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sss.py
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sss.py
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#############################################################################
#
# Version 0.2.134 - Author: Asaf Ravid <[email protected]>
#
# Stock Screener and Scanner - based on yfinance
# Copyright (C) 2021 Asaf Ravid
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
#
#############################################################################
# TODO: ASAFR: -1. In the re-run (reference_raw_data) - use the exact indices as used previously in the actual raw data creation - to avoid mishaps
# -2. In the reference raw data run - allow configurability to DO the scan of download values... for the sake of clarity
# -3. Add MorningStarFactor (even squared: adjustedSssValue = sssValue/MorningStarValue)
# -4. Add https://github.com/portfolioplus/pytickersymbols support/usage along with https://github.com/portfolioplus/pysymbolscanner
# -5. Add the relevant rising files to the PDF
# 0. Auto-Update Nasdaq (NSR) Indices as done with TASE
# 0.1. Add support for https://simfin.com/data/bulk
# 1.2. https://en.wikipedia.org/wiki/Magic_formula_investing
# 1.3. https://www.oldschoolvalue.com/investing-strategy/backtest-graham-nnwc-ncav-screen/
# 2. Back to Investpy to download all Japanese stocks and all swiss stocks (and all swedish stocks!)
# 3. Investigate and add: https://www.investopedia.com/terms/o/operatingmargin.asp - operating margin
# 4. Add Free Cash flow [FCF] (EV/FreeCashFlow): Inverse of the Free Cash Flow Yield (https://www.stockopedia.com/ratios/ev-free-cash-flow-336/
# 5. There is already an EV/CFO ratio.
# CFO - CapitalExpenditures = FCF
# EV/CFO * EV/FCF = EV^2 / (CFO * [CFO - CapitalExpenditures]) | EV/CFO + EV/FCF = EV*(1/CFO + 1/(CFO-CapitalExpenditures))
# Conclusion: EV/FCF is better as it provides moe information. But make this a lower priority for development
# Bonus: When there is no CFO, Use FCF, and Vice Versa - more information
# 6. Which are the most effective parameters? Correlate the sorting of sss_value to the results and each of the sorted-by-parameter list.
# 7. Important: https://www.oldschoolvalue.com/investing-strategy/walter-schloss-investing-strategy-producing-towering-returns/
# 7.1. 3 years low, 5 years low
# 7.2. F-Score, M-Score
# 7.3. Multi-Dim scan over the distance from low, and over the Schloff Score - define a Walter-Schloss score
# 7.4. Remove the square root from DtoE ?
# 7.5. MktCapM is >= US$ 300 million (basis year 2000) adjusted yearly
# 7.6. Consider only stocks that are listed at least 10 years
# 7.8. Calculate share_price/52weekLow 0.1
# 7.9. Take the top 500 stocks with highest Current Dividend Yield %# 12. https://pyportfolioopt.readthedocs.io/en/latest/UserGuide.html -> Use
# 7.10. Take the top 250 stocks with lowest Latest Filing P/E ratio# 13. Calculate the ROE - Return on equity
# 7.11. Take the top 125 stocks with lowest Latest Filing P/B ratio# 14. Operating Cash Flow Growth - interesting: https://github.com/JerBouma/FundamentalAnalysis
# 7.12. Take the top 75 stocks with lowest Latest Filing Long Term Debt# 15. Quick Ratio - https://github.com/JerBouma/FinanceDatabase - interesting
import time
import gc
import psutil
import shutil
import urllib.request as request
import pandas as pd
import yfinance as yf
import csv
import os
import sss_filenames
import sss_indices
import sss_config
import sss_post_processing
import math
import json
import traceback
from contextlib import closing
from dataclasses import dataclass
from forex_python.converter import CurrencyRates # pip install forex-python --> pip install git+https://github.com/MicroPyramid/forex-python.git
from currency_converter import CurrencyConverter # pip install CurrencyConverter currency.converter
from sys import platform
from datetime import datetime
from dateutil.relativedelta import *
from yahooquery import Ticker
import numpy as np
import matplotlib.pyplot as plt
VERBOSE_LOGS = 0
SKIP_5LETTER_Y_STOCK_LISTINGS = False # Skip ADRs - American Depositary receipts (5 Letter Stocks)
NUM_ROUND_DECIMALS = 7
NUM_EMPLOYEES_UNKNOWN = 10000000 # This will make the company very inefficient in terms of number of employees
PROFIT_MARGIN_UNKNOWN = 0.00001 # This will make the company almost not profitable terms of profit margins, thus less attractive
PRICE_TO_BOOK_UNKNOWN = 1000.0
PERCENT_HELD_INSTITUTIONS_LOW = 0.01 # low, to make less relevant
PERCENT_HELD_INSIDERS_UNKNOWN = 0.0000123 # Temporary check, TODO: ASAFR: Take some unknown value (low) instead for the actual usage in Schloss factor
PEG_UNKNOWN = 10000 # Use a non-attractive value
QEG_MAX = 10000
REG_MAX = 10000
SHARES_OUTSTANDING_UNKNOWN = 100000000 # 100 Million Shares - just a value for calculation of a currently unused vaue
BAD_SSS = 10.0 ** 50.0
PROFIT_MARGIN_WEIGHTS = [1.0, 2.0, 4.0, 8.0, 16.0, 32.0, 64.0, 128.0, 256.0, 512.0] # from oldest to newest
PROFIT_MARGIN_YEARLY_WEIGHTS = [1.0, 4.0, 16, 64, 256, 1024, 4096, 16384, 4*16384, 16*16384] # from oldest to newest
PROFIT_MARGIN_QUARTERLY_WEIGHTS = [1.0, 2.0, 4.0, 8.0, 16.0, 32.0, 64.0, 128.0, 256.0, 512.0] # from oldest to newest
CASH_FLOW_WEIGHTS = [1.0, 2.0, 4.0, 8.0, 16.0, 32.0, 64.0, 128.0, 256.0, 512.0] # from oldest to newest
REVENUES_WEIGHTS = [1.0, 2.0, 4.0, 8.0, 16.0, 32.0, 64.0, 128.0, 256.0, 512.0] # from oldest to newest
NO_WEIGHTS = [1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0] # from oldest to newest
EARNINGS_WEIGHTS = [1.0, 2.0, 4.0, 8.0, 16.0, 32.0, 64.0, 128.0, 256.0, 512.0] # from oldest to newest
BALANCE_SHEETS_WEIGHTS = [1.0, 2.0, 4.0, 8.0, 16.0, 32.0, 64.0, 128.0, 256.0, 512.0] # from oldest to newest
EQG_UNKNOWN = -0.9 # -90% TODO: ASAFR: 1. Scan (like pm and ever) values of eqg for big data research better recommendations
RQG_UNKNOWN = -0.9 # -90% TODO: ASAFR: 1. Scan (like pm and ever) values of rqg for big data research better recommendations
EQG_POSITIVE_FACTOR = 10.0 # When positive, it will have a 5x factor on the 1 + function
RQG_POSITIVE_FACTOR = 10.0 # When positive, it will have a 5x factor on the 1 + function
EQG_WEIGHT_VS_YOY = 0.75 # the provided EQG is weighted more than the manually calculated one
RQG_WEIGHT_VS_YOY = 0.75 # the provided RQG (yfinance now provides it) is weighted more than the manually calculated one
EQG_DAMPER = 0.25
RQG_DAMPER = 0.25
TRAILING_EPS_PERCENTAGE_DAMP_FACTOR = 0.01 # When the trailing_eps_percentage is very low (units are ratio here), this damper shall limit the affect to x100 not more)
PROFIT_MARGIN_DAMPER = 0.001 # When the profit_margin is very low (units are ratio here), this damper shall limit the affect to x100 not more)
RATIO_DAMPER = 0.01 # When the total/current_other_other ratio is very low (units are ratio here), this damper shall limit the affect to x100 not more)
ROA_DAMPER = 0.1 # When the ROA is very low (units are ratio here), this damper shall limit the affect to x50 not more)
ROA_NEG_FACTOR = 0.000001
ROE_DAMPER = 0.1 # When the ROE is very low (units are ratio here), this damper shall limit the affect to x50 not more)
ROE_NEG_FACTOR = 0.000001
REFERENCE_DB_MAX_VALUE_DIFF_FACTOR_THRESHOLD = 0.9 # if there is a parameter difference from reference db, in which the difference of values is higher than 0.75*abs(max_value) then something went wrong with the fetch of values from yfinance. Compensate smartly from reference database
QUARTERLY_YEARLY_MISSING_FACTOR = 0.25 # if either yearly or quarterly values are missing - compensate by other with bad factor (less information means less attractive)
NEGATIVE_ALTMAN_Z_FACTOR = 0.00001
MIN_REVENUE_FOR_0_REVENUE_DIV_BY_0_AVOIDANCE = 0.001
MAX_UNKNOWN_PE = 100000
MAX_UNKNOWN_EVR = 100000
# TODO: ASAFR: All below boosters should be calibrated by:
# 1. The rarety (statistically comapred to all the stocks in scan) - proportionaly to it (the rarest the case - the more boost)
# 2. The ascent (slope) of the increase and the positive value -> the higher - the more boost
# 3. Add similar boosters for other annual and quarterly weighted-averaged parameters
PROFIT_MARGIN_BOOST_FOR_PRESENCE_OF_ANNUAL_NEGATIVE_EARNINGS = 0.025 if sss_config.custom_sss_value_equation else 0.1
PROFIT_MARGIN_BOOST_FOR_PRESENCE_OF_QUARTERLY_NEGATIVE_EARNINGS = 0.025 if sss_config.custom_sss_value_equation else 0.1
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_ANNUAL_INCREASE = 10.0 if sss_config.custom_sss_value_equation else 3.75 # Provide a "bonus" for companies whose profit margins have increased continuously annually
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_QUARTERLY_INCREASE = 10.0 if sss_config.custom_sss_value_equation else 2.25 # Provide a "bonus" for companies whose profit margins have increased continuously quarterly
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_ANNUAL_POSITIVE = 10.0 if sss_config.custom_sss_value_equation else 4.75 # Provide a "bonus" for companies whose profit margins have been continuously positive annually
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_QUARTERLY_POSITIVE = 10.0 if sss_config.custom_sss_value_equation else 2.75 # Provide a "bonus" for companies whose profit margins have been continuously positive quarterly
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_ANNUAL_INCREASE_IN_EARNINGS = 10.0 if sss_config.custom_sss_value_equation else 4.25 # Provide a "bonus" for companies whose earnings have been continuously increasing annually
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_ANNUAL_INCREASE_IN_REVENUE = 14.0 if sss_config.custom_sss_value_equation else 7.77 # Provide a "bonus" for companies whose revenue has been continuously increasing annually - TODO: ASAFR: This is a very good indicator for stock value growth
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_QUARTERLY_INCREASE_IN_EARNINGS = 10.0 if sss_config.custom_sss_value_equation else 3.25 # Provide a "bonus" for companies whose earnings have been continuously increasing quarterly
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_QUARTERLY_INCREASE_IN_REVENUE = 25.0 if sss_config.custom_sss_value_equation else 9.99 # Provide a "bonus" for companies whose revenue has been continuously increasing quarterly - TODO: ASAFR: This is a very good indicator for stock value growth
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_ANNUAL_DECREASE = 0.05 if sss_config.custom_sss_value_equation else 0.25 # Provide a "bonus" for companies whose profit margins have decreased continuously annually
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_QUARTERLY_DECREASE = 0.05 if sss_config.custom_sss_value_equation else 0.25 # Provide a "bonus" for companies whose profit margins have decreased continuously quarterly
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_ANNUAL_DECREASE_IN_EARNINGS = 0.05 if sss_config.custom_sss_value_equation else 0.25 # Provide a "bonus" for companies whose earnings have been continuously decreasing annually
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_ANNUAL_DECREASE_IN_REVENUE = 0.05 if sss_config.custom_sss_value_equation else 0.2 # Provide a "bonus" for companies whose revenue has been continuously decreasing annually - TODO: ASAFR: This is a very good indicator for stock value growth
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_QUARTERLY_DECREASE_IN_EARNINGS = 0.05 if sss_config.custom_sss_value_equation else 0.25 # Provide a "bonus" for companies whose earnings have been continuously decreasing quarterly
PROFIT_MARGIN_BOOST_FOR_CONTINUOUS_QUARTERLY_DECREASE_IN_REVENUE = 0.05 if sss_config.custom_sss_value_equation else 0.1 # Provide a "bonus" for companies whose revenue has been continuously decreasing quarterly - TODO: ASAFR: This is a very good indicator for stock value growth
PROFIT_MARGIN_DUPLICATION_FACTOR = 8.0 # When copying profit margin (if either quarterized/annualized/profit_margin is missing) - devide by this factor
NEGATIVE_CFO_FACTOR = 100000.0 #
NEGATIVE_PEG_RATIO_FACTOR = 100000.0
NEGATIVE_DEBT_TO_EQUITY_FACTOR = 100.0 # -0.5 -> 50, and -0.001 -> 0.1
NEGATIVE_EARNINGS_FACTOR = 100000.0
DEBT_TO_EQUITY_MIN_BASE = 0.001 # Clearing from 0 values for companies without debt
FORWARD_PRICE_TO_EARNINGS_WEIGHT = 0.125 # Give less weight to forward (estimation)
TRAILING_PRICE_TO_EARNINGS_WEIGHT = 1-FORWARD_PRICE_TO_EARNINGS_WEIGHT
DIST_FROM_LOW_FACTOR_DAMPER = 0.001
DIST_FROM_LOW_FACTOR_HIGHER_THAN_ONE_POWER = 6
EV_TO_EBITDA_MAX_UNKNOWN = 100000
#
# TODO: ASAFR: (https://www.gurufocus.com/letter.php)
# 1. Add Free Cash Flow
# 2. Lower Market Cap - Give more weight (in multi-dimensional scan)
# 3. Start adjusting the normalized sss_value flow - those companies which are "deceiving" -> fix according to them
@dataclass
class StockData:
symbol: str = 'None'
short_name: str = 'None'
quote_type: str = 'None'
sector: str = 'None'
country: str = 'Unknown'
sss_value: float = BAD_SSS
ma: str = 'None'
annualized_revenue: float = 0.0
annualized_revenue_bonus: float = 0.0
annualized_earnings: float = 0.0 # TODO: ASAFR: Add the bonus calculations (pos, neg, mon_inc, mon_dec, etc)
annualized_retained_earnings: float = 0.0
annualized_retained_earnings_bonus: float = 0.0
quarterized_revenue: float = 0.0
quarterized_revenue_bonus: float = 0.0
quarterized_earnings: float = 0.0
quarterized_earnings_bonus: float = 0.0
quarterized_retained_earnings: float = 0.0
quarterized_retained_earnings_bonus: float = 0.0
effective_earnings: float = 0.0
effective_retained_earnings: float = 0.0
effective_revenue: float = 0.0
annualized_total_revenue: float = 0.0
annualized_total_revenue_bonus: float = 0.0
annualized_net_income: float = 0.0 # TODO: ASAFR: Add the bonus calculations (pos, neg, mon_inc, mon_dec, etc)
quarterized_total_revenue: float = 0.0
quarterized_total_revenue_bonus: float = 0.0
quarterized_net_income: float = 0.0
quarterized_net_income_bonus: float = 0.0
effective_net_income: float = 0.0
effective_total_revenue: float = 0.0
enterprise_value_to_revenue: float = 0.0
evr_effective: float = 0.0
trailing_price_to_earnings: float = 0.0
forward_price_to_earnings: float = 0.0
effective_price_to_earnings: float = 0.0
trailing_12months_price_to_sales: float = 0.0
pe_effective: float = 0.0
enterprise_value_to_ebitda: float = 0.0
effective_ev_to_ebitda: float = 0.0
ebitda: float = 0.0
quarterized_ebitd: float = 0.0
annualized_ebitd: float = 0.0
ebitd: float = 0.0
profit_margin: float = 0.0
annualized_profit_margin: float = 0.0
annualized_profit_margin_boost: float = 0.0
quarterized_profit_margin: float = 0.0
quarterized_profit_margin_boost: float = 0.0
effective_profit_margin: float = 0.0
held_percent_institutions: float = 0.0
held_percent_insiders: float = 0.0
forward_eps: float = 0.0
trailing_eps: float = 0.0
previous_close: float = 0.0
trailing_eps_percentage: float = 0.0 # trailing_eps / previousClose
price_to_book: float = 0.0
shares_outstanding: float = 0.0
net_income_to_common_shareholders: float = 0.0
nitcsh_to_shares_outstanding: float = 0.0
employees: int = 0
enterprise_value: int = 0
market_cap: int = 0
nitcsh_to_num_employees: float = 0.0
eqg: float = 0.0 # Value is a ratio, such that when multiplied by 100, yields percentage (%) units
rqg: float = 0.0 # Value is a ratio, such that when multiplied by 100, yields percentage (%) units
eqg_yoy: float = 0.0 # calculated from the yearly earnings - if available
rqg_yoy: float = 0.0 # calculated from the yearly Revenues - if available
niqg_yoy: float = 0.0 # Net Income Quarterly Growth: calculated from the yearly net income - if available
trqg_yoy: float = 0.0 # Total Revenue Quarterly Growth: calculated from the yearly net income - if available
eqg_effective: float = 0.0 # average of eqg_yoy and eqg
eqg_factor_effective: float = 0.0 # function with positive factor and damper
rqg_effective: float = 0.0 # average of rqg_yoy and rqg
rqg_factor_effective: float = 0.0 # function with positive factor and damper
price_to_earnings_to_growth_ratio: float = 0.0
effective_peg_ratio: float = 0.0
annualized_cash_flow_from_operating_activities: float = 0.0
annualized_cash_flow_from_operating_activities_bonus: float = 0.0
quarterized_cash_flow_from_operating_activities: float = 0.0
quarterized_cash_flow_from_operating_activities_bonus:float = 0.0
annualized_ev_to_cfo_ratio: float = 0.0 # https://investinganswers.com/dictionary/e/enterprise-value-cash-flow-operations-evcfo
quarterized_ev_to_cfo_ratio: float = 0.0 # https://investinganswers.com/dictionary/e/enterprise-value-cash-flow-operations-evcfo
ev_to_cfo_ratio_effective: float = 0.0
annualized_debt_to_equity: float = 0.0
annualized_debt_to_equity_bonus: float = 0.0
quarterized_debt_to_equity: float = 0.0
quarterized_debt_to_equity_bonus: float = 0.0
debt_to_equity_effective: float = 0.0
debt_to_equity_effective_used: float = 0.0
financial_currency: str = 'None'
summary_currency: str = 'None'
financial_currency_conversion_rate_mult_to_usd: float = 0.0
summary_currency_conversion_rate_mult_to_usd: float = 0.0
last_dividend_0: float = 0.0
last_dividend_1: float = 0.0
last_dividend_2: float = 0.0
last_dividend_3: float = 0.0
fifty_two_week_change: float = 0.0
fifty_two_week_low: float = 0.0
fifty_two_week_high: float = 0.0
two_hundred_day_average: float = 0.0
previous_close_percentage_from_200d_ma: float = 0.0
previous_close_percentage_from_52w_low: float = 0.0
previous_close_percentage_from_52w_high: float = 0.0
dist_from_low_factor: float = 0.0
eff_dist_from_low_factor: float = 0.0
annualized_total_ratio: float = 0.0
annualized_total_ratio_bonus: float = 0.0
quarterized_total_ratio: float = 0.0
quarterized_total_ratio_bonus: float = 0.0
annualized_other_current_ratio: float = 0.0
annualized_other_current_ratio_bonus: float = 0.0
quarterized_other_current_ratio: float = 0.0
quarterized_other_current_ratio_bonus: float = 0.0
annualized_other_ratio: float = 0.0
annualized_other_ratio_bonus: float = 0.0
quarterized_other_ratio: float = 0.0
quarterized_other_ratio_bonus: float = 0.0
annualized_total_current_ratio: float = 0.0
annualized_total_current_ratio_bonus: float = 0.0
quarterized_total_current_ratio: float = 0.0
quarterized_total_current_ratio_bonus: float = 0.0
total_ratio_effective: float = 0.0
other_current_ratio_effective: float = 0.0
other_ratio_effective: float = 0.0
total_current_ratio_effective: float = 0.0
effective_current_ratio: float = 0.0
annualized_total_assets: float = 0.0
annualized_total_assets_bonus: float = 0.0
quarterized_total_assets: float = 0.0
quarterized_total_assets_bonus: float = 0.0
effective_total_assets: float = 0.0
annualized_total_stockholder_equity: float = 0.0
annualized_total_stockholder_equity_bonus: float = 0.0
quarterized_total_stockholder_equity: float = 0.0
quarterized_total_stockholder_equity_bonus: float = 0.0
effective_total_stockholder_equity: float = 0.0
calculated_roa: float = 0.0
calculated_roe: float = 0.0
annualized_working_capital: float = 0.0
quarterized_working_capital: float = 0.0
effective_working_capital: float = 0.0
annualized_total_liabilities: float = 0.0
annualized_total_liabilities_bonus: float = 0.0
quarterized_total_liabilities: float = 0.0
quarterized_total_liabilities_bonus: float = 0.0
effective_total_liabilities: float = 0.0
altman_z_score_factor: float = 0.0
skip_reason: str = 'None'
@dataclass
class StockDataNormalized:
symbol: str = 'None'
short_name: str = 'None'
quote_type: str = 'None'
sector: str = 'None'
country: str = 'Unknown'
sss_value: float = BAD_SSS
sss_value_normalized: float = BAD_SSS
ma: str = 'None'
annualized_revenue: float = 0.0
annualized_revenue_bonus: float = 0.0
annualized_earnings: float = 0.0 # TODO: ASAFR: Add the bonus calculations (pos, neg, mon_inc, mon_dec, etc)
annualized_retained_earnings: float = 0.0
annualized_retained_earnings_bonus: float = 0.0
quarterized_revenue: float = 0.0
quarterized_revenue_bonus: float = 0.0
quarterized_earnings: float = 0.0
quarterized_earnings_bonus: float = 0.0
quarterized_retained_earnings: float = 0.0
quarterized_retained_earnings_bonus: float = 0.0
effective_earnings: float = 0.0
effective_retained_earnings: float = 0.0
effective_revenue: float = 0.0
annualized_total_revenue: float = 0.0
annualized_total_revenue_bonus: float = 0.0
annualized_net_income: float = 0.0 # TODO: ASAFR: Add the bonus calculations (pos, neg, mon_inc, mon_dec, etc)
quarterized_total_revenue: float = 0.0
quarterized_total_revenue_bonus: float = 0.0
quarterized_net_income: float = 0.0
quarterized_net_income_bonus: float = 0.0
effective_net_income: float = 0.0
effective_total_revenue: float = 0.0
enterprise_value_to_revenue: float = 0.0
evr_effective: float = 0.0
evr_effective_normalized: float = 0.0
trailing_price_to_earnings: float = 0.0
forward_price_to_earnings: float = 0.0
effective_price_to_earnings: float = 0.0
trailing_12months_price_to_sales: float = 0.0
trailing_12months_price_to_sales_normalized: float = 0.0
pe_effective: float = 0.0
pe_effective_normalized: float = 0.0
enterprise_value_to_ebitda: float = 0.0
effective_ev_to_ebitda: float = 0.0
effective_ev_to_ebitda_normalized: float = 0.0
ebitda: float = 0.0
quarterized_ebitd: float = 0.0
annualized_ebitd: float = 0.0
ebitd: float = 0.0
profit_margin: float = 0.0
annualized_profit_margin: float = 0.0
annualized_profit_margin_boost: float = 0.0
quarterized_profit_margin: float = 0.0
quarterized_profit_margin_boost: float = 0.0
effective_profit_margin: float = 0.0
effective_profit_margin_normalized: float = 0.0
held_percent_institutions: float = 0.0
held_percent_insiders: float = 0.0
held_percent_insiders_normalized: float = 0.0
forward_eps: float = 0.0
trailing_eps: float = 0.0
previous_close: float = 0.0
trailing_eps_percentage: float = 0.0 # trailing_eps / previousClose
price_to_book: float = 0.0
price_to_book_normalized: float = 0.0
shares_outstanding: float = 0.0
net_income_to_common_shareholders: float = 0.0
nitcsh_to_shares_outstanding: float = 0.0
employees: int = 0
enterprise_value: int = 0
market_cap: int = 0
nitcsh_to_num_employees: float = 0.0
eqg: float = 0.0 # Value is a ratio, such that when multiplied by 100, yields percentage (%) units
rqg: float = 0.0 # Value is a ratio, such that when multiplied by 100, yields percentage (%) units
eqg_yoy: float = 0.0 # calculated from the yearly earnings - if available
rqg_yoy: float = 0.0 # calculated from the yearly Revenues - if available
niqg_yoy: float = 0.0 # Net Income Quarterly Growth: calculated from the yearly net income - if available
trqg_yoy: float = 0.0 # Total Revenue Quarterly Growth: calculated from the yearly net income - if available
eqg_effective: float = 0.0 # average of eqg_yoy and eqg
eqg_factor_effective: float = 0.0 # function with positive factor and damper
eqg_factor_effective_normalized: float = 0.0 # function with positive factor and damper
rqg_effective: float = 0.0 # average of rqg_yoy and rqg
rqg_factor_effective: float = 0.0 # function with positive factor and damper
rqg_factor_effective_normalized: float = 0.0 # function with positive factor and damper
price_to_earnings_to_growth_ratio: float = 0.0
effective_peg_ratio: float = 0.0
effective_peg_ratio_normalized: float = 0.0
annualized_cash_flow_from_operating_activities: float = 0.0
annualized_cash_flow_from_operating_activities_bonus: float = 0.0
quarterized_cash_flow_from_operating_activities: float = 0.0
quarterized_cash_flow_from_operating_activities_bonus:float = 0.0
annualized_ev_to_cfo_ratio: float = 0.0 # https://investinganswers.com/dictionary/e/enterprise-value-cash-flow-operations-evcfo
quarterized_ev_to_cfo_ratio: float = 0.0 # https://investinganswers.com/dictionary/e/enterprise-value-cash-flow-operations-evcfo
ev_to_cfo_ratio_effective: float = 0.0
ev_to_cfo_ratio_effective_normalized: float = 0.0
annualized_debt_to_equity: float = 0.0
annualized_debt_to_equity_bonus: float = 0.0
quarterized_debt_to_equity: float = 0.0
quarterized_debt_to_equity_bonus: float = 0.0
debt_to_equity_effective: float = 0.0
debt_to_equity_effective_used: float = 0.0
debt_to_equity_effective_used_normalized: float = 0.0
financial_currency: str = 'None'
summary_currency: str = 'None'
financial_currency_conversion_rate_mult_to_usd: float = 0.0
summary_currency_conversion_rate_mult_to_usd: float = 0.0
last_dividend_0: float = 0.0
last_dividend_1: float = 0.0
last_dividend_2: float = 0.0
last_dividend_3: float = 0.0
fifty_two_week_change: float = 0.0
fifty_two_week_low: float = 0.0
fifty_two_week_high: float = 0.0
two_hundred_day_average: float = 0.0
previous_close_percentage_from_200d_ma: float = 0.0
previous_close_percentage_from_52w_low: float = 0.0
previous_close_percentage_from_52w_high: float = 0.0
dist_from_low_factor: float = 0.0
eff_dist_from_low_factor: float = 0.0
eff_dist_from_low_factor_normalized: float = 0.0
annualized_total_ratio: float = 0.0
annualized_total_ratio_bonus: float = 0.0
quarterized_total_ratio: float = 0.0
quarterized_total_ratio_bonus: float = 0.0
annualized_other_current_ratio: float = 0.0
annualized_other_current_ratio_bonus: float = 0.0
quarterized_other_current_ratio: float = 0.0
quarterized_other_current_ratio_bonus: float = 0.0
annualized_other_ratio: float = 0.0
annualized_other_ratio_bonus: float = 0.0
quarterized_other_ratio: float = 0.0
quarterized_other_ratio_bonus: float = 0.0
annualized_total_current_ratio: float = 0.0
annualized_total_current_ratio_bonus: float = 0.0
quarterized_total_current_ratio: float = 0.0
quarterized_total_current_ratio_bonus: float = 0.0
total_ratio_effective: float = 0.0
other_current_ratio_effective: float = 0.0
other_ratio_effective: float = 0.0
total_current_ratio_effective: float = 0.0
effective_current_ratio: float = 0.0
effective_current_ratio_normalized: float = 0.0
annualized_total_assets: float = 0.0
annualized_total_assets_bonus: float = 0.0
quarterized_total_assets: float = 0.0
quarterized_total_assets_bonus: float = 0.0
effective_total_assets: float = 0.0
annualized_total_stockholder_equity: float = 0.0
annualized_total_stockholder_equity_bonus: float = 0.0
quarterized_total_stockholder_equity: float = 0.0
quarterized_total_stockholder_equity_bonus: float = 0.0
effective_total_stockholder_equity: float = 0.0
calculated_roa: float = 0.0
calculated_roa_normalized: float = 0.0
calculated_roe: float = 0.0
calculated_roe_normalized: float = 0.0
annualized_working_capital: float = 0.0
quarterized_working_capital: float = 0.0
effective_working_capital: float = 0.0
annualized_total_liabilities: float = 0.0
annualized_total_liabilities_bonus: float = 0.0
quarterized_total_liabilities: float = 0.0
quarterized_total_liabilities_bonus: float = 0.0
effective_total_liabilities: float = 0.0
altman_z_score_factor: float = 0.0
altman_z_score_factor_normalized: float = 0.0
skip_reason: str = 'None'
g_symbols_tase_duals = []
g_header_row = ["Symbol", "Name", "Sector", "Country", "sss_value", "ma", "annualized_revenue", "annualized_revenue_bonus", "annualized_earnings", "annualized_retained_earnings", "annualized_retained_earnings_bonus", "quarterized_revenue", "quarterized_revenue_bonus", "quarterized_earnings", "quarterized_earnings_bonus", "quarterized_retained_earnings", "quarterized_retained_earnings_bonus", "effective_earnings", "effective_retained_earnings", "effective_revenue", "annualized_total_revenue", "annualized_total_revenue_bonus", "annualized_net_income", "quarterized_total_revenue", "quarterized_total_revenue_bonus", "quarterized_net_income", "quarterized_net_income_bonus", "effective_net_income", "effective_total_revenue", "enterprise_value_to_revenue", "evr_effective", "trailing_price_to_earnings", "forward_price_to_earnings", "effective_price_to_earnings", "trailing_12months_price_to_sales", "pe_effective", "enterprise_value_to_ebitda", "effective_ev_to_ebitda", "ebitda", "quarterized_ebitd", "annualized_ebitd", "ebitd", "profit_margin", "annualized_profit_margin", "annualized_profit_margin_boost", "quarterized_profit_margin", "quarterized_profit_margin_boost", "effective_profit_margin", "held_percent_institutions", "held_percent_insiders", "forward_eps", "trailing_eps", "previous_close", "trailing_eps_percentage", "price_to_book", "shares_outstanding", "net_income_to_common_shareholders", "nitcsh_to_shares_outstanding", "employees", "enterprise_value", "market_cap", "nitcsh_to_num_employees", "eqg", "rqg", "eqg_yoy", "rqg_yoy", "niqg_yoy", "trqg_yoy", "eqg_effective", "eqg_factor_effective", "rqg_effective", "rqg_factor_effective", "price_to_earnings_to_growth_ratio", "effective_peg_ratio", "annualized_cash_flow_from_operating_activities", "annualized_cash_flow_from_operating_activities_bonus", "quarterized_cash_flow_from_operating_activities", "quarterized_cash_flow_from_operating_activities_bonus", "annualized_ev_to_cfo_ratio", "quarterized_ev_to_cfo_ratio", "ev_to_cfo_ratio_effective", "annualized_debt_to_equity", "annualized_debt_to_equity_bonus", "quarterized_debt_to_equity", "quarterized_debt_to_equity_bonus", "debt_to_equity_effective", "debt_to_equity_effective_used", "financial_currency", "summary_currency", "financial_currency_conversion_rate_mult_to_usd", "summary_currency_conversion_rate_mult_to_usd", "last_dividend_0", "last_dividend_1", "last_dividend_2", "last_dividend_3", "fifty_two_week_change", "fifty_two_week_low", "fifty_two_week_high", "two_hundred_day_average", "previous_close_percentage_from_200d_ma", "previous_close_percentage_from_52w_low", "previous_close_percentage_from_52w_high", "dist_from_low_factor", "eff_dist_from_low_factor", "annualized_total_ratio", "annualized_total_ratio_bonus", "quarterized_total_ratio", "quarterized_total_ratio_bonus", "annualized_other_current_ratio", "annualized_other_current_ratio_bonus", "quarterized_other_current_ratio", "quarterized_other_current_ratio_bonus", "annualized_other_ratio", "annualized_other_ratio_bonus", "quarterized_other_ratio", "quarterized_other_ratio_bonus", "annualized_total_current_ratio", "annualized_total_current_ratio_bonus", "quarterized_total_current_ratio", "quarterized_total_current_ratio_bonus", "total_ratio_effective", "other_current_ratio_effective", "other_ratio_effective", "total_current_ratio_effective", "effective_current_ratio", "annualized_total_assets", "annualized_total_assets_bonus", "quarterized_total_assets", "quarterized_total_assets_bonus", "effective_total_assets", "annualized_total_stockholder_equity", "annualized_total_stockholder_equity_bonus", "quarterized_total_stockholder_equity", "quarterized_total_stockholder_equity_bonus", "effective_total_stockholder_equity", "calculated_roa", "calculated_roe", "annualized_working_capital", "quarterized_working_capital", "effective_working_capital", "annualized_total_liabilities", "annualized_total_liabilities_bonus", "quarterized_total_liabilities", "quarterized_total_liabilities_bonus", "effective_total_liabilities", "altman_z_score_factor", "skip_reason" ]
g_header_row_normalized = ["Symbol", "Name", "Sector", "Country", "sss_value", "sss_value_normalized", "ma", "annualized_revenue", "annualized_revenue_bonus", "annualized_earnings", "annualized_retained_earnings", "annualized_retained_earnings_bonus", "quarterized_revenue", "quarterized_revenue_bonus", "quarterized_earnings", "quarterized_earnings_bonus", "quarterized_retained_earnings", "quarterized_retained_earnings_bonus", "effective_earnings", "effective_retained_earnings", "effective_revenue", "annualized_total_revenue", "annualized_total_revenue_bonus", "annualized_net_income", "quarterized_total_revenue", "quarterized_total_revenue_bonus", "quarterized_net_income", "quarterized_net_income_bonus", "effective_net_income", "effective_total_revenue", "enterprise_value_to_revenue", "evr_effective", "evr_effective_normalized", "trailing_price_to_earnings", "forward_price_to_earnings", "effective_price_to_earnings", "trailing_12months_price_to_sales", "trailing_12months_price_to_sales_normalized", "pe_effective", "pe_effective_normalized", "enterprise_value_to_ebitda", "effective_ev_to_ebitda", "effective_ev_to_ebitda_normalized", "ebitda", "quarterized_ebitd", "annualized_ebitd", "ebitd", "profit_margin", "annualized_profit_margin", "annualized_profit_margin_boost", "quarterized_profit_margin", "quarterized_profit_margin_boost", "effective_profit_margin", "effective_profit_margin_normalized", "held_percent_institutions", "held_percent_insiders", "held_percent_insiders_normalized", "forward_eps", "trailing_eps", "previous_close", "trailing_eps_percentage", "price_to_book", "price_to_book_normalized", "shares_outstanding", "net_income_to_common_shareholders", "nitcsh_to_shares_outstanding", "employees", "enterprise_value", "market_cap", "nitcsh_to_num_employees", "eqg", "rqg", "eqg_yoy", "rqg_yoy", "niqg_yoy", "trqg_yoy", "eqg_effective", "eqg_factor_effective", "eqg_factor_effective_normalized", "rqg_effective", "rqg_factor_effective", "rqg_factor_effective_normalized", "price_to_earnings_to_growth_ratio", "effective_peg_ratio", "effective_peg_ratio_normalized", "annualized_cash_flow_from_operating_activities", "annualized_cash_flow_from_operating_activities_bonus", "quarterized_cash_flow_from_operating_activities", "quarterized_cash_flow_from_operating_activities_bonus", "annualized_ev_to_cfo_ratio", "quarterized_ev_to_cfo_ratio", "ev_to_cfo_ratio_effective", "ev_to_cfo_ratio_effective_normalized", "annualized_debt_to_equity", "annualized_debt_to_equity_bonus", "quarterized_debt_to_equity", "quarterized_debt_to_equity_bonus", "debt_to_equity_effective", "debt_to_equity_effective_used", "debt_to_equity_effective_used_normalized", "financial_currency", "summary_currency", "financial_currency_conversion_rate_mult_to_usd", "summary_currency_conversion_rate_mult_to_usd", "last_dividend_0", "last_dividend_1", "last_dividend_2", "last_dividend_3", "fifty_two_week_change", "fifty_two_week_low", "fifty_two_week_high", "two_hundred_day_average", "previous_close_percentage_from_200d_ma", "previous_close_percentage_from_52w_low", "previous_close_percentage_from_52w_high", "dist_from_low_factor", "eff_dist_from_low_factor", "eff_dist_from_low_factor_normalized", "annualized_total_ratio", "annualized_total_ratio_bonus", "quarterized_total_ratio", "quarterized_total_ratio_bonus", "annualized_other_current_ratio", "annualized_other_current_ratio_bonus", "quarterized_other_current_ratio", "quarterized_other_current_ratio_bonus", "annualized_other_ratio", "annualized_other_ratio_bonus", "quarterized_other_ratio", "quarterized_other_ratio_bonus", "annualized_total_current_ratio", "annualized_total_current_ratio_bonus", "quarterized_total_current_ratio", "quarterized_total_current_ratio_bonus", "total_ratio_effective", "other_current_ratio_effective", "other_ratio_effective", "total_current_ratio_effective", "effective_current_ratio", "effective_current_ratio_normalized", "annualized_total_assets", "annualized_total_assets_bonus", "quarterized_total_assets", "quarterized_total_assets_bonus", "effective_total_assets", "annualized_total_stockholder_equity", "annualized_total_stockholder_equity_bonus", "quarterized_total_stockholder_equity", "quarterized_total_stockholder_equity_bonus", "effective_total_stockholder_equity", "calculated_roa", "calculated_roa_normalized", "calculated_roe", "calculated_roe_normalized", "annualized_working_capital", "quarterized_working_capital", "effective_working_capital", "annualized_total_liabilities", "annualized_total_liabilities_bonus", "quarterized_total_liabilities", "quarterized_total_liabilities_bonus", "effective_total_liabilities", "altman_z_score_factor", "altman_z_score_factor_normalized", "skip_reason" ]
g_symbol_index = g_header_row.index("Symbol")
g_name_index = g_header_row.index("Name")
g_sector_index = g_header_row.index("Sector")
g_country_index = g_header_row.index("Country")
g_sss_value_index = g_header_row.index("sss_value")
g_ma_index = g_header_row.index("ma")
g_annualized_revenue_index = g_header_row.index("annualized_revenue")
g_annualized_revenue_bonus_index = g_header_row.index("annualized_revenue_bonus")
g_annualized_earnings_index = g_header_row.index("annualized_earnings")
g_annualized_retained_earnings_index = g_header_row.index("annualized_retained_earnings")
g_annualized_retained_earnings_bonus_index = g_header_row.index("annualized_retained_earnings_bonus")
g_quarterized_revenue_index = g_header_row.index("quarterized_revenue")
g_quarterized_revenue_bonus_index = g_header_row.index("quarterized_revenue_bonus")
g_quarterized_earnings_index = g_header_row.index("quarterized_earnings")
g_quarterized_earnings_bonus_index = g_header_row.index("quarterized_earnings_bonus")
g_quarterized_retained_earnings_index = g_header_row.index("quarterized_retained_earnings")
g_quarterized_retained_earnings_bonus_index = g_header_row.index("quarterized_retained_earnings_bonus")
g_effective_earnings_index = g_header_row.index("effective_earnings")
g_effective_retained_earnings_index = g_header_row.index("effective_retained_earnings")
g_effective_revenue_index = g_header_row.index("effective_revenue")
g_annualized_total_revenue_index = g_header_row.index("annualized_total_revenue")
g_annualized_total_revenue_bonus_index = g_header_row.index("annualized_total_revenue_bonus")
g_annualized_net_income_index = g_header_row.index("annualized_net_income")
g_quarterized_total_revenue_index = g_header_row.index("quarterized_total_revenue")
g_quarterized_total_revenue_bonus_index = g_header_row.index("quarterized_total_revenue_bonus")
g_quarterized_net_income_index = g_header_row.index("quarterized_net_income")
g_quarterized_net_income_bonus_index = g_header_row.index("quarterized_net_income_bonus")
g_effective_net_income_index = g_header_row.index("effective_net_income")
g_effective_total_revenue_index = g_header_row.index("effective_total_revenue")
g_enterprise_value_to_revenue_index = g_header_row.index("enterprise_value_to_revenue")
g_evr_effective_index = g_header_row.index("evr_effective")
g_trailing_price_to_earnings_index = g_header_row.index("trailing_price_to_earnings")
g_forward_price_to_earnings_index = g_header_row.index("forward_price_to_earnings")
g_effective_price_to_earnings_index = g_header_row.index("effective_price_to_earnings")
g_trailing_12months_price_to_sales_index = g_header_row.index("trailing_12months_price_to_sales")
g_pe_effective_index = g_header_row.index("pe_effective")
g_enterprise_value_to_ebitda_index = g_header_row.index("enterprise_value_to_ebitda")
g_effective_ev_to_ebitda_index = g_header_row.index("effective_ev_to_ebitda")
g_ebitda_index = g_header_row.index("ebitda")
g_quarterized_ebitd_index = g_header_row.index("quarterized_ebitd")
g_annualized_ebitd_index = g_header_row.index("annualized_ebitd")
g_ebitd_index = g_header_row.index("ebitd")
g_profit_margin_index = g_header_row.index("profit_margin")
g_annualized_profit_margin_index = g_header_row.index("annualized_profit_margin")
g_annualized_profit_margin_boost_index = g_header_row.index("annualized_profit_margin_boost")
g_quarterized_profit_margin_index = g_header_row.index("quarterized_profit_margin")
g_quarterized_profit_margin_boost_index = g_header_row.index("quarterized_profit_margin_boost")
g_effective_profit_margin_index = g_header_row.index("effective_profit_margin")
g_held_percent_institutions_index = g_header_row.index("held_percent_institutions")
g_held_percent_insiders_index = g_header_row.index("held_percent_insiders")
g_forward_eps_index = g_header_row.index("forward_eps")
g_trailing_eps_index = g_header_row.index("trailing_eps")
g_previous_close_index = g_header_row.index("previous_close")
g_trailing_eps_percentage_index = g_header_row.index("trailing_eps_percentage")
g_price_to_book_index = g_header_row.index("price_to_book")
g_shares_outstanding_index = g_header_row.index("shares_outstanding")
g_net_income_to_common_shareholders_index = g_header_row.index("net_income_to_common_shareholders")
g_nitcsh_to_shares_outstanding_index = g_header_row.index("nitcsh_to_shares_outstanding")
g_employees_index = g_header_row.index("employees")
g_enterprise_value_index = g_header_row.index("enterprise_value")
g_market_cap_index = g_header_row.index("market_cap")
g_nitcsh_to_num_employees_index = g_header_row.index("nitcsh_to_num_employees")
g_eqg_index = g_header_row.index("eqg")
g_rqg_index = g_header_row.index("rqg")
g_eqg_yoy_index = g_header_row.index("eqg_yoy")
g_rqg_yoy_index = g_header_row.index("rqg_yoy")
g_niqg_yoy_index = g_header_row.index("niqg_yoy")
g_trqg_yoy_index = g_header_row.index("trqg_yoy")
g_eqg_effective_index = g_header_row.index("eqg_effective")
g_eqg_factor_effective_index = g_header_row.index("eqg_factor_effective")
g_rqg_effective_index = g_header_row.index("rqg_effective")
g_rqg_factor_effective_index = g_header_row.index("rqg_factor_effective")
g_price_to_earnings_to_growth_ratio_index = g_header_row.index("price_to_earnings_to_growth_ratio")
g_effective_peg_ratio_index = g_header_row.index("effective_peg_ratio")
g_annualized_cash_flow_from_operating_activities_index = g_header_row.index("annualized_cash_flow_from_operating_activities")
g_annualized_cash_flow_from_operating_activities_bonus_index = g_header_row.index("annualized_cash_flow_from_operating_activities_bonus")
g_quarterized_cash_flow_from_operating_activities_index = g_header_row.index("quarterized_cash_flow_from_operating_activities")
g_quarterized_cash_flow_from_operating_activities_bonus_index = g_header_row.index("quarterized_cash_flow_from_operating_activities_bonus")
g_annualized_ev_to_cfo_ratio_index = g_header_row.index("annualized_ev_to_cfo_ratio")
g_quarterized_ev_to_cfo_ratio_index = g_header_row.index("quarterized_ev_to_cfo_ratio")
g_ev_to_cfo_ratio_effective_index = g_header_row.index("ev_to_cfo_ratio_effective")
g_annualized_debt_to_equity_index = g_header_row.index("annualized_debt_to_equity")
g_annualized_debt_to_equity_bonus_index = g_header_row.index("annualized_debt_to_equity_bonus")
g_quarterized_debt_to_equity_index = g_header_row.index("quarterized_debt_to_equity")
g_quarterized_debt_to_equity_bonus_index = g_header_row.index("quarterized_debt_to_equity_bonus")
g_debt_to_equity_effective_index = g_header_row.index("debt_to_equity_effective")
g_debt_to_equity_effective_used_index = g_header_row.index("debt_to_equity_effective_used")
g_financial_currency_index = g_header_row.index("financial_currency")
g_summary_currency_index = g_header_row.index("summary_currency")
g_financial_currency_conversion_rate_mult_to_usd_index = g_header_row.index("financial_currency_conversion_rate_mult_to_usd")
g_summary_currency_conversion_rate_mult_to_usd_index = g_header_row.index("summary_currency_conversion_rate_mult_to_usd")
g_last_dividend_0_index = g_header_row.index("last_dividend_0")
g_last_dividend_1_index = g_header_row.index("last_dividend_1")
g_last_dividend_2_index = g_header_row.index("last_dividend_2")
g_last_dividend_3_index = g_header_row.index("last_dividend_3")
g_fifty_two_week_change_index = g_header_row.index("fifty_two_week_change")
g_fifty_two_week_low_index = g_header_row.index("fifty_two_week_low")
g_fifty_two_week_high_index = g_header_row.index("fifty_two_week_high")
g_two_hundred_day_average_index = g_header_row.index("two_hundred_day_average")
g_previous_close_percentage_from_200d_ma_index = g_header_row.index("previous_close_percentage_from_200d_ma")
g_previous_close_percentage_from_52w_low_index = g_header_row.index("previous_close_percentage_from_52w_low")
g_previous_close_percentage_from_52w_high_index = g_header_row.index("previous_close_percentage_from_52w_high")
g_dist_from_low_factor_index = g_header_row.index("dist_from_low_factor")
g_eff_dist_from_low_factor_index = g_header_row.index("eff_dist_from_low_factor")
g_annualized_total_ratio_index = g_header_row.index("annualized_total_ratio")
g_annualized_total_ratio_bonus_index = g_header_row.index("annualized_total_ratio_bonus")
g_quarterized_total_ratio_index = g_header_row.index("quarterized_total_ratio")
g_quarterized_total_ratio_bonus_index = g_header_row.index("quarterized_total_ratio_bonus")
g_annualized_other_current_ratio_index = g_header_row.index("annualized_other_current_ratio")
g_annualized_other_current_ratio_bonus_index = g_header_row.index("annualized_other_current_ratio_bonus")
g_quarterized_other_current_ratio_index = g_header_row.index("quarterized_other_current_ratio")
g_quarterized_other_current_ratio_bonus_index = g_header_row.index("quarterized_other_current_ratio_bonus")
g_annualized_other_ratio_index = g_header_row.index("annualized_other_ratio")
g_annualized_other_ratio_bonus_index = g_header_row.index("annualized_other_ratio_bonus")
g_quarterized_other_ratio_index = g_header_row.index("quarterized_other_ratio")
g_quarterized_other_ratio_bonus_index = g_header_row.index("quarterized_other_ratio_bonus")
g_annualized_total_current_ratio_index = g_header_row.index("annualized_total_current_ratio")
g_annualized_total_current_ratio_bonus_index = g_header_row.index("annualized_total_current_ratio_bonus")
g_quarterized_total_current_ratio_index = g_header_row.index("quarterized_total_current_ratio")
g_quarterized_total_current_ratio_bonus_index = g_header_row.index("quarterized_total_current_ratio_bonus")
g_total_ratio_effective_index = g_header_row.index("total_ratio_effective")
g_other_current_ratio_effective_index = g_header_row.index("other_current_ratio_effective")
g_other_ratio_effective_index = g_header_row.index("other_ratio_effective")
g_total_current_ratio_effective_index = g_header_row.index("total_current_ratio_effective")
g_effective_current_ratio_index = g_header_row.index("effective_current_ratio")
g_annualized_total_assets_index = g_header_row.index("annualized_total_assets")
g_annualized_total_assets_bonus_index = g_header_row.index("annualized_total_assets_bonus")
g_quarterized_total_assets_index = g_header_row.index("quarterized_total_assets")
g_quarterized_total_assets_bonus_index = g_header_row.index("quarterized_total_assets_bonus")
g_effective_total_assets_index = g_header_row.index("effective_total_assets")
g_annualized_total_stockholder_equity_index = g_header_row.index("annualized_total_stockholder_equity")
g_annualized_total_stockholder_equity_bonus_index = g_header_row.index("annualized_total_stockholder_equity_bonus")
g_quarterized_total_stockholder_equity_index = g_header_row.index("quarterized_total_stockholder_equity")
g_quarterized_total_stockholder_equity_bonus_index = g_header_row.index("quarterized_total_stockholder_equity_bonus")
g_effective_total_stockholder_equity_index = g_header_row.index("effective_total_stockholder_equity")
g_calculated_roa_index = g_header_row.index("calculated_roa")
g_calculated_roe_index = g_header_row.index("calculated_roe")
g_annualized_working_capital_index = g_header_row.index("annualized_working_capital")
g_quarterized_working_capital_index = g_header_row.index("quarterized_working_capital")
g_effective_working_capital_index = g_header_row.index("effective_working_capital")
g_annualized_total_liabilities_index = g_header_row.index("annualized_total_liabilities")
g_annualized_total_liabilities_bonus_index = g_header_row.index("annualized_total_liabilities_bonus")
g_quarterized_total_liabilities_index = g_header_row.index("quarterized_total_liabilities")
g_quarterized_total_liabilities_bonus_index = g_header_row.index("quarterized_total_liabilities_bonus")
g_effective_total_liabilities_index = g_header_row.index("effective_total_liabilities")
g_altman_z_score_factor_index = g_header_row.index("altman_z_score_factor")
g_skip_reason_index = g_header_row.index("skip_reason")
g_symbol_index_n = g_header_row_normalized.index("Symbol")
g_name_index_n = g_header_row_normalized.index("Name")
g_sector_index_n = g_header_row_normalized.index("Sector")
g_country_index_n = g_header_row_normalized.index("Country")
g_sss_value_index_n = g_header_row_normalized.index("sss_value")
g_sss_value_normalized_index_n = g_header_row_normalized.index("sss_value_normalized")
g_ma_index_n = g_header_row_normalized.index("ma")
g_annualized_revenue_index_n = g_header_row_normalized.index("annualized_revenue")
g_annualized_revenue_bonus_index_n = g_header_row_normalized.index("annualized_revenue_bonus")
g_annualized_earnings_index_n = g_header_row_normalized.index("annualized_earnings")
g_annualized_retained_earnings_index_n = g_header_row_normalized.index("annualized_retained_earnings")
g_annualized_retained_earnings_bonus_index_n = g_header_row_normalized.index("annualized_retained_earnings_bonus")
g_quarterized_revenue_index_n = g_header_row_normalized.index("quarterized_revenue")
g_quarterized_revenue_bonus_index_n = g_header_row_normalized.index("quarterized_revenue_bonus")
g_quarterized_earnings_index_n = g_header_row_normalized.index("quarterized_earnings")
g_quarterized_earnings_bonus_index_n = g_header_row_normalized.index("quarterized_earnings_bonus")
g_quarterized_retained_earnings_index_n = g_header_row_normalized.index("quarterized_retained_earnings")
g_quarterized_retained_earnings_bonus_index_n = g_header_row_normalized.index("quarterized_retained_earnings_bonus")
g_effective_earnings_index_n = g_header_row_normalized.index("effective_earnings")
g_effective_retained_earnings_index_n = g_header_row_normalized.index("effective_retained_earnings")
g_effective_revenue_index_n = g_header_row_normalized.index("effective_revenue")
g_annualized_total_revenue_index_n = g_header_row_normalized.index("annualized_total_revenue")
g_annualized_total_revenue_bonus_index_n = g_header_row_normalized.index("annualized_total_revenue_bonus")
g_annualized_net_income_index_n = g_header_row_normalized.index("annualized_net_income")
g_quarterized_total_revenue_index_n = g_header_row_normalized.index("quarterized_total_revenue")
g_quarterized_total_revenue_bonus_index_n = g_header_row_normalized.index("quarterized_total_revenue_bonus")
g_quarterized_net_income_index_n = g_header_row_normalized.index("quarterized_net_income")
g_quarterized_net_income_bonus_index_n = g_header_row_normalized.index("quarterized_net_income_bonus")
g_effective_net_income_index_n = g_header_row_normalized.index("effective_net_income")
g_effective_total_revenue_index_n = g_header_row_normalized.index("effective_total_revenue")
g_enterprise_value_to_revenue_index_n = g_header_row_normalized.index("enterprise_value_to_revenue")
g_evr_effective_index_n = g_header_row_normalized.index("evr_effective")
g_evr_effective_normalized_index_n = g_header_row_normalized.index("evr_effective_normalized")
g_trailing_price_to_earnings_index_n = g_header_row_normalized.index("trailing_price_to_earnings")
g_forward_price_to_earnings_index_n = g_header_row_normalized.index("forward_price_to_earnings")
g_effective_price_to_earnings_index_n = g_header_row_normalized.index("effective_price_to_earnings")
g_trailing_12months_price_to_sales_index_n = g_header_row_normalized.index("trailing_12months_price_to_sales")
g_trailing_12months_price_to_sales_normalized_index_n = g_header_row_normalized.index("trailing_12months_price_to_sales_normalized")
g_pe_effective_index_n = g_header_row_normalized.index("pe_effective")
g_pe_effective_normalized_index_n = g_header_row_normalized.index("pe_effective_normalized")
g_enterprise_value_to_ebitda_index_n = g_header_row_normalized.index("enterprise_value_to_ebitda")
g_effective_ev_to_ebitda_index_n = g_header_row_normalized.index("effective_ev_to_ebitda")
g_effective_ev_to_ebitda_normalized_index_n = g_header_row_normalized.index("effective_ev_to_ebitda_normalized")
g_ebitda_index_n = g_header_row_normalized.index("ebitda")
g_quarterized_ebitd_index_n = g_header_row_normalized.index("quarterized_ebitd")
g_annualized_ebitd_index_n = g_header_row_normalized.index("annualized_ebitd")
g_ebitd_index_n = g_header_row_normalized.index("ebitd")
g_profit_margin_index_n = g_header_row_normalized.index("profit_margin")
g_annualized_profit_margin_index_n = g_header_row_normalized.index("annualized_profit_margin")
g_annualized_profit_margin_boost_index_n = g_header_row_normalized.index("annualized_profit_margin_boost")
g_quarterized_profit_margin_index_n = g_header_row_normalized.index("quarterized_profit_margin")
g_quarterized_profit_margin_boost_index_n = g_header_row_normalized.index("quarterized_profit_margin_boost")
g_effective_profit_margin_index_n = g_header_row_normalized.index("effective_profit_margin")
g_effective_profit_margin_normalized_index_n = g_header_row_normalized.index("effective_profit_margin_normalized")
g_held_percent_institutions_index_n = g_header_row_normalized.index("held_percent_institutions")
g_held_percent_insiders_index_n = g_header_row_normalized.index("held_percent_insiders")
g_held_percent_insiders_normalized_index_n = g_header_row_normalized.index("held_percent_insiders_normalized")
g_forward_eps_index_n = g_header_row_normalized.index("forward_eps")
g_trailing_eps_index_n = g_header_row_normalized.index("trailing_eps")
g_previous_close_index_n = g_header_row_normalized.index("previous_close")
g_trailing_eps_percentage_index_n = g_header_row_normalized.index("trailing_eps_percentage")
g_price_to_book_index_n = g_header_row_normalized.index("price_to_book")
g_price_to_book_normalized_index_n = g_header_row_normalized.index("price_to_book_normalized")
g_shares_outstanding_index_n = g_header_row_normalized.index("shares_outstanding")
g_net_income_to_common_shareholders_index_n = g_header_row_normalized.index("net_income_to_common_shareholders")
g_nitcsh_to_shares_outstanding_index_n = g_header_row_normalized.index("nitcsh_to_shares_outstanding")
g_employees_index_n = g_header_row_normalized.index("employees")
g_enterprise_value_index_n = g_header_row_normalized.index("enterprise_value")
g_market_cap_index_n = g_header_row_normalized.index("market_cap")
g_nitcsh_to_num_employees_index_n = g_header_row_normalized.index("nitcsh_to_num_employees")
g_eqg_index_n = g_header_row_normalized.index("eqg")
g_rqg_index_n = g_header_row_normalized.index("rqg")
g_eqg_yoy_index_n = g_header_row_normalized.index("eqg_yoy")
g_rqg_yoy_index_n = g_header_row_normalized.index("rqg_yoy")
g_niqg_yoy_index_n = g_header_row_normalized.index("niqg_yoy")
g_trqg_yoy_index_n = g_header_row_normalized.index("trqg_yoy")
g_eqg_effective_index_n = g_header_row_normalized.index("eqg_effective")
g_eqg_factor_effective_index_n = g_header_row_normalized.index("eqg_factor_effective")
g_eqg_factor_effective_normalized_index_n = g_header_row_normalized.index("eqg_factor_effective_normalized")
g_rqg_effective_index_n = g_header_row_normalized.index("rqg_effective")
g_rqg_factor_effective_index_n = g_header_row_normalized.index("rqg_factor_effective")
g_rqg_factor_effective_normalized_index_n = g_header_row_normalized.index("rqg_factor_effective_normalized")
g_price_to_earnings_to_growth_ratio_index_n = g_header_row_normalized.index("price_to_earnings_to_growth_ratio")
g_effective_peg_ratio_index_n = g_header_row_normalized.index("effective_peg_ratio")
g_effective_peg_ratio_normalized_index_n = g_header_row_normalized.index("effective_peg_ratio_normalized")
g_annualized_cash_flow_from_operating_activities_index_n = g_header_row_normalized.index("annualized_cash_flow_from_operating_activities")
g_annualized_cash_flow_from_operating_activities_bonus_index_n = g_header_row_normalized.index("annualized_cash_flow_from_operating_activities_bonus")
g_quarterized_cash_flow_from_operating_activities_index_n = g_header_row_normalized.index("quarterized_cash_flow_from_operating_activities")
g_quarterized_cash_flow_from_operating_activities_bonus_index_n = g_header_row_normalized.index("quarterized_cash_flow_from_operating_activities_bonus")
g_annualized_ev_to_cfo_ratio_index_n = g_header_row_normalized.index("annualized_ev_to_cfo_ratio")
g_quarterized_ev_to_cfo_ratio_index_n = g_header_row_normalized.index("quarterized_ev_to_cfo_ratio")
g_ev_to_cfo_ratio_effective_index_n = g_header_row_normalized.index("ev_to_cfo_ratio_effective")
g_ev_to_cfo_ratio_effective_normalized_index_n = g_header_row_normalized.index("ev_to_cfo_ratio_effective_normalized")
g_annualized_debt_to_equity_index_n = g_header_row_normalized.index("annualized_debt_to_equity")
g_annualized_debt_to_equity_bonus_index_n = g_header_row_normalized.index("annualized_debt_to_equity_bonus")
g_quarterized_debt_to_equity_index_n = g_header_row_normalized.index("quarterized_debt_to_equity")
g_quarterized_debt_to_equity_bonus_index_n = g_header_row_normalized.index("quarterized_debt_to_equity_bonus")
g_debt_to_equity_effective_index_n = g_header_row_normalized.index("debt_to_equity_effective")
g_debt_to_equity_effective_used_index_n = g_header_row_normalized.index("debt_to_equity_effective_used")
g_debt_to_equity_effective_used_normalized_index_n = g_header_row_normalized.index("debt_to_equity_effective_used_normalized")
g_financial_currency_index_n = g_header_row_normalized.index("financial_currency")
g_summary_currency_index_n = g_header_row_normalized.index("summary_currency")
g_financial_currency_conversion_rate_mult_to_usd_index_n = g_header_row_normalized.index("financial_currency_conversion_rate_mult_to_usd")
g_summary_currency_conversion_rate_mult_to_usd_index_n = g_header_row_normalized.index("summary_currency_conversion_rate_mult_to_usd")
g_last_dividend_0_index_n = g_header_row_normalized.index("last_dividend_0")
g_last_dividend_1_index_n = g_header_row_normalized.index("last_dividend_1")
g_last_dividend_2_index_n = g_header_row_normalized.index("last_dividend_2")
g_last_dividend_3_index_n = g_header_row_normalized.index("last_dividend_3")
g_fifty_two_week_change_index_n = g_header_row_normalized.index("fifty_two_week_change")
g_fifty_two_week_low_index_n = g_header_row_normalized.index("fifty_two_week_low")
g_fifty_two_week_high_index_n = g_header_row_normalized.index("fifty_two_week_high")
g_two_hundred_day_average_index_n = g_header_row_normalized.index("two_hundred_day_average")
g_previous_close_percentage_from_200d_ma_index_n = g_header_row_normalized.index("previous_close_percentage_from_200d_ma")
g_previous_close_percentage_from_52w_low_index_n = g_header_row_normalized.index("previous_close_percentage_from_52w_low")
g_previous_close_percentage_from_52w_high_index_n = g_header_row_normalized.index("previous_close_percentage_from_52w_high")
g_dist_from_low_factor_index_n = g_header_row_normalized.index("dist_from_low_factor")
g_eff_dist_from_low_factor_index_n = g_header_row_normalized.index("eff_dist_from_low_factor")
g_eff_dist_from_low_factor_normalized_index_n = g_header_row_normalized.index("eff_dist_from_low_factor_normalized")
g_annualized_total_ratio_index_n = g_header_row_normalized.index("annualized_total_ratio")
g_annualized_total_ratio_bonus_index_n = g_header_row_normalized.index("annualized_total_ratio_bonus")
g_quarterized_total_ratio_index_n = g_header_row_normalized.index("quarterized_total_ratio")
g_quarterized_total_ratio_bonus_index_n = g_header_row_normalized.index("quarterized_total_ratio_bonus")
g_annualized_other_current_ratio_index_n = g_header_row_normalized.index("annualized_other_current_ratio")
g_annualized_other_current_ratio_bonus_index_n = g_header_row_normalized.index("annualized_other_current_ratio_bonus")
g_quarterized_other_current_ratio_index_n = g_header_row_normalized.index("quarterized_other_current_ratio")
g_quarterized_other_current_ratio_bonus_index_n = g_header_row_normalized.index("quarterized_other_current_ratio_bonus")
g_annualized_other_ratio_index_n = g_header_row_normalized.index("annualized_other_ratio")
g_annualized_other_ratio_bonus_index_n = g_header_row_normalized.index("annualized_other_ratio_bonus")
g_quarterized_other_ratio_index_n = g_header_row_normalized.index("quarterized_other_ratio")
g_quarterized_other_ratio_bonus_index_n = g_header_row_normalized.index("quarterized_other_ratio_bonus")
g_annualized_total_current_ratio_index_n = g_header_row_normalized.index("annualized_total_current_ratio")
g_annualized_total_current_ratio_bonus_index_n = g_header_row_normalized.index("annualized_total_current_ratio_bonus")
g_quarterized_total_current_ratio_index_n = g_header_row_normalized.index("quarterized_total_current_ratio")
g_quarterized_total_current_ratio_bonus_index_n = g_header_row_normalized.index("quarterized_total_current_ratio_bonus")
g_total_ratio_effective_index_n = g_header_row_normalized.index("total_ratio_effective")
g_other_current_ratio_effective_index_n = g_header_row_normalized.index("other_current_ratio_effective")
g_other_ratio_effective_index_n = g_header_row_normalized.index("other_ratio_effective")
g_total_current_ratio_effective_index_n = g_header_row_normalized.index("total_current_ratio_effective")
g_effective_current_ratio_index_n = g_header_row_normalized.index("effective_current_ratio")
g_effective_current_ratio_normalized_index_n = g_header_row_normalized.index("effective_current_ratio_normalized")
g_annualized_total_assets_index_n = g_header_row_normalized.index("annualized_total_assets")
g_annualized_total_assets_bonus_index_n = g_header_row_normalized.index("annualized_total_assets_bonus")
g_quarterized_total_assets_index_n = g_header_row_normalized.index("quarterized_total_assets")
g_quarterized_total_assets_bonus_index_n = g_header_row_normalized.index("quarterized_total_assets_bonus")
g_effective_total_assets_index_n = g_header_row_normalized.index("effective_total_assets")
g_annualized_total_stockholder_equity_index_n = g_header_row_normalized.index("annualized_total_stockholder_equity")
g_annualized_total_stockholder_equity_bonus_index_n = g_header_row_normalized.index("annualized_total_stockholder_equity_bonus")
g_quarterized_total_stockholder_equity_index_n = g_header_row_normalized.index("quarterized_total_stockholder_equity")
g_quarterized_total_stockholder_equity_bonus_index_n = g_header_row_normalized.index("quarterized_total_stockholder_equity_bonus")
g_effective_total_stockholder_equity_index_n = g_header_row_normalized.index("effective_total_stockholder_equity")
g_calculated_roa_index_n = g_header_row_normalized.index("calculated_roa")
g_calculated_roa_normalized_index_n = g_header_row_normalized.index("calculated_roa_normalized")
g_calculated_roe_index_n = g_header_row_normalized.index("calculated_roe")
g_calculated_roe_normalized_index_n = g_header_row_normalized.index("calculated_roe_normalized")
g_annualized_working_capital_index_n = g_header_row_normalized.index("annualized_working_capital")
g_quarterized_working_capital_index_n = g_header_row_normalized.index("quarterized_working_capital")
g_effective_working_capital_index_n = g_header_row_normalized.index("effective_working_capital")
g_annualized_total_liabilities_index_n = g_header_row_normalized.index("annualized_total_liabilities")
g_annualized_total_liabilities_bonus_index_n = g_header_row_normalized.index("annualized_total_liabilities_bonus")
g_quarterized_total_liabilities_index_n = g_header_row_normalized.index("quarterized_total_liabilities")
g_quarterized_total_liabilities_bonus_index_n = g_header_row_normalized.index("quarterized_total_liabilities_bonus")
g_effective_total_liabilities_index_n = g_header_row_normalized.index("effective_total_liabilities")
g_altman_z_score_factor_index_n = g_header_row_normalized.index("altman_z_score_factor")
g_altman_z_score_factor_normalized_index_n = g_header_row_normalized.index("altman_z_score_factor_normalized")
g_skip_reason_index_n = g_header_row_normalized.index("skip_reason")
def check_quote_type(stock_data, research_mode):
if stock_data.quote_type == 'MUTUALFUND' and not research_mode: # Definition of a mutual fund 'quoteType' field in base.py, those are not interesting
print('Mutual Fund: Skip')
return False # Not interested in those and they lack all the below info[] properties so nothing to do with them anyways
if stock_data.quote_type == 'ETF' and not research_mode: # Definition of a mutual fund 'quoteType' field in base.py, those are not interesting
print('ETF: Skip')
return False # Not interested in those and they lack all the below info[] properties so nothing to do with them anyways
return True
def check_sector(stock_data, sectors_list):
# Fix stocks' Sectors to Correct Sector. yfinance sometimes has those mistaken
if stock_data.symbol in ['BRMG.TA', 'RLCO.TA', 'DELT.TA', 'TDRN.TA', 'ECP.TA' ]: stock_data.sector = 'Consumer Cyclical'
elif stock_data.symbol in ['EFNC.TA', 'GIBUI.TA', 'KMNK-M.TA' ]: stock_data.sector = 'Financial Services'
elif stock_data.symbol in ['DEDR-L.TA', 'GLEX-L', 'RPAC.TA', 'CDEV.TA', 'GNRS.TA' ]: stock_data.sector = 'Energy'
elif stock_data.symbol in ['GLRS.TA', 'WILC.TA', 'MEDN.TA' ]: stock_data.sector = 'Consumer Defensive'
elif stock_data.symbol in ['POLY.TA', 'WTS.TA', 'YBOX.TA', 'PLAZ-L.TA', 'TIGBUR.TA',
'ROTS.TA', 'AZRT.TA', 'SKBN.TA', 'DUNI.TA', 'DNYA.TA',
'HGG.TA', 'YAAC.TA', 'LZNR.TA', 'LSCO.TA', 'MGRT.TA',
'ALMA.TA', 'RTSN.TA', 'AVIV.TA', 'KRNV.TA', 'LAHAV.TA',
'NERZ.TA', 'SNEL.TA' ]: stock_data.sector = 'Real Estate'
elif stock_data.symbol in ['XTLB.TA', 'UNVO.TA', 'BONS.TA', 'CSURE.TA', 'GODM-M.TA',
'ILX.TA', 'LCTX.TA', 'ORMP.TA' ]: stock_data.sector = 'Healthcare'
elif stock_data.symbol in ['BIRM.TA' ]: stock_data.sector = 'Industrials'
elif stock_data.symbol in ['IGLD-M.TA' ]: stock_data.sector = 'Communication Services'
elif stock_data.symbol in ['UNCT-L.TA', 'ROBO.TA', 'SONO.TA', 'SMAG-L.TA', 'STG.TA',
'BIGT-L.TA', 'BIMT-L.TA', 'BVC.TA', 'ECPA.TA', 'ELLO.TA',
'FLYS.TA', 'FORTY.TA', 'GFC-L.TA', 'IARG-L.TA', 'IBITEC-F.TA',
'MBMX-M.TA', 'MITC.TA', 'SMAG-L.TA','ORBI.TA', 'ARYT.TA',
'ORTC.TA', 'PERI.TA', 'PAYT.TA', 'TUZA.TA', 'ENLT.TA',
'ESLT.TA', 'ORA.TA', 'ENRG.TA', 'RADA.TA', 'DORL.TA',
'AUGN.TA', 'FRSX.TA', 'SLGN.TA', 'AQUA.TA', 'PNRG.TA',
'BMLK.TA', 'MSKE.TA', 'HMGS.TA', 'HICN.TA', 'ARDM.TA',
'ENOG.TA', 'BLND.TA', 'ARTS.TA', 'BNRG.TA', 'MIFT.TA',
'SNFL.TA', 'KVSR.TA', 'SNEL.TA', 'SVRT.TA', 'GIX.TA',
'NXFR.TA', 'FEAT-L.TA' ]: stock_data.sector = 'Technology'
if len(sectors_list) and stock_data.sector not in sectors_list:
return False
return True
def check_country(stock_data, countries_list):
if len(countries_list) and stock_data.country not in countries_list:
return False
return True
def text_to_num(text):
d = {
'K': 1000,
'M': 1000000,
'B': 1000000000,
'T': 1000000000000
}
if not isinstance(text, str):
# Non-strings are bad are missing data in poster's submission
return 0
text = text.replace(' ','')
if text[-1] in d: # separate out the K, M, B or T
num, magnitude = text[:-1], text[-1]
return int(float(num) * d[magnitude])
else:
return float(text)
def weighted_average(values_list, weights):
if VERBOSE_LOGS > 2: print("[{} weighted_average]".format(__name__), end='')
return sum([float(values_list[i])*float(weights[i]) for i in range(len(values_list))])/float(sum(weights))
def set_skip_reason(stock_data):
stock_data.skip_reason = ''
if stock_data.trailing_12months_price_to_sales is None: stock_data.skip_reason += 'trailing_12months_price_to_sales is None|'
elif stock_data.trailing_12months_price_to_sales <= 0: stock_data.skip_reason += 'trailing_12months_price_to_sales <= 0 |'
if stock_data.effective_profit_margin is None: stock_data.skip_reason += 'effective_profit_margin is None|'
elif stock_data.effective_profit_margin <= 0: stock_data.skip_reason += 'effective_profit_margin <= 0 |'
if stock_data.eqg_factor_effective is None: stock_data.skip_reason += 'eqg_factor_effective is None|'
elif stock_data.eqg_factor_effective <= 0: stock_data.skip_reason += 'eqg_factor_effective <= 0 |'
if stock_data.rqg_factor_effective is None: stock_data.skip_reason += 'rqg_factor_effective is None|'
elif stock_data.rqg_factor_effective <= 0: stock_data.skip_reason += 'rqg_factor_effective <= 0 |'
if stock_data.pe_effective is None: stock_data.skip_reason += 'pe_effective is None|'
elif stock_data.pe_effective <= 0: stock_data.skip_reason += 'pe_effective <= 0 |'
if stock_data.effective_ev_to_ebitda is None: stock_data.skip_reason += 'effective_ev_to_ebitda is None|'
elif stock_data.effective_ev_to_ebitda <= 0: stock_data.skip_reason += 'effective_ev_to_ebitda <= 0 |'
if stock_data.ev_to_cfo_ratio_effective is None: stock_data.skip_reason += 'ev_to_cfo_ratio_effective is None|'
elif stock_data.ev_to_cfo_ratio_effective <= 0: stock_data.skip_reason += 'ev_to_cfo_ratio_effective <= 0 |'
if stock_data.effective_peg_ratio is None: stock_data.skip_reason += 'effective_peg_ratio is None|'
elif stock_data.effective_peg_ratio <= 0: stock_data.skip_reason += 'effective_peg_ratio <= 0 |'
if stock_data.price_to_book is None: stock_data.skip_reason += 'price_to_book is None|'
elif stock_data.price_to_book <= 0: stock_data.skip_reason += 'price_to_book <= 0 |'
if stock_data.debt_to_equity_effective_used is None: stock_data.skip_reason += 'debt_to_equity_effective_used is None|'
elif stock_data.debt_to_equity_effective_used <= 0: stock_data.skip_reason += 'debt_to_equity_effective_used <= 0 |'
if stock_data.total_current_ratio_effective is None: stock_data.skip_reason += 'total_current_ratio_effective is None|'
elif stock_data.total_current_ratio_effective <= 0: stock_data.skip_reason += 'total_current_ratio_effective <= 0 |'
if stock_data.evr_effective is None: stock_data.skip_reason += 'evr_effective is None|'
elif stock_data.evr_effective <= 0: stock_data.skip_reason += 'evr_effective <= 0 |'
if stock_data.calculated_roa is None: stock_data.skip_reason += 'calculated_roa is None|'
elif stock_data.calculated_roa <= 0: stock_data.skip_reason += 'calculated_roa <= 0 |'
if stock_data.calculated_roe is None: stock_data.skip_reason += 'calculated_roe is None|'
elif stock_data.calculated_roe <= 0: stock_data.skip_reason += 'calculated_roe <= 0 |'
if stock_data.altman_z_score_factor is None: stock_data.skip_reason += 'altman_z_score_factor is None|'
elif stock_data.altman_z_score_factor <= 0: stock_data.skip_reason += 'altman_z_score_factor <= 0 |'
if stock_data.held_percent_insiders is None: stock_data.skip_reason += 'held_percent_insiders is None|'
elif stock_data.held_percent_insiders <= 0: stock_data.skip_reason += 'held_percent_insiders <= 0 |'
def get_list_of_csv_row_indices_which_affect_core_equation():
return [g_eff_dist_from_low_factor_index, g_held_percent_insiders_index, g_evr_effective_index, g_pe_effective_index, g_effective_ev_to_ebitda_index, g_trailing_12months_price_to_sales_index, g_price_to_book_index, g_effective_profit_margin_index, g_effective_current_ratio_index, g_calculated_roa_index, g_calculated_roe_index, g_effective_peg_ratio_index, g_ev_to_cfo_ratio_effective_index, g_debt_to_equity_effective_used_index, g_eqg_factor_effective_index, g_rqg_factor_effective_index, g_altman_z_score_factor_index]
def sss_core_equation_value_set(stock_data):
if VERBOSE_LOGS > 2: print("[{} sss_core_equation_value_set]".format(__name__), end='')
if stock_data.shares_outstanding and stock_data.net_income_to_common_shareholders != None: stock_data.nitcsh_to_shares_outstanding = float(stock_data.net_income_to_common_shareholders) / float(stock_data.shares_outstanding)
if stock_data.employees and stock_data.net_income_to_common_shareholders != None: stock_data.nitcsh_to_num_employees = float(stock_data.net_income_to_common_shareholders) / float(stock_data.employees)
if sss_config.custom_sss_value_equation and stock_data.trailing_12months_price_to_sales != None and stock_data.trailing_12months_price_to_sales > 0 and stock_data.effective_profit_margin != None and stock_data.effective_profit_margin > 0 and stock_data.pe_effective != None and stock_data.pe_effective > 0 and stock_data.evr_effective != None and stock_data.evr_effective > 0.0:
stock_data.sss_value = float(float(stock_data.evr_effective) * stock_data.pe_effective * stock_data.trailing_12months_price_to_sales / stock_data.effective_profit_margin) # The lower the better
min_sss_value = round(10 ** (-NUM_ROUND_DECIMALS), NUM_ROUND_DECIMALS)
stock_data.sss_value = max(stock_data.sss_value, min_sss_value)
elif stock_data.trailing_12months_price_to_sales != None and stock_data.trailing_12months_price_to_sales > 0 and stock_data.effective_profit_margin != None and stock_data.effective_profit_margin > 0 and stock_data.eqg_factor_effective != None and stock_data.eqg_factor_effective > 0 and stock_data.rqg_factor_effective != None and stock_data.rqg_factor_effective > 0 and stock_data.pe_effective != None and stock_data.pe_effective > 0 and stock_data.effective_ev_to_ebitda != None and stock_data.effective_ev_to_ebitda > 0 and stock_data.ev_to_cfo_ratio_effective != None and stock_data.ev_to_cfo_ratio_effective > 0 and stock_data.effective_peg_ratio != None and stock_data.effective_peg_ratio > 0 and stock_data.price_to_book != None and stock_data.price_to_book > 0 and stock_data.debt_to_equity_effective_used != None and stock_data.debt_to_equity_effective_used > 0 and stock_data.effective_current_ratio != None and stock_data.effective_current_ratio > 0 and stock_data.evr_effective != None and stock_data.evr_effective > 0.0 and stock_data.calculated_roa != None and stock_data.calculated_roa > 0 and stock_data.calculated_roe != None and stock_data.calculated_roe > 0 and stock_data.altman_z_score_factor != None and stock_data.altman_z_score_factor > 0 and stock_data.held_percent_insiders != None and stock_data.held_percent_insiders > 0:
stock_data.sss_value = float((stock_data.eff_dist_from_low_factor/stock_data.held_percent_insiders) * ((float(stock_data.evr_effective) * stock_data.pe_effective * stock_data.effective_ev_to_ebitda * stock_data.trailing_12months_price_to_sales * stock_data.price_to_book) / (stock_data.effective_profit_margin * stock_data.effective_current_ratio * stock_data.calculated_roa * stock_data.calculated_roe)) * ((stock_data.effective_peg_ratio * stock_data.ev_to_cfo_ratio_effective * stock_data.debt_to_equity_effective_used) / (stock_data.eqg_factor_effective * stock_data.rqg_factor_effective * stock_data.altman_z_score_factor))) # The lower the better
min_sss_value = round(10**(-NUM_ROUND_DECIMALS), NUM_ROUND_DECIMALS)
stock_data.sss_value = max(stock_data.sss_value, min_sss_value)
# As of https://github.com/ranaroussi/yfinance/issues/903, peg ratio seems incorrect by yfinance - TODO: ASAFR: follow-up on that
# elif stock_data.trailing_12months_price_to_sales != None and stock_data.trailing_12months_price_to_sales > 0 and stock_data.effective_profit_margin != None and stock_data.effective_profit_margin > 0 and stock_data.eqg_factor_effective != None and stock_data.eqg_factor_effective > 0 and stock_data.rqg_factor_effective != None and stock_data.rqg_factor_effective > 0 and stock_data.pe_effective != None and stock_data.pe_effective > 0 and stock_data.effective_ev_to_ebitda != None and stock_data.effective_ev_to_ebitda > 0 and stock_data.ev_to_cfo_ratio_effective != None and stock_data.ev_to_cfo_ratio_effective > 0 and stock_data.price_to_book != None and stock_data.price_to_book > 0 and stock_data.debt_to_equity_effective_used != None and stock_data.debt_to_equity_effective_used > 0 and stock_data.effective_current_ratio != None and stock_data.effective_current_ratio > 0 and stock_data.evr_effective != None and stock_data.evr_effective > 0.0 and stock_data.calculated_roa != None and stock_data.calculated_roa > 0 and stock_data.calculated_roe != None and stock_data.calculated_roe > 0 and stock_data.altman_z_score_factor != None and stock_data.altman_z_score_factor > 0 and stock_data.held_percent_insiders != None and stock_data.held_percent_insiders > 0:
# stock_data.sss_value = float((stock_data.eff_dist_from_low_factor/stock_data.held_percent_insiders) * ((float(stock_data.evr_effective) * stock_data.pe_effective * stock_data.effective_ev_to_ebitda * stock_data.trailing_12months_price_to_sales * stock_data.price_to_book) / (stock_data.effective_profit_margin * stock_data.effective_current_ratio * stock_data.calculated_roa * stock_data.calculated_roe)) * (( stock_data.ev_to_cfo_ratio_effective * stock_data.debt_to_equity_effective_used) / (stock_data.eqg_factor_effective * stock_data.rqg_factor_effective * stock_data.altman_z_score_factor))) # The lower the better
# min_sss_value = round(10**(-NUM_ROUND_DECIMALS), NUM_ROUND_DECIMALS)
# stock_data.sss_value = max(stock_data.sss_value, min_sss_value)
else:
stock_data.sss_value = BAD_SSS
set_skip_reason(stock_data)
def get_used_parameters_names_in_core_equation(custom_sss_value_equation):
if custom_sss_value_equation:
numerator_parameters_list = ["evr_effective", "pe_effective", "trailing_12months_price_to_sales"] # The lower the better
denominator_parameters_list = ["effective_profit_margin", ] # The higher the better
else:
numerator_parameters_list = ["eff_dist_from_low_factor", "evr_effective", "pe_effective", "effective_ev_to_ebitda", "trailing_12months_price_to_sales", "price_to_book", "effective_peg_ratio", "ev_to_cfo_ratio_effective", "debt_to_equity_effective_used"] # The lower the better
denominator_parameters_list = ["effective_profit_margin", "effective_current_ratio", "calculated_roa", "calculated_roe", "eqg_factor_effective", "rqg_factor_effective", "altman_z_score_factor", "held_percent_insiders" ] # The higher the better
return [numerator_parameters_list, denominator_parameters_list]
# Rounding to non-None values + set None values to 0 for simplicity:
def round_and_avoid_none_values(stock_data):
if stock_data.sss_value != None: stock_data.sss_value = round(stock_data.sss_value, NUM_ROUND_DECIMALS)
if stock_data.annualized_revenue != None: stock_data.annualized_revenue = round(stock_data.annualized_revenue, NUM_ROUND_DECIMALS)
if stock_data.annualized_revenue_bonus != None: stock_data.annualized_revenue_bonus = round(stock_data.annualized_revenue_bonus, NUM_ROUND_DECIMALS)
if stock_data.annualized_earnings != None: stock_data.annualized_earnings = round(stock_data.annualized_earnings, NUM_ROUND_DECIMALS)
if stock_data.annualized_retained_earnings != None: stock_data.annualized_retained_earnings = round(stock_data.annualized_retained_earnings, NUM_ROUND_DECIMALS)
if stock_data.annualized_retained_earnings_bonus != None: stock_data.annualized_retained_earnings_bonus = round(stock_data.annualized_retained_earnings_bonus, NUM_ROUND_DECIMALS)
if stock_data.quarterized_revenue != None: stock_data.quarterized_revenue = round(stock_data.quarterized_revenue, NUM_ROUND_DECIMALS)
if stock_data.quarterized_revenue_bonus != None: stock_data.quarterized_revenue_bonus = round(stock_data.quarterized_revenue_bonus, NUM_ROUND_DECIMALS)
if stock_data.quarterized_earnings != None: stock_data.quarterized_earnings = round(stock_data.quarterized_earnings, NUM_ROUND_DECIMALS)
if stock_data.quarterized_earnings_bonus != None: stock_data.quarterized_earnings_bonus = round(stock_data.quarterized_earnings_bonus, NUM_ROUND_DECIMALS)
if stock_data.quarterized_retained_earnings != None: stock_data.quarterized_retained_earnings = round(stock_data.quarterized_retained_earnings, NUM_ROUND_DECIMALS)
if stock_data.quarterized_retained_earnings_bonus != None: stock_data.quarterized_retained_earnings_bonus = round(stock_data.quarterized_retained_earnings_bonus, NUM_ROUND_DECIMALS)
if stock_data.effective_earnings != None: stock_data.effective_earnings = round(stock_data.effective_earnings, NUM_ROUND_DECIMALS)
if stock_data.effective_retained_earnings != None: stock_data.effective_retained_earnings = round(stock_data.effective_retained_earnings, NUM_ROUND_DECIMALS)
if stock_data.effective_revenue != None: stock_data.effective_revenue = round(stock_data.effective_revenue, NUM_ROUND_DECIMALS)
if stock_data.annualized_total_revenue != None: stock_data.annualized_total_revenue = round(stock_data.annualized_total_revenue, NUM_ROUND_DECIMALS)
if stock_data.annualized_total_revenue_bonus != None: stock_data.annualized_total_revenue_bonus = round(stock_data.annualized_total_revenue_bonus, NUM_ROUND_DECIMALS)
if stock_data.annualized_net_income != None: stock_data.annualized_net_income = round(stock_data.annualized_net_income, NUM_ROUND_DECIMALS)
if stock_data.quarterized_total_revenue != None: stock_data.quarterized_total_revenue = round(stock_data.quarterized_total_revenue, NUM_ROUND_DECIMALS)
if stock_data.quarterized_total_revenue_bonus != None: stock_data.quarterized_total_revenue_bonus = round(stock_data.quarterized_total_revenue_bonus, NUM_ROUND_DECIMALS)
if stock_data.quarterized_net_income != None: stock_data.quarterized_net_income = round(stock_data.quarterized_net_income, NUM_ROUND_DECIMALS)
if stock_data.quarterized_net_income_bonus != None: stock_data.quarterized_net_income_bonus = round(stock_data.quarterized_net_income_bonus, NUM_ROUND_DECIMALS)
if stock_data.effective_net_income != None: stock_data.effective_net_income = round(stock_data.effective_net_income, NUM_ROUND_DECIMALS)
if stock_data.effective_total_revenue != None: stock_data.effective_total_revenue = round(stock_data.effective_total_revenue, NUM_ROUND_DECIMALS)
if stock_data.enterprise_value_to_revenue != None: stock_data.enterprise_value_to_revenue = round(stock_data.enterprise_value_to_revenue, NUM_ROUND_DECIMALS)
if stock_data.evr_effective != None: stock_data.evr_effective = round(stock_data.evr_effective, NUM_ROUND_DECIMALS)
if stock_data.trailing_price_to_earnings != None: stock_data.trailing_price_to_earnings = round(stock_data.trailing_price_to_earnings, NUM_ROUND_DECIMALS)
if stock_data.forward_price_to_earnings != None: stock_data.forward_price_to_earnings = round(stock_data.forward_price_to_earnings, NUM_ROUND_DECIMALS)
if stock_data.effective_price_to_earnings != None: stock_data.effective_price_to_earnings = round(stock_data.effective_price_to_earnings, NUM_ROUND_DECIMALS)
if stock_data.trailing_12months_price_to_sales != None: stock_data.trailing_12months_price_to_sales = round(stock_data.trailing_12months_price_to_sales, NUM_ROUND_DECIMALS)
if stock_data.pe_effective != None: stock_data.pe_effective = round(stock_data.pe_effective, NUM_ROUND_DECIMALS)
if stock_data.enterprise_value_to_ebitda != None: stock_data.enterprise_value_to_ebitda = round(stock_data.enterprise_value_to_ebitda, NUM_ROUND_DECIMALS)
if stock_data.effective_ev_to_ebitda != None: stock_data.effective_ev_to_ebitda = round(stock_data.effective_ev_to_ebitda, NUM_ROUND_DECIMALS)
if stock_data.ebitda != None: stock_data.ebitda = round(stock_data.ebitda, NUM_ROUND_DECIMALS)
if stock_data.quarterized_ebitd != None: stock_data.quarterized_ebitd = round(stock_data.quarterized_ebitd, NUM_ROUND_DECIMALS)
if stock_data.annualized_ebitd != None: stock_data.annualized_ebitd = round(stock_data.annualized_ebitd, NUM_ROUND_DECIMALS)
if stock_data.ebitd != None: stock_data.ebitd = round(stock_data.ebitd, NUM_ROUND_DECIMALS)
if stock_data.profit_margin != None: stock_data.profit_margin = round(stock_data.profit_margin, NUM_ROUND_DECIMALS)
if stock_data.annualized_profit_margin != None: stock_data.annualized_profit_margin = round(stock_data.annualized_profit_margin, NUM_ROUND_DECIMALS)