STOCK SCREENER - 2024
Created by
Created at
Download:
Stock_Picking.xlsx266.43KB
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