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Financial Ratios Analysis

  • Analyzes a stock ticker based on financial ratios.
  • Based on the financial data buy/sell/hold signals are generated per the predefined threshold values for key financial indicators.

Financial Data Considered:

  • Price-to-earnings (P/E) ratio is the ratio for valuing a company that measures its current share price relative to its per-share earnings.
  • Price-to-book value (P/B) is the ratio of the market value of a company's shares (share price) over its book value of equity.
  • Payout ratio is a financial metric showing the proportion of earnings a company pays its shareholders in the form of dividends, expressed as a percentage of the company's total earnings.
    • On some occasions, the payout ratio refers to the dividends paid out as a percentage of a company's cash flow.

Insider Trading Signals

  • Get bulk buy/sell activity from insider trading collected from finviz.
  • Aggregates the data if there are multiple transactions made by the same owner for the same ticker.

Volume

  • Calculating Buy Volume:
    • Buy volume is calculated by identifying periods where the stock's closing price is higher than the closing price of the subsequent hour.
    • This pattern suggests potential buying activity.
  • Calculating Sell Volume:
    • Sell volume is calculated by identifying periods where the stock's closing price is lower than the closing price of the subsequent hour.
    • This pattern indicates potential selling activity.