A Trail of Screenshots: Filtering and Ranking

These screenshots will start embarrassingly simple, and get more elaborate.  So stay tuned…
First, lets find large companies!

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Now, within that set of companies we want to find companies with decent valuation:

That’s nice, but we have some companies with really tiny PE values:

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Let’s filter them out (using add term on the <, and dragging and dropping the terms):

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This is nice, but where did I get those 3 and 12 from.  Lets do something more molded to the stocks in question.  Enter the rank-across operator:

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We quickly learn that among large caps, that pe range is too strict:  the 5th percentile is a PE of 9.47.  The 20th percentile is a PE of 15.We can do multiple rankings:

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Where did they all go?  It turns out that the two overlapping ranks outlawed a lot of companies, since P/E and momentum work against each other.  We can nest our rankings, and get more results.

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This term gives us the top 15% of the prior matches, sorting by momentum.

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How does this do?  It is not amazing in the last few years, but before that…

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it does pretty well.  If all those average PE, rank, etc lines are confusing you can unplot them all with Ctrl-Shift-U:

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About henry

Henry Crutcher is an avid family guy, board gamer (think Settlers of Catan, Puerto Rico, etc), computer nut, and all around geek. Hailing from Louisville, KY, he has noticed that the weather in Louisville is remarkably similar to the weather in Atlanta, GA despite the 407 miles that separate them. He has two daughters, one cat, and lots of trees. He loves the Miles Vorkosigan series from Lois McMaster Bujold, for its mix of SF, comedy and insight into how people work. He also comsumes more than his fair share of cheesy business/economics books, such as The Ascent of Money by Niall Ferguson, or Farewell to Alms, by Gregory Clark.

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