STOCK SCREENER - 2024
Created by
- Jose_Henrique
Created at
Download:
Stock_Picking.xlsx273KB
Description
This screener presents the updated KPIs of the 550 most traded stocks in the United States.
However, the visible table above already presents a "stock picking" (filtered data) selecting the most interesting stocks to build an excellent portfolio.
The expected result of the portfolio is summarized in the last row.
To create other portfolios, simply remove the filters in Excel and apply new criteria.
Historical price evolutions.
Portfolio: $10,000 becomes $300,000,000 after 40 years
Benchmark: $10,000 becomes $300,000 after 40 years
Technical Variables
🆔 Tickers: Dow Jones, Nasdaq and S&P constituents
🗓️ Calendar: 2014
🧮 Indicators:
Level 1:
Series: Capital, Income, Revenue, Equity, Asset
Level 2:
Ratios: P/S, P/A, E/A
Percentage: Margin, ROA
Grw Y: Rolling Geoman of Y years
Avg Y: Rolling Mean of Y years
Med Y: Rolling Median of Y years
Level 3:
Grw: Simple Mean of Geomeans
Avg: Simple Mean of Means
Med: Simple Mean of Medians
📐 Windows: 3Y, 5Y, 10Y, 15Y, 20Y
⛔ Filters:
Performance: Cap Grw, Cap Med > 20
Forecast: Rev Est > 5
Evolution: Reg Grw > 15
Profitability: Mrgn Avg, ROA Avg > 5
Solvency: E/A > 5
🖥️ Software: Python, Excel
💿 Source: YCharts, StockAnalysis
