Equities Lab Operators
Below, you will find a list of all of our operators. To find out how operators work read our Operators Overview*
x * y
The
multiply operator enables you multiply any number of values.
| Net Income 1Q * 4 |
returns a
number
**
x ** y
The
power operator allows you to take x to the power of y. For example 2 ** 3 equals 8.
returns a
number
+
x + y
The
Plus operator adds together multiple properties or terms together.
| Net_Inc_1Q + Net_Inc_2Q > 0.0
returns a
number
|
–
x – y
The
Subtract operator subtracts a term or field from another.
| Close – (Close as of 3.0 days ago) > 0.0
returns a
number
|
/
x / y
The
divide operator enables you to divide one term by another.
| Net Income 1Y / Total Employee Number> 1.02 |
returns a
number
<
x < y
The
less than operator allows you to test whether one term is less than another term.
| Close < (Close as of 3.0 days ago) |
returns a
true/false
<=
x ≤ y
The
less than or equal to operator allows you to test whether one term is less than or equal to another term.
| Close <= (Close as of 3.0 days ago) |
returns a
true/false
>>
x > y
The
greater than operator allows you to test whether one term is greater than another term.
| Close > (Close as of 3.0 days ago) |
returns a
true/false
=>>=
x ≥ y
The
greater than or equal to operator allows you to test whether one term is greater than or equal to another term.
| Close >= (Close as of 3.0 days ago) |
returns a
true/false
abs
abs x
The
absolute value operator
returns the absolute value of its argument.
| abs (change of Open over 1.0 days) |
returns a
number
abs-ratio
absrat x
The
Absolute Ratio Operator returns the absolute ratio of the term you enter into it. Since it is giving a ratio the value will always be over 1. For instance, if a stock lost 5% in a day than the Absolute Ratio of the Close/(Close as of 1 day ago) would be 1.05.
| abs ratio (Close ÷ Open) > 1.02 |
returns a
number
always-since
always X since mm/dd/yyyy
The
always since operator tests if a condition is always true since a date in the past. For instance one could check if a company’s sales growth was
always positive since 2004.
| always (EPS_1Q > 0.0) since Thu Jan 01 2004 |
returns a
true/false
always-within
always X within last n days
The
always within operator tests if a condition is always true within X trading days. For instance, one could check if a company’s sales growth was always positive within 251 trading days.
| always (Close > Open) within 3.0 days |
returns a
true/false
and
a and b
The
and operator requires all conditions to be true. You can also click the green + symbol to add another clause.
| Net_Inc_T12M > Net_Inc_1Y and Close > (Close as of 5.0 days ago) |
returns a
true/false
as_of
X as_of n days ago
The
as of operator allows you retrieve a value as of X trading days ago. So Net Income
as of 251 trading days ago(1 year) would give you the previous year’s net income.
| Close as of 8.0 days ago < Close |
at
X at mm/dd/yyyy
The
at Operator
returns the term’s value on a desired date in the past.
|
average
average x, y, …
The
average operator returns the average of its arguments.
To add another value simply press Control + Shift + A.
| average of Sales_Gwth_5Q_to_1Q, Sales_Gwth_6Q_to_2Q, Sales_Gwth_7Q_to_3Q, Sales_Gwth_8Q_to_4Q |
returns a
number
average-across
average X across
The
average across operator returns the average of a value across any set of stocks such as industry, sector, or the entire market.
After
across specify which set of stocks to have the average calculated on.
After
where define constraints that a stock must pass in order to be included in the average.
| (average of Market Cap across Industry where (Market_Cap > 10b)) |
returns a
number
average-since
average X since mm/dd/yyyy
The
average since operator takes the average of a value pertaining to a stock since a date in the past such as yield. (Average yield
since 01/01/2010)
| Close > (average Close since Tue Jan 01 2008) |
returns a
number
average-within
average X within n days
The
average within operator returns the average of a value within X number of trading days such as the average closing price within 10 trading days.
| average Close within 4.0 days > (average Close within 9.0 days) |
returns a
number
average-yearly
average X yearly
The
average yearly operator takes the average of a given property over the past X number of years. For instance, average-yearly of market cap over 2 years will net the average value for market cap over the past 2 years.
returns a
number
backtest
backtest
The
Backtest Operator will return a multiple that represents the backtest return since 2003 of whatever term you put in the operator. So Backtest of (Market Cap > 100,000) = 2 means that since 2003, the starting backtest value had doubled which represents a 100% back test return.
| backtest of classify as Technology > (backtest of classify as Technology as of 5.0 days ago)
returns a
number
|
change-over
change
The
change over operator returns the % change of a value within X trading days
| change of Close over 10.0 days > (change of SPY:Close over 10.0 days) |
returns a
number
choose-range
choose from x to y step z
The
Choose Range operator enables you test a range of values in a trading model and use the value that gives the best return. For instance you could test what the best month of the year is to hold the S&P 500.
| Buy When Month_of_Year = choose from 1.0 to 12.0
returns a
number
|
choose-set
choose one of x,y,z
The
Choose Set operator enables you test a set of values in a trading model and use the value that gives the best return.
| Close > (Close as of chooseSet days ago) choose-set of 10.0 20.0 28.0 |
classify-as
classify as
The
classify as operator allows you to indicate the industry, sector, exchange, etc. of the stock.
To add another field within the operator press control + Shift + A. Multiple fields act as
or terms. In the example below classify as would return true if the stock was either classified as Technology or Airlines.
| classify as Technology, Airlines |
returns a
true/false
correlation-since
correlation of X with Y since mm/dd/yyyy
The
correlation-since operator gives the correlation of two properties since a given date.
Correlation is a dimensionless value that ranges between -1 and 1, which indicates how closely a change of one property is related to a change in another. 1 is the strongest possible positive correlation, -1 is the strongest possible negative correlation. 0 implies no relationship at all.
Because correlation is dimensionless, different correlation values derived from different variables may be compared to one another. For the same reason, one can use different values of correlation to gauge relative strength of correlation.
returns a
number
correlation-within
correlation of x with Y within last n days
The
correlation-within operator gives the correlation of two properties within X trading days.
Correlation is a dimensionless value that ranges between -1 and 1, which indicates how closely a change of one property is related to a change in another. 1 is the strongest possible positive correlation, -1 is the strongest possible negative correlation. 0 implies no relationship at all. Because correlation is dimensionless, different correlation values derived from different variables may be compared to one another. For the same reason, one can use different values of correlation to gauge relative strength of correlation.
returns a
number
count
count of x,y,z…
The
count operator counts the number of conditions that are true.
For example, if we had count A,B,C:
If B and C are true, count would return 2.
If only B was true, count would return 1.
|
count of
(Close >
average
Close
within
20.0
days
) (Net_Inc_1Q
>
Net_Inc_2Q) (Sales_1Q
>
Sales_5Q)
|
returns a
number
count-across
count-across
The
count across operator returns the number of times the condition was true across any set of stocks, such as industry, sector, or the entire market.
After
across in the operator you will specify which set of stocks are included.
After
where in the operator you will define constraints that a stock must pass in order to be included.
| count of (Close > (Close as of 1.0 days ago)) across (Market_Cap > 500m) where (Market_Cap > 500m) |
returns a
number
count-since
count of X since mm/dd/yyyy
The
count since operator returns the number of times the condition has been true since a date in the past.
For instance, the operator could tell you how many times a stock has increased over 4% in a day since the start of 2014.
| count ( RawClose > RawClose as of 1.0 days ago) since Jan 01 2014 |
returns a
number
count-within
count of X within last n days
The
Count Within operator returns the number of terms that pass the conditions you entered into the operator within X number of days. For instance, the operator could tell you how many times a stock has increased over 4% in a day within 50 trading days.
| count (Close > (Close as of 2.0 days ago)) within 10.0 days |
returns a
number
covariance-since
covariance of X with Y since mm/dd/yyyy
The
covariance since operator takes the covariance of two properties since a given date. Covariance of x and y is a value with units of x*y, which measures the degree to which y changes when x changes.
A positive covariance indicates positive change of x with a positive change of y, and a negative covariance indicates a negative change of x with a positive change of y. Unlike correlation, one covariance value cannot be compared to another due to the different units of each covariance value. As a result, covariance values cannot be used to show relative strength of covariance.
returns a
number
covariance-within
covariance of x with Y within last n days
The
covariance-with operator takes the covariance of 2 variables within X number of days.
Covariance of x and y is a value with units of x*y, which measures the degree to which y changes when x changes. A positive covariance indicates positive change of x with a positive change of y, and a negative covariance indicates a negative change of x with a positive change of y. Unlike correlation, one covariance value cannot be compared to another due to the different units of each covariance value. As a result, covariance values cannot be used to show relative strength of covariance.
returns a
number
decreasing-over
decreasing x over n days
The
decreasing over operator looks for companies where the given term is decreasing over the specified time period..
|
decreasing
Market Cap
over
252
days
|
returns a
true/false
ema
ema of X over n days
The
Exponential Moving Averages operator reduces the lag of a simple Moving Average by applying more weight to recent prices. The weighting applied to the most recent price depends on the number of periods in the moving average.
| ema of Close over 4.0 days |
returns a
number
equals
x equals y
The
equals operator determines whether two conditions are equal to one another.
| PE = (PE as of 5.0 days ago) |
returns a
true/false
ever-since
ever X since mm/dd/yyyy
The
ever since operator tests if the condition you enter has ever been true since a date in the past.
For instance, has a stock
ever had a day with 3 times its normal volume since 2010.
| ever ((Volume ÷ (average Volume within 20.0 days)) > 3.0) since Fri Jan 01 2010 |
returns a
true/false
ever-within
ever X within last n days
The
Ever Within operator tests if the condition you enter into the operator has ever been true within X number of trading days. For instance, has a stock ever had a quarterly surprise greater than 20% within 251 trading days.
| ever ((Close ÷ (Close as of 3.0 days ago)) > 1.15) within 10.0 days |
returns a
true/false
future
X in the future n days
The
future operator allows you retrieve a value that is X trading days in the future. THIS ONLY WORKS IN THE PAST! Equities Lab CANNOT predict the future! Net Income future 251 trading days(1 year) would give you the next year’s net income. If this were asked in 2010, it would give you 2011’s income. Asked 6 months ago, it gives you Undefined.
growth-yearly
growth of X yearly
The
growth-yearly operator measures how much a property has increased from one year to the next, over X number of years.
| growth of Market Cap over 2 years > 0 |
returns a
number
has-value
has x, y, …if
if cond then A else B
The
if operator returns one of two values depending on if it’s condition evaluates to true or false.
- if true then Close else Open -> Close
- if false then Close else Open -> Open
| if (EPS_1Q > 0.0) then (average Close within 25.0 days) else (average Close within 80.0 days) > (average Close within 100.0 days) |
returns a
number
increasing-over
increasing x over n days
The
increasing over operator when applied to X returns those companies whose X has been increasing over so many days.
|
increasing
Market Cap
over
252
days
|
returns a
true/false
logarithm
logarithm of x
The
logarithm operator takes the natural logarithm of a number. Like all logarithms, it will return an undefined value if the input is less than or equal to zero.
returns a
number
market-rank
market-rank
The
market rank operator ranks stocks according to the percentile value of the given property. For instance, the example below shows all stocks in the 90th percentile of market cap.
returns a
number
max
max x, y, …
The
max operator returns the maximum of a set of terms you enter into it. To add another box you simply press control + Shift + A, or input a comma into the previous box.
returns a
number
max-across
max-across
The
max across Operator returns the maximum of X across a set of stocks such as the entire market or an industry.
- After across in the operator you will specify which set of stocks are include
- After where in the operator you will define constraints that a stock must pass in order to be included.
| max of Rel_Strength_MR_T1M across Industry where (Market_Cap > 1000.0) |
returns a
number
max-since
max X since mm/dd/yyyy
The
max since operator takes the maximum of the value since a date in the past, such as the
maximum closing price since 01/01/2014
| Close ÷ (max Close since Tue Jan 01 EST 2008) |
returns a
number
max-within
max X within n days
The
max within operator takes the maximum of the value within X trading days such as the maximum closing price within 180 trading days.
| max Close within 180.0 days |
returns a
number
median-across
median x across
The
median across operator returns the median value across a range of stocks.
- After across in the operator you will specify which set of stocks are included in the calculation
- After where in the operator you will define constraints that a stock must pass in order to be included.
| median of Market Cap across Industry where (Market Cap > 1m) |
returns a
number
min
min x, y, …
The
min operator returns the minimum of a set of terms you enter into it.
To add another box you simply press control + Shift + A, or input a comma into the previous box.
returns a
number
min-across
min-across
The
min across operator takes the minimum value across any set of stocks including industry or sector.
- After across in the operator you will specify which set of stocks are included
- After where in the operator you will define constraints that a stock must pass in order to be included.
| min of Market Cap across Industry where (Market Cap > 1m) |
returns a
number
min-since
min X since mm/dd/yyyy
The
min since operator takes the minimum of value since a date in the past such as the minimum closing price since 01/01/2014
| min Close since Tue Jan 01 EST 2014 |
returns a
number
min-within
min X within n days
The
min within operator takes the minimum of the value within X trading days. For example, the minimum closing price within 30 days.
| min Close within 30 days |
returns a
number
monte-carlo-range
monte carlo x to yThe Monte Carlo Range operator enables you enter a range of inputs for a Monte Carlo Simulation.
For Stock Screeners, a random Monte Carlo run will be returned.
For Backtests:
- the backtest will be run up to 50 times
monte_carlo_runs=number of run to override the default.
- the 10%, 50%, and 90% percentiles will be returned.
monte_carlo_percentiles = x + y + z overrides the default.
example: monte_carlo_percentiles = 30 + 40 + 70 return the 30th,40th, and 70th percentile returns.
- Backtests of Monte Carlo simulations can consume a tremendious number of resources, so it can be 30+ minutes to compute your results. Each subsiquent call to the backtest will return the cached result, so change the number of runs if you actually want to rerun the entire simulation
returns a
number
monte-carlo-set
monte carlo {x,y,z}
The
Monte Carlo Range operator enables you enter a range of inputs for a Monte Carlo Simulation. For Stock Screeners, a random Monte Carlo run will be returned. For Backtests:
- the backtest will be run up to 50 times.
- the 10%, 50%, and 90% percentiles will be returned.
example: monte_carlo_percentiles = 30 + 40 + 70 return the 30th,40th, and 70th percentile returns.
- Backtests of Monte Carlo simulations can consume a tremendious number of resources, so it can be 30+ minutes to compute your results. Each subsiquent call to the backtest will return the cached result, so change the number of runs if you actually want to rerun the entire simulation
not
not x
The n
ot operator enables you to require that a condition is not true.
| not classify Transportation |
returns a
true/false
not_equals
x not equal to y
The
not equals operator is used to determine whether two conditions equal or not equal each other.
| PE != PE as of 5.0 days ago |
returns a
true/false
odds
odds of x,y,z…
The
odds operator returns the percentage odds between 0% and 100% to which the values that you enter into the operator are true. If 2 out of the 5 values are true then the odds operator would return 40%.
| odds of (Piotroski F Score T12M > 6) ((change of Net Income 1Q over 1y days) > 20) ((change of EPS 1Q over 1y days) > 0) (Dividend Yield > 0.05) |
returns a
number
odds-across
odds-across
The
odds across operator returns the percentage odds that a stock passes a condition that you enter into the operator. For example, odds that a stock in the technology sector has greater sales than it did 1Q ago.
- After across in the operator you will specify which set of stocks are included
- After where in the operator you will define constraints that a stock must pass in order to be included.
| odds of ((average Close within 10.0 days) > (average Close within 21.0 days)) across ((Market_Cap > 1000.0) where ((Market_Cap > 1000.0) |
returns a
number
odds-since
odds of X since mm/dd/yyyy
The
odds since operator returns the odds (from 0 to 100) that the stock passes the condition that you enter into the operator since a date in the past.
| odds (Open > Close) since Fri Jan 01 2010 |
returns a
number
odds-within
odds of X within last n days
The
odds within operator returns the odds (from 0 to 100) that the stock passes the condition that you enter into the operator within X days.
| odds (Close > (Close as of 4.0 days ago)) within 28.0 days |
returns a
number
or
a or b
The
or operator enables you to require that a stock passes at least one of X conditions you specify.
| match any of the following Close > (Close as of 5.0 days ago) or PE > (PE as of 5.0 days ago) |
returns a
true/false
percentile-across
percentile across
The
percentile across operator gives the value at the Nth percentile across any set of stocks including industry or the entire market.
- After across you will specify which set of stocks are compared against to get the percentile
- After where you will define constraints that a stock must pass in order to be included.
| Net Income at 50.0 percentile across Industry where ((Market_Cap > 10b) |
returns a
number
percentile-since
percentile X since mm/dd/yyyy
The
percentile since operator gives you the median of the percentile values of a property since a date in the past.
If you put 0, it would give you the minimum, and it would give you the maximum if you put 100. It is useful to measure how values are changing over time or to measure where a property value stands in comparison to other property values in the past.
Trading Model Example
Close at the 90 percentile since 01/01/2010 < CloseStock Screener Example
Close at the 50 percentile Since 01/01/2010 > Close at the 50 Percentile Since 01/01/2008
returns a
number
percentile-within
percentile X within n days
The
percentile within operator gives the value of Xth percentile of whichever property you desire within X number of trading days.
Example
High
at
the
50
percentile
within
100 days
returns a
number
position-across
position-across
The
position across operator returns an integer from 1 to infinity that represents what position the stock is in based on your value across a set of stocks such as industry or sector or mid caps.
For instance, If you want the top 10 market cap companies in each Industry:
| position of Market_Cap across Industry where ((Close > 0.0) and (Market_Cap > 0.0)) < 10 |
returns a
number
predict
predict x, y, …
The
predict operator predicts the field named goal_something using the attributes specified. It filters the input set based on the galaxy_something variable, and uses the variable train_something to determine the training set.
returns a
number
rank
rank of w in (x,y,z…)
The
rank operator returns the rank (0-100) of the property or term pertaining to a stock compared to other property or term pertaining to a stock. For instance, you could find stocks whose current closing price ranks the highest out of its 12, 24, and 50 day moving average.
| rank of Close in (average Close within 5.0 days) (average Close within 12.0 days) =100.0 |
returns a
number
rank-across
rank-across
The
rank across operator returns the rank (0-100%) of the property or term across any set of stocks such as its industry or sector or mid caps. Take the following example:
| rank of PE across Industry where ((MarketCap > 500m)) |
This will give you the stock’s rank within its own industry, including only stocks with a Market Cap greater than 500m. So if a stock has a P/E in the 33rd percentile it would have a rank of 33.
Try modifying this Stock Screener to give you the top 25% rather than the bottom 25%
returns a
number
rank-bottom
rank X is in the bottom y%
Is the rank of a term in the bottom n%?
For example, the following example would be false for a stock with a P/E of 100 and true for stock with P/E of 1.
rank P/E is in bottom 1%
Keywords: rank-bottom quartile
returns a
true/false
rank-since
rank of X since mm/dd/yyyy
The
rank since operator sorts out all values since XX/YY/ZZZZ from least to greatest and puts them in a ranking from 0 to 100. It then allows you to specify where the current value ranks in that order. For instance, you could specify that the stock’s closing price currently
ranks in the highest decile since 01/01/2014.
| rank Close since Fri Jan 01 2010 > 85.0 |
returns a
number
rank-top
rank X is in the top y%
Ranks stocks from least to greatest according to a given property, then returns all stocks that score in the top X% of that property.
returns a
true/false
rank-within
rank of X within last n days
The
Rank Within operator sorts out all values within N days from least to greatest and puts them in a ranking from 0 to 100. It then allows you to specify where the current value ranks in that order. For instance, you could specify that the stock’s closing price currently ranks in the highest decile compared to its closing prices within 251 trading days.
returns a
number
round
x round to nearest multiple of y
The
round operator enables you to round terms.
| (Market_Cap round to nearest multiple of 100000.0) |
returns a
number
round-power
x round to nearest power of y
The
round power operator will round any property or term you desire to the nearest power of X. So if you say
round Market Cap to the nearest
power of 5 it will round the market cap to the value nearest a power of five, such as 5, 25, 125, 625, 3125, 15,625, 78,125, Etc..
| (Market_Cap round to nearest power of 2.0) |
returns a
number
skewness-across
skewness X across
The
skewness across operator returns the skewness of a value across any set of stocks such as industry, sector, or the entire market.
Skewness can be defined as a measure of how positively or negatively-biased a given dataset is from a normal distribution.
- A skewness of >0 implies a median value greater than the mean (positive bias)
- A skewness of 0 implies a median value less than the mean (negative bias).
|
skewness
of
Relative Strength
across
Industry
where (
Market Cap
>
100m)
>
0.5
|
- After across you will specify which set of stocks to have the skewness calculated on.
- After where you will define constraints that a stock must pass in order to be included in the skewness.
returns a
number
stddev
stddev x, y, …
The
standard deviation operator
returns the standard deviation its terms.
Press Control + Shift + A to add another box to add another property or value.
| standard deviation of Close, Open, High, & Low > 0.1 |
returns a
number
stddev-across
stddev X across
The
standard deviation across operator returns the standard deviation of a value across any set of stocks such as industry, sector, or the entire market.
- After across in the operator you will specify which set of stocks to have the standard deviation calculated on
- After where in the operator you will define constraints that a stock must pass in order to be included in the standard deviation.
returns a
number
stddev-since
stddev X since mm/dd/yyyy
The
standard deviation since operator takes the standard deviation of a value pertaining to a stock since a date in the past, such as yield.
stddev
Relative Strength
since
Jan 1, 2018
returns a
number
stddev-within
stddev X within n days
The
standard deviation within operator takes the standard deviation of a value pertaining to a stock within a certain number of trading days, such as yield.
stddev
Relative Strength
within
30 days
returns a
number
sum-since
sum of X since mm/dd/yyyy
The
sum since operator takes the sum of its term since a specified date, meaning it adds the property for each day from the specified date up until the current date.
| sum of Net Income since Sun Jan 01 2012 |
returns a
number
sum-within
sum of X within last n days
The
sum within operator takes the sum of a property or term pertaining to a stock within X trading days, meaning it adds its term for each day within X trading days up until today. If the stock’s closing price the past 3 days were 5, 6, and 7 then the sum of the closing price within 3 days = 18.
| sum of (Close – Open) within 5.0 days > 0.0 |
returns a
number
then-since
X then Y until Z since mm/dd/yyyy
The
Then Since operator enables you to test whether a condition was true after another condition was true until another condition is true since a date in the past.
| Close > (Close as of 2.0 days ago) then (Close > (Close as of 2.0 days ago)) until (Close < (Close as of 2.0 days ago)) since Jan 01 2008
returns a
true/false
|
then-within
X then Y until Z within last n days
The
Then Within operator enables you to test whether a condition was true after another condition was true until another condition is true within X Trading Days.
| Close ÷ (Close as of 3.0 days ago) 0.99 then ((Close ÷ (Close as of 3.0 days ago)) > 1.02) until ((Close ÷ (Close as of 3.0 days ago)) < 1.0) within 10.0 days
returns a
true/false
|
ticker-is
ticker is
The
ticker is operator allows you to specify a ticker for use in a stock screener or trading model. For instance, in a stock screener you could create a condition that says ”
Ticker Is
AAPL”
| ticker GE |
returns a
true/false
total-across
total-across
The
total across operator calculates and returns the sum a property or term across an entire set of stocks such as industry or market or etc.
|
total
of
(
change
of
Close
over
1.0
days
)
across Sector
where
(Market_Cap
>
1m)
|
- After across in the operator you will specify which set of stocks are include.
- After where in the operator you will define constraints that a stock must pass in order to be included.
returns a
number
value-else
value x, y, …variance
variance x, y, …
The
variance operator returns the population variance values you enter into it. Variance measures the spread of values in the dataset; a high variance indicates a great distance between values.
Press Control + Shift + A to add an additional term, or input a comma into the entry box.
returns a
number
variance-across
variance X across
The
variance across operator returns the variance of a value across any set of stocks such as industry, sector, or the entire market. Variance measures the spread of values in the dataset; a high variance indicates a great distance between values.
- After across you will specify which set of stocks to have the variance calculated on
- After where in the operator you will define constraints that a stock must pass in order to be included in the variance.
returns a
number
variance-since
variance X since mm/dd/yyyy
Returns the population variance for a given property since a given date. Variance measures the spread of values in the dataset; a high variance indicates a great distance between values.
returns a
number
variance-within
variance X within n days
Returns the population variance of the given property within n trading days. Variance measures the spread of values in the dataset; a high variance indicates a great distance between values.
returns a
number
weighted-average-across
weighted average of PROPERTY
The
weighted average across operator returns an average of a specified value across any set of stocks stock as industry, large-caps, etc. weighted by a specified value.
|
weighted average
of
Relative Strength
across
Industry
weighted
by
Market Cap
where (
P/E
>
5)
|
- After across, specify which set of stocks are included in the average.
- After weighted by, specify what value defies the weight.
- After where, specify the constraints that a stock must pass in order to be included.
returns a
number
when-since
X when Y since mm/dd/yyyy
The
When Since Operator returns the value of a property or formula while another condition is true, since a certain date.
| change of Close over 10.0 days when (Net_Income_1Q > 0.0) since Tue Jan 01 2013 |
returns a
number
when-within
X when Y within last n days
The
When Within Operator returns the value of a property or formula while another condition is true, within X number of days.
returns a
number
zscore-across
zscore X across
zscore across returns the zscore of a value across any set of stocks such as industry, sector, or the entire market. The z-score is the number of standard deviations above or below the mean the given value is. After
across in the operator you will specify which set of stocks to have the zscore calculated on, and after
where in the operator you will define constraints that a stock must pass in order to be included in the zscore.
returns a
number
zscore-since
zscore of X since mm/dd/yyyy
zscore since returns the zscore of a value since a specific date. The z-score is the number of standard deviations above or below the mean the given value is. After
since in the operator you will specify the date.
returns a
number
zscore-within
zscore of X within last n days
The zscore within the last
n days. The zscore is the number of standard deviations above or below the mean the given value is, using the values within the given span.
returns a
number