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2014-08-08 AM
Tick | price | pctChge | avgVol | Vol_Ratio | sector | marketCp | float | STScore | LTScore | ShtRatio | ShtScor | _PE_ | _PEG_ | _FA_ | institution | insider | MFI | Range | index |
BECN | 28.35 | 1.21% | 450400 | 1.13 | Industrial Goods | 1398 | 48.97 | 0.33 | 4.68 | 15.20 | -5.02 | 14.84 | 0.39 | 7.98 | 116.40% | 0.98% | 4.48 | 12.29% | IWM |
BID | 40.40 | -0.49% | 1035300 | 0.94 | Services | 2785 | 56.54 | 1.07 | 3.70 | 7.60 | 3.01 | 14.43 | 0.66 | 5.37 | 96.50% | 6.01% | -1.54 | 10.43% | IWM,MDY |
TTI | 10.92 | 0.09% | 418172 | 1.01 | Basic Materials | 862 | 75.54 | 2.01 | 3.56 | 9.50 | 4.37 | 10.81 | 0.20 | 8.28 | 96.80% | 3.24% | -0.03 | 8.85% | IWM |
ESNT | 18.15 | 2.48% | 337564 | 0.91 | Financial | 1570 | 62.75 | -0.77 | 3.42 | 5.00 | -1.29 | 13.06 | 0.24 | 8.13 | 60.76% | 0.00% | 1.71 | 12.02% | |
DRH | 12.45 | 0.65% | 1352440 | 0.87 | Financial | 2436 | 193.48 | 2.86 | 2.74 | 3.50 | 0.77 | 12.45 | 0.76 | 3.93 | 104.60% | 1.41% | 0.25 | 7.03% | IWM |
PDCE | 56.87 | -0.59% | 862603 | 0.95 | Basic Materials | 1995 | 34.44 | 0.52 | 2.69 | 5.10 | -3.66 | 20.53 | 0.20 | 8.01 | 103.80% | 12.14% | -1.91 | 13.71% | IWM |
PBR | 16.59 | 3.17% | 19680400 | 1.35 | | 108200 | 3522.86 | -0.27 | 2.12 | 1.70 | -0.50 | 6.88 | 0.36 | 8.47 | 12.99% | 0.00% | 0.00 | 11.71% | week |
SIRO | 79.02 | 0.10% | 423337 | 0.67 | Healthcare | 4555 | 57.30 | 3.08 | 2.04 | 8.10 | 4.32 | 19.27 | 1.60 | 0.44 | 99.90% | 0.17% | 1.56 | 6.31% | MDY |
ERF | 22.31 | 1.46% | 589609 | 0.72 | Basic Materials | 4555 | 203.78 | -0.74 | 2.02 | 7.70 | -0.93 | 15.94 | 0.54 | 7.15 | 27.89% | 0.00% | 0.00 | 10.40% | |
HMSY | 18.83 | -0.26% | 902305 | 1.09 | Services | 1651 | 86.38 | 1.55 | 1.91 | 11.50 | 7.18 | 21.64 | 0.35 | 7.86 | 108.40% | 1.49% | -7.53 | 15.24% | IWM,MDY |
MGA | 107.10 | -0.95% | 437958 | 0.85 | Services | 23331 | 205.43 | 0.61 | 1.58 | 1.50 | -1.60 | 11.17 | 0.73 | 4.44 | 62.38% | 4.90% | 0.00 | 8.46% | |
TGP | 41.56 | -0.93% | 189617 | 3.60 | Services | 3084 | 48.87 | -0.54 | 1.03 | 22.50 | 3.49 | 18.23 | -3.38 | 0.28 | 42.38% | 0.00% | 0.13 | 5.30% | mlp |
DE | 85.41 | 0.14% | 2748770 | 1.14 | Industrial Goods | 31071 | 333.33 | -0.53 | 0.70 | 6.90 | 0.45 | 11.19 | -1.17 | 1.00 | 62.32% | 7.18% | -0.37 | 4.19% | SPY,week |
EBIX | 13.34 | 7.15% | 575558 | 1.06 | Technology | 512 | 34.16 | -0.41 | 0.64 | 40.10 | -5.46 | 7.94 | 1.25 | 2.31 | 69.67% | 27.15% | 1.11 | 18.90% | IWM |
MHR | 6.01 | -0.83% | 3720700 | 0.69 | Basic Materials | 1060 | 150.29 | -0.04 | 0.25 | 7.10 | -6.38 | -9.69 | -6.11 | -7.94 | 62.89% | 4.95% | 20.29 | 19.71% | IWM |
BAM | 44.51 | 0.95% | 592263 | 0.75 | Financial | 27413 | 559.55 | 1.16 | -0.29 | 5.50 | -2.55 | 27.48 | -3.98 | -0.19 | 54.42% | 0.00% | 0.00 | 6.33% | |
PGNX | 4.79 | -0.42% | 1395550 | 0.98 | Healthcare | 333 | 54.47 | 1.29 | -0.38 | 9.00 | -1.96 | -9.58 | 0.06 | -9.60 | 74.86% | 3.84% | 6.16 | 22.70% | IWM |
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系统不断改进中,从7-28到8-8的回测分析: 1859 个记录, Lscore 中位值 1.2, 平均值1.32, 标准偏差1.67, 但Lscore-1.2的绝对值大于2.6后, ER后一天的价格变化和 Lscore 正相关;
从8-4 到8-8的的数据分析是 946 个记录, 中位值1.22, 标准偏差1.7, 全部数据取样正相关,系统进步可观。