Investfly query builder can be used to craft both alerts and screens. The same queries will be applicable on both. Users can even import the screener query from alert builder and vice-versa. However there are certain rules for defining queries in our builder.
(openprice > highprice) AND (lowprice < lastprice)(openprice > highprice) is Filter 1(lowprice < lastprice) is Filter 2(2 * sma(14) - ema(5) > ema(14)) AND (min(close, 5) > max(close, 14))
Market Capitalization represents the total value of a company in the stock market and is calculated by total shares outstanding by the current price per share.
Sample Expression:marketcap > 100000000
Price-To-Earnings Ratio is the ratio of the stock price to the sum of its reported earnings.
Sample Expression:pe < 10
A stock's price/earning ratio divided by the growth rate of its earnings gives its Price-To-Earnings-To-Growth Ratio. It helps to determine a stock value by taking the company earning's growth into account.
Sample Expression:peg >= 30
Price-To-Sales Ratio indicates value placed on each dollar of company's sales. It can be calculated by dividing company's close price by the annual sales per share.
Sample Expression:ps < 10
Price-To-Book ratio is used to compare a stock's market value to its book value. It is calculated by dividing the stock's current price by the latest quarter's book value per share.
Sample Expression:pb > 10 && pb < 30
EPS represents the company's net income allocated to each share as per the recent quarterly report. It serves as an indicator of a company's profitability.
Sample Expression:eps < 2
EPS Growth This year is the EPS value of the current fiscal year.
Sample Expression:epsgrowththisyear > 20
EPS Growth Next year is the EPS estimate for next fiscal year.
Sample Expression:epsgrowthnextyear < 30
Dividend Yield represents how much a company pay in dividend each year relative to its share price. It measures how much you are getting for every dollar you invest in equity position. It is calculated by dividing the annual dividend per share by its stock price.
Sample Expression:dividendyield > 5%
Volume represents the latest number of stocks traded in the market.
Sample Expression:volume > 10000
Avg. Volume represents the number of stocks traded over a time period, usually a year.
Sample Expression:avgvolume > 10000
Prev. Volume represents the number of stocks traded in the previous trade day.
Sample Expression:prevvolume > 10000
The company's shares that can be bought and sold freely without any restrictions by the public as well as number of shares hold by company insider (such as employees). Outstanding shares is float shares plus restricted shares.
Sample Expression:outstandingshares >= 50000
Return On Assets represents how profitable a company is relative to its total assets. It is calculated by dividing company's annual earnings by its total assets.
Sample Expression:returnonassets > 50%
Current Ratio is a liquidity ratio that measures a company's ability to pay short-term obligations. It is calculated by divinding company's current assets by its current liabilities
Sample Expression:currentratio > 100
Debt/Equity represents what proportion of equity and debt a company is using to finance its assets. It is calculated by dividing its total liabilities by its shareholder's equity
Sample Expression:debt2equity < 5
Operating Margin measures a company's pricing strategy, what proportion of the company's revenue is left after paying for variable cost of production such as wages, raw materials, etc... It is calculated by dividing a company's operating income by its net sales.
Sample Expression:operatingmargin > 10.0
Forwarded PE is the measure of the P/E ratio using forecasted earnings for the P/E calculation i.e. the value for next fiscal year. It is calculated by dividing market price per share by expected earnings per share.
Sample Expression:forwardpe > 10.0
Return On Equity measures how much profit a company makes with the amount share holders has invested. It is calculated as Net Income/Shareholder's Equity
Sample Expression:returnonequity > 10.0
Payout Ratio is the percentage of earnings paid as dividends to shareholders.
Sample Expression:payoutratio > 50%
Insider Ownership represents the level to which a company is owned by its own management.
Sample Expression:insideown > 10.0
Instituational Ownership represents the level to which a company is owned by financial instituations.
Sample Expression:instown < 5.0
Profit Margin measures how much out of every dollar of sales a company actually keeps in earnings. It is calculated as net income divided by revenues, or net profits divided by sales.
Sample Expression:profitmargin >= 7.0
Qtrly. Earnings Growth is rate at which the company's earning has increased during the previous fiscal quarter. An increase is usually viewed as beneficial for a company.
Sample Expression:qtrlyearningsgrowth < 7.0
Beta is a measure of the stock price's volatility or a porfolio relative to the market. A positive beta means the assets follows the market and a negative beta means the assets inversely follows the market.
Sample Expression:beta < 7.0
EPS surprise is a historical look at estimates versus the actual earnings in a given accounting period. A positive earnings surprise means a company did better than expected over the last quarter.
Sample Expression:epssurprise < 7.0
EPS Actual referes to last quarter EPS, 12 month trailing EPS or last year EPS.
Sample Expression:epsactual >= 7.0
An average of the EPS estimate made by analyst's for a company's future quarterly or annual earnings.
Sample Expression:avgepsest < 2.0
Avg. Rating also known as mean recommendation are rated on a scale of 1 to 5. It is an arithmetic average of analyst's buy-sell recommendation for a given stock.1 means a stock buy and 5 means a strong sale
Sample Expression:avgrating > 3.0 AND avgrating < 5.0
Change in average rating from last week to this week.
Sample Expression:ratingchange < 5
Open Price is the price at which a stock was traded when the market opened on a given trading day.
Sample Expression:openprice > 100.0
High Price is the maximum price at which a stock was traded on a given trading day.
Sample Expression:highprice > openprice
Low Price is the minimum price at which a stock was traded on a given trading day.
Sample Expression:lowprice > openprice
Last Price is the latest price at which a stock was traded.
Sample Expression:lastprice > openprice
Prev. Open represents the open price of a stock prior its last trade day.
Sample Expression:prevopen > openprice
Prev. High represents the high price of a stock prior its last trade day.
Sample Expression:prevhigh > highprice
Prev. Low represents the low price of a stock prior its last trade day
Sample Expression:prevlow > lowprice
Prev. Close represents the close price of a stock prior its last trade day
Sample Expression:prevclose > lastprice
High 52-Week represents the highest closing price in the last 52 weeks.
Sample Expression:high52week > highprice
Low 52-Week represents the lowest closing price in the last 52 weeks.
Sample Expression:low52week < high52week
Max. Price represents the max of (high/low/close) price for the given period of time.
Supported Periods: 5, 14, 30, 50, 100, 150, 200max(high, 5) > highprice
Min. Price represents the min of (high/low/close) price for the given period of time.
Supported Periods: 5, 14, 30, 50, 100, 150, 200min(close, 5) > lastprice
A Simple Moving Average is calculated by adding the closing price of the security for a number of time periods and then dividing this total by the number of time periods.
Supported Periods: 5, 14, 30, 50, 100, 150, 200sma(5) < sma(14)
Exponential Moving Average is similar to a simple moving average, except that more weight is given to the latest data. It is calculated as: Current ema =((Price (current)*alpha + (Previous ema*(1-alpha))
Supported Periods: 5, 14, 30, 50, 100, 150, 200ema(5) > ema(14)
Moving Average Crossover Divergence is a trend-following momentum indicator that shows the relationship between two moving averages of prices. It is calculated by subtracting the n-period exponential moving average (ema) from the m-period ema.
It is represented as macd(m,n). A x(period) EMA of the MACD, called the "signal line", is then plotted on top of the macd, functioning as a trigger for buy and sell signals. This is represented as macd(m,n,x)
macd(12,26) > macd(20,50)
MACD signal is “signal line” of x(period) EMA of the MACD,which is plotted on the top of the MACD, functioning as a trigger for buy and sell signals. This is represented as macd(m,n,x)
Supported Periods: (12,26,9), (20,50,12), (50,100,25), (100,200,50)macds(12,26,9) > macds(20,50,12)
Relative Strength Index is a technical momentum indicator that compares the magnitude of recent gains to recent losses in an attempt to determine overbought and oversold conditions of an asset. It is calculated using the following formula:
RSI = 100 - 100/(1 + RS*)
where,
RS = Average of x days' up closes / Average of x days' down closes
rsi(30) < rsi(50)
Standard Deviation measures the market volatility and characterizes the scale of price change relating to the Moving Average. Standard Deviation of a bar can be calculated as:
StdDev (i) = SQRT (AMOUNT (j = i - N, i) / N)
where,
StdDev (i) = Standard Deviation of the current bar
AMOUNT(j = i - N, i) = sum of squares from j = i - N to i;
stddev(30) < stddev(50)
Williams %R, or just %R, is a technical analysis oscillator showing the current closing price in relation to the high and low of the past N period (for a given N). The calculation involves:
%R = (Highest High - Close)/(Highest High - Lowest Low) * -100
where,
Lowest Low = lowest low for the look-back period(N days)
Highest High = highest high for the look-back period(N days)
%R is multiplied by -100 correct the inversion and move the decimal.
willr(30) < willr(50)
Commodity Channel Index is an oscillator to help determine when an investment vehicle has been overbought and oversold. It quantifies the relationship between the asset's price, a moving average (MA) of the asset's price, and normal deviations (D) from that average.
Supported Periods: 5, 14, 30, 50, 100, 150, 200cci(150) < cci(200)
Stochastic Oscillator is a technical momentum indicator that compares a security's closing price to its price range over a given time period. Stochastic oscillator can be calculated as:
%K = 100[(C - L_period)/(H_period - L_period)]
where,
C = the most recent closing price
L_period = the low of the periods previous trading sessions
H_period= the highest price traded during the same given period.
%D = n-period moving average of %K
stochf(14,3) < stochs(14,3,3)
Ultimate Oscillator is the weighted average of three different time periods to reduce the volatility and false transaction signals that are associated with many other indicators that mainly rely on a single time period.
BP = Close - Minimum(Low or Prior Close)
TR = Maximum(High or Prior Close) - Minimum(Low or Prior Close)
Average7 = (7-period BP Sum) / (7-period TR Sum)
Average14 = (14-period BP Sum) / (14-period TR Sum)
Average28 = (28-period BP Sum) / (28-period TR Sum)
UO = 100 x [(4 x Average7)+(2 x Average14)+Average28]/(4+2+1)
utl(7,14,28) > stochs(14,3,3)
Percentage Price Oscillator is a technical momentum indicator showing the relationship between two moving averages. It is calculated as:
ppo=(12 -day ema- 26-day ema) / 26-day ema
ppo(12,26) > utl(7,14,28)
Bollinger Bands are volatility indicators that consist of:
ubband(20,2) > lbband(20,2)
Median Price is the mid point of the trading range for each period. It is calcualted as:
(High + Low ) / 2
medianprice > 50
Typical Price is another approximation of average price for each period and can be used as a filter for moving average systems. It is calculated as:
(High + Low + Close) / 3
typicalprice < 50
Chande Momentum Oscillator is a technical momentum indicator created by calculating the difference between the sum of all recent gains and the sum of all recent losses and then dividing the result by the sum of all price movement over the period. The formula for cmo is derived as:
Cmo =100 x ( Su - Sd ) / ( Su + Sd )
where,
Su = sum of the momentum of up days in the period under analysis
Sd = sum of the momentum of down days in the period under analysis
cmo(30) > cmo(50)
The CMO indicator calculated as above does not consider Wilder Smoothing. The formula for calculating smoothed cmo is:
CmoSmooth =100 x ( Avg1 - Avg2 ) / ( Avg1 + Avg2 )
where,
Avg1 = average of the momentum of up days in the period under analysis
Avg2 = average of the momentum of down days in the period under analysis
cmosmooth(5) < cmosmooth(14)
Rate of Price Change is a price momentum indicator that measures percentage change between the most recent price and the price N periods ago. It is calculated as:
Rocp(n) = (Recent Price - Close Price N periods ago)/Close Price N periods ago
rocp(14) < 200
Average Directional Index is a combination of two other indicators developed by Wilder, the positive directional indicator (abbreviated +DI) and negative directional indicator (-DI). The ADX combines them and smooths the result with an exponential moving average.
To calculate +DI and −DI, one needs price data consisting of high, low, and closing prices each period (typically each day). One first calculates the directional movement
(+DM and −DM):
adx(30) < adx(50)
Average True Range is a technical analysis volatility that provides the degree of price volatility.The average true range is an N-day exponential moving average of the true range values, where
true range = max[(high-low), abs(high-close(prev)),abs(low-close(prev))]
atr(30) < atr(50)
Price Change is the difference between the previous close price and today's last price.
Sample Expression:pricechange > 100
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