Top :10
End
http://backtest.org/SBQ7bhighcashflowQXcflFtr1yT5UDefine {HIGHCASHFLOW}
Uses [Cash Flow] [Total Return 1-Year]
Deblank [Cash Flow] [Total Return 1-Year]
Sort Descending [Cash Flow] Descending [Total Return 1-Year]
; Top :5
End
http://backtest.org/SBT12XQ7bhipriceQXtchLE2XpriT7...Define {HIPRICE}
Uses [Timeliness Rank] [Technical Rank] [Price] [Total Return 1-Year]
Deblank [Timeliness Rank] [Technical Rank] [Price]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Sort Descending [Price]
Top :75 PlusTies
Deblank [Total Return 1-Year]
Sort Descending [Total Return 1-Year]
; Top :10
End
http://backtest.org/SBQ7bhiyieldQXmcpT50XcdyT5UDefine {HIYIELD}
Uses [Market Cap $ (Mil)] [% Current Yield]
Deblank [Market Cap $ (Mil)]
Sort Descending [Market Cap $ (Mil)]
Top :50 PlusTies
Deblank [% Current Yield]
Sort Descending [% Current Yield]
; Top :5
End
http://backtest.org/SBT12XQ7bin_rs326QXpihT20HXr26...Define {IN_RS26}
Uses [Timeliness Rank] [% Institutional Holdings] [Total Return 26-Week]
Deblank [Timeliness Rank] [% Institutional Holdings]
Keep :[Timeliness Rank]<=2
Sort Descending [% Institutional Holdings]
Top :20% PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :5
End
http://backtest.org/SBT12XQ7bkey100QXexgNEQtseQXmc...Define {KEY100}
Uses [Timeliness Rank] [Exchange Code] [Market Cap $ (Mil)] [Total Return 26-Week]
Deblank [Timeliness Rank] [Exchange Code] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=2
Keep :[Exchange Code]<>"tse"
Sort Descending [Market Cap $ (Mil)]
Top :100 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBT12XQ7bkeyclqQXdomiEQusQXmcp...Define {KEYCLQ}
Uses [Timeliness Rank] [Domicile Code] [Market Cap $ (Mil)] [Total Return 26-Week] [% EPS 12-Month Chg Latest Qtr]
Deblank [Timeliness Rank] [Domicile Code] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=2
Keep :[Domicile Code]="us"
Sort Descending [Market Cap $ (Mil)]
Top :30 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
Top :10 PlusTies
Deblank [% EPS 12-Month Chg Latest Qtr]
Sort Descending [% EPS 12-Month Chg Latest Qtr]
; Top :10
End
http://backtest.org/SBT12XQ7bkeyrswQXdomiEQusQXmcp...Define {KEYRSW}
Uses [Timeliness Rank] [Domicile Code] [Market Cap $ (Mil)] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Deblank [Timeliness Rank] [Domicile Code] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=2
Keep :[Domicile Code]="us"
Sort Descending [Market Cap $ (Mil)]
Top :30 PlusTies
Deblank [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
; Top :5
End
http://backtest.org/SBT12XQ7bkeystoneQXdomiEQusQXm...Define {KEYSTONE}
Uses [Timeliness Rank] [Domicile Code] [Market Cap $ (Mil)] [Total Return 26-Week]
Deblank [Timeliness Rank] [Domicile Code] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=2
Keep :[Domicile Code]="us"
Sort Descending [Market Cap $ (Mil)]
Top :30 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBT15XQ7blowdvQXmcpT500XpriG0X...Define {LOWDV}
Uses [Timeliness Rank] [Market Cap $ (Mil)] [Price] [Book Value per share] [Free Cash Flow]
Deblank [Timeliness Rank] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=5
Sort Descending [Market Cap $ (Mil)]
Top :500 PlusTies
Deblank [Price] [Book Value per share]
Keep :[Price]>0
Keep :[Book Value per share]>0
Create [Formula1] :[Price]/[Book Value per share]
Sort Ascending [Formula1]
Top :20% PlusTies
Deblank [Free Cash Flow]
Keep :[Free Cash Flow]>0
Create [Formula2] :[Market Cap $ (Mil)]/[Free Cash Flow]
Sort Ascending [Formula2]
; Top :5
End
http://backtest.org/SBQ7blowpbQXmcpT500XbvsG0XpriD...Define {LOWPB}
Uses [Market Cap $ (Mil)] [Book Value per share] [Price]
Deblank [Market Cap $ (Mil)]
Sort Descending [Market Cap $ (Mil)]
Top :500 PlusTies
Deblank [Book Value per share] [Price]
Keep :[Book Value per share]>0
Create [Formula1] :[Price]/[Book Value per share]
Sort Ascending [Formula1] Descending [Market Cap $ (Mil)]
; Top :10
End
http://backtest.org/SBQ7blowpeQXcpeG0IcpeL100XcpeB...Define {LOWPE}
Uses [Current P/E Ratio] [Total Return 1-Year]
Deblank [Current P/E Ratio]
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Sort Ascending [Current P/E Ratio]
Top :250 PlusTies
Deblank [Total Return 1-Year]
Sort Descending [Total Return 1-Year] Ascending [Current P/E Ratio]
; Top :5
End
http://backtest.org/SBT11XQ7blowpsrQXprsrG0IprsrL1...Define {LOWPSR}
Uses [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 26-Week]
Deblank [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 26-Week]
Keep :[Timeliness Rank]=1
Keep :AND([Price/Sales Ratio]>0,[Price/Sales Ratio]<1.5)
Keep :[EPS Growth 1-Year]>0
Sort Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBT12XQ7bLPS12b2_r326QXprsrL1....Define {LPS1+2_R26}
Uses [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 26-Week]
Deblank [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Keep :[Price/Sales Ratio]<1.5
Keep :[EPS Growth 1-Year]>0
Sort Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBT12XQ7bLPS312b2_rswQXprsrL1....Define {LPS1+2_RSW}
Uses [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Deblank [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Keep :[Timeliness Rank]<=2
Keep :[Price/Sales Ratio]<1.5
Keep :[EPS Growth 1-Year]>0
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
; Top :10
End
http://backtest.org/SBT14XQ7blpsadQXmcpT500XslsDmc...Define {LPSAD}
Uses [Timeliness Rank] [Market Cap $ (Mil)] [Sales] [Total Assets] [Long-Term Debt]
Deblank [Timeliness Rank] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=4
Sort Descending [Market Cap $ (Mil)]
Top :500 PlusTies
Deblank [Sales]
Create [Formula1] :[Sales]/[Market Cap $ (Mil)]
Sort Descending [Formula1]
Top :50 PlusTies
Deblank [Total Assets] [Long-Term Debt]
Create [Formula2] :([Total Assets]-[Long-Term Debt])/[Market Cap $ (Mil)]
Sort Descending [Formula2]
; Top :5
End
http://backtest.org/SBQ7blpsbQXmcpT500XbvsG0XslsNE...Define {LPSB}
Uses [Market Cap $ (Mil)] [Book Value per share] [Sales] [Price]
Deblank [Market Cap $ (Mil)]
Sort Descending [Market Cap $ (Mil)]
Top :500 PlusTies
Deblank [Book Value per share] [Sales] [Price]
Keep :[Book Value per share]>0
Keep :[Sales]<>0
Keep :[Market Cap $ (Mil)]/[Sales]<1
Create [Formula1] :[Price]/[Book Value per share]
Sort Ascending [Formula1] Descending [Market Cap $ (Mil)]
; Top :5
End
http://backtest.org/SBT12XQ7boption_aQXtchLE2XOtr1...Define {OPTION_A}
Uses [Timeliness Rank] [Technical Rank] [Total Return 1-Year] [Total Return 26-Week]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 1-Year] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Create [TR52-26] :([Total Return 1-Year]/100+1)/([Total Return 26-Week]/100+1)
Sort Descending [TR52-26]
Top :75 PlusTies
Sort Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBQ7bpeb73697a65QXcpeB30HXbvsN...Define {PEBsize}
Uses [Current P/E Ratio] [Book Value per share] [Price] [Market Cap $ (Mil)]
Deblank [Current P/E Ratio]
Sort Ascending [Current P/E Ratio]
Top :30% PlusTies
Deblank [Book Value per share] [Price]
Keep :[Book Value per share]<>0
Create [Formula1] :[Price]/[Book Value per share]
Sort Ascending [Formula1]
Top :50% PlusTies
Sort Descending [Formula1]
Top :60% PlusTies
Deblank [Market Cap $ (Mil)]
Sort Ascending [Market Cap $ (Mil)]
; Top :5
End
http://backtest.org/SBT12XQ7bpegQXcpeG0IcpeL100Xr2...Define {PEG}
Uses [Timeliness Rank] [Current P/E Ratio] [Total Return 26-Week] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Current P/E Ratio] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Sort Descending [Total Return 26-Week]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Keep :[Proj EPS Growth Rate]<>0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Ascending [PEG]
Top :10 PlusTies
Sort Ascending [PEG] Descending [Proj EPS Growth Rate]
; Top :10
End
http://backtest.org/SBT12XQ7bpeg13QXcpeG0IcpeL100X...Define {PEG13}
Uses [Timeliness Rank] [Current P/E Ratio] [Total Return 13-Week] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Current P/E Ratio] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Sort Descending [Total Return 13-Week]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Keep :[Proj EPS Growth Rate]<>0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Ascending [PEG]
Top :10 PlusTies
Sort Ascending [PEG] Descending [Proj EPS Growth Rate]
; Top :10
End
http://backtest.org/SBT12XQ7bpegffQXcpeG0IcpeL100X...Define {PEGFF}
Uses [Timeliness Rank] [Current P/E Ratio] [Proj EPS Growth Rate] [Price] [Total Return 26-Week]
Deblank [Timeliness Rank] [Current P/E Ratio] [Proj EPS Growth Rate] [Price]
Keep :[Timeliness Rank]<=2
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Keep :[Proj EPS Growth Rate]<>0
Keep :[Current P/E Ratio]/[Proj EPS Growth Rate]<1.6
Keep :[Price]>7
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Ascending [PEG]
Top :50 PlusTies
Sort Ascending [PEG]
Top :25 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week] Ascending [PEG]
; Top :5
End
http://backtest.org/SBQ7bpeg-ntQXcesGE0XcpeL100Xpe...Define {PEG-NT}
Uses [Current EPS] [Current P/E Ratio] [Proj EPS Growth Rate] [Total Return 13-Week]
Deblank [Current EPS] [Current P/E Ratio] [Proj EPS Growth Rate]
Keep :[Current EPS]>=0
Keep :[Current P/E Ratio]<100
Keep :[Proj EPS Growth Rate]>0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Ascending [PEG]
Top :95 PlusTies
Deblank [Total Return 13-Week]
Sort Descending [Total Return 13-Week]
; Top :10
End
http://backtest.org/SBT12XQ7bpegrswQXcpeG0IcpeL100...Define {PEGRSW}
Uses [Timeliness Rank] [Current P/E Ratio] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Current P/E Ratio] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Keep :[Timeliness Rank]<=2
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Keep :[Proj EPS Growth Rate]<>0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Ascending [PEG]
Top :10 PlusTies
Sort Ascending [PEG] Descending [Proj EPS Growth Rate]
; Top :10
End
http://backtest.org/SBT12XQ7bpih4QXOpihMtr4wCT5UUUDefine {PIH4}
Uses [Timeliness Rank] [% Institutional Holdings] [Total Return 4-Week]
Deblank [Timeliness Rank] [% Institutional Holdings] [Total Return 4-Week]
Keep :[Timeliness Rank]<=2
Create [Formula1] :([% Institutional Holdings]*[Total Return 4-Week])
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBT12XQ7bplow_peQXinrLE35XtchL...Define {PLOW_PE}
Uses [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week] [Current P/E Ratio] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Industry Rank]<=35
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Current P/E Ratio] [% Retained to Common Equity]
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Plow_PE] :[% Retained to Common Equity]/[Current P/E Ratio]
Sort Descending [Plow_PE]
; Top :10
End
http://backtest.org/SBT12XQ7bplow_pe2QXr13Ar26T25X...Define {PLOW_PE2}
Uses [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week] [Current P/E Ratio] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Create [Formula1] :[Total Return 13-Week]+[Total Return 26-Week]
Sort Descending [Formula1]
Top :25 PlusTies
Deblank [Current P/E Ratio] [% Retained to Common Equity]
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Plow_PE] :[% Retained to Common Equity]/[Current P/E Ratio]
Sort Descending [Plow_PE]
; Top :5
End
http://backtest.org/SBQ7bplow326wkQXrceG25XmcpT20X...Define {PLOW26WK}
Uses [% Retained to Common Equity] [Market Cap $ (Mil)] [Total Return 26-Week]
Deblank [% Retained to Common Equity] [Market Cap $ (Mil)]
Keep :[% Retained to Common Equity]>25
Sort Descending [Market Cap $ (Mil)]
Top :20 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBQ7bplowbkldQXrceGE25XdpcLE40...Define {PLOWBKLD}
Uses [% Retained to Common Equity] [Debt as % Capl Latest Qtr] [Total Return 26-Week]
Deblank [% Retained to Common Equity] [Debt as % Capl Latest Qtr] [Total Return 26-Week]
Keep :[% Retained to Common Equity]>=25
Keep :[Debt as % Capl Latest Qtr]<=40
Sort Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBT12XQ7bplowbvsQXinrLE35XtchL...Define {PLOWBVS}
Uses [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week] [Price] [Book Value per share] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Industry Rank]<=35
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Price] [Book Value per share] [% Retained to Common Equity]
Keep :AND([Price]<>0,[Book Value per share]<>0)
Create [PlowBVS] :[% Retained to Common Equity]/([Price]/[Book Value per share])
Sort Descending [PlowBVS]
; Top :5
End
http://backtest.org/SBT12XQ7bploweg5_rs36331QXtchL...Define {PLOWEG5_RS631}
Uses [Timeliness Rank] [Technical Rank] [Total Return 26-Week] [Total Return 13-Week] [Total Return 4-Week] [% Retained to Common Equity] [EPS Growth 5-Year] [Current P/E Ratio]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 26-Week] [Total Return 13-Week] [Total Return 4-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Create [Formula1] :[Total Return 26-Week]+[Total Return 13-Week]+[Total Return 4-Week]
Sort Descending [Formula1]
Top :50 PlusTies
Deblank [% Retained to Common Equity] [EPS Growth 5-Year] [Current P/E Ratio]
Keep :[% Retained to Common Equity]>0
Keep :[EPS Growth 5-Year]>0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula2] :([EPS Growth 5-Year]+[% Retained to Common Equity])/[Current P/E Ratio]
Sort Descending [Formula2]
; Top :5
End
http://backtest.org/SBT12XQ7bplowld_nrsQXtchL3Xdpc...Define {PLOWLD_NRS}
Uses [Timeliness Rank] [Technical Rank] [Debt as % Capl Latest Qtr] [Current P/E Ratio] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Technical Rank] [Debt as % Capl Latest Qtr] [Current P/E Ratio] [% Retained to Common Equity]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<3
Keep :[Debt as % Capl Latest Qtr]>0
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Create [Formula1] :([% Retained to Common Equity]-[Debt as % Capl Latest Qtr])/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBT12XQ7bplowpbvQXinrLE35XtchL...Define {PLOWPBV}
Uses [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week] [Price to Book Value] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Industry Rank]<=35
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Price to Book Value] [% Retained to Common Equity]
Keep :[Price to Book Value]<>0
Create [Formula1] :[% Retained to Common Equity]/[Price to Book Value]
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBQ7bplowrswQXrceG25XmcpT20X.4...Define {PLOWRSW}
Uses [% Retained to Common Equity] [Market Cap $ (Mil)] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Deblank [% Retained to Common Equity] [Market Cap $ (Mil)]
Keep :[% Retained to Common Equity]>25
Sort Descending [Market Cap $ (Mil)]
Top :20 PlusTies
Deblank [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
; Top :10
End
http://backtest.org/SBT15XQ7bpst_352f10QXbetNE0Xps...Define {PST_5/10}
Uses [Timeliness Rank] [Beta] [Price Stability Rank] [Total Return 26-Week] [EPS Growth 5-Year] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Beta] [Price Stability Rank] [Total Return 26-Week]
Keep :[Timeliness Rank]<=5
Keep :[Beta]<>0
Create [Formula1] :[Price Stability Rank]/[Beta]
Sort Ascending [Formula1] Ascending [Total Return 26-Week]
Top :500 PlusTies
Deblank [EPS Growth 5-Year] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate]
Keep :([EPS Growth 5-Year]+[% EPS Chg from Last Qtr]+[Proj EPS Growth Rate])/3>=15
Sort Descending [Total Return 26-Week]
; Top :5
End
