General notes
  • Statistics on this site are calculated either using python scripts I wrote or in some cases manually. To ensure the highest accuracy possible, I regularly sample test manual calculations to check for errors. Still, there may be errors in the data so if something looks off, feel free to reach out to me to verify.
  • Some stocks tracked on this website are thinly traded. As a result, metrics for these can be skewed. For example, sparse trading activity results in fewer price changes which reduces volatility and beta although the risk is not really lower. Because of this, I have included the average trading volume for each stock in the Risk & Return section.
  • Fundamental ratios use trailing-twelve-month data.
    • risk and return
  • Beta: Measures the systematic risk a stock has relative to the market. For example, a Beta of 2 would indicate that a stock has twice the systematic risk of the market. On a day where the market goes up 1%, a stock with a beta of 2 would be expected to rise by 2%, all else equal. Systematic risk is the risk that is not unique to a specific company. For beta calculations, I use the CRSP US Total Market Index as the market index.
  • Volatility: Measures the amount of variation in the share price of a stock. I calculate volatility based on one year of daily share price returns.
  • 1-Year Return: This is simply the change in the share price over one full year of trading.
  • Average Trading Volume: This is the average number of shares traded over the past 20 days of market activity.
    • Fundamental Ratios
  • P/B: Price to Book Ratio. The formula is price per share divided by book value per share. Book value refers to the Shareholders' Equity listed on the company's balance sheet, which is the company's assets minus liabilities.
  • P/E: Price to Earnings Ratio. The formula is price per share divided by earnings per share.
  • P/Rev: Price to Revenue Ratio. The formula is price per share divided by revenue per share.
  • P/CF: Price to Cash Flow Ratio. The formula is price per share divided by cash flow from operations per share.
    • Momentum
  • RSI: Relative Strength Index. RSI uses the magnitude of gains relative to losses over the last 14 trading days to measure the current momentum of a stock. A value over 70 is interpreted to mean the stock is overbought and a value under 30 means it is oversold.
  • MACD: Moving Average Convergence/Divergence. MACD measures a stock's momentum by comparing the 12-day exponential moving average to the 26-day exponential moving average of the closing price. MACD has 3 values to pay attention to:
    • MACD Line: The difference between the 12-day EMA and the 26-day EMA. A positive MACD Line value signals a positive trend in price as the more recent average is above the longer-term average.
    • MACD Average: The 9-day exponential moving average of the MACD Line.
    • MACD Difference: The difference between the current MACD Line and the MACD Average. This is a second-order momentum indicator that shows where the MACD Line is trending.