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EPS Growth and Net Debt to Equity screening questi
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EPS Growth and Net Debt to Equity screening questi 10 months, 2 weeks ago #2593

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Hello,
Please can you help with the following screen:
1. Equities = ASX stocks (Australia)
2. EPS Growth > 20 (EPSG = (EPS/EPS Last Year)-1)
3. Net Debt to Equity < -10 (Net DE = (Total Debt - Cash) / Book Value of Equity (incl. goodwill and intangibles))
4.AvgVolume > 200000
Can this be backtested ? Meaning, can I choose to run this screen on 30 Dec 2017 and see % changes of price on 30 Dec 2018?

Thank you for your help!
Faux

Re: EPS Growth and Net Debt to Equity screening questi 10 months, 2 weeks ago #2594

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We do not offer backtesting, but you can definitely implement your screen in Screener.co by doing the following (note that Australian companies report interim results semi-annually rather than quarterly as that affects the formulas):

Add Condition->Descriptive->Exchange Country = "AUS"

Free Form Condition:

( ( Diluted EPS(I) + Diluted EPS(I-1) ) / ( Diluted EPS(I-2) + Diluted EPS(I-3) ) ) - 1 > 0.20

Free Form Condition:

( Total Debt(I) - Cash and Equivalents(I) ) / Total Stockholder Equity(I) < -0.10

Free Form Condition:

Volume-avg. trading volume for the last 3 months / 30.33 > 200000

Note that the average volume is calculated as a 30.33 day average, so you need to divide by 30.33 to get the daily average.

Please let me know if there is any other way I can be helpful.

Thanks,
Lenny Grover
Founder/CEO
FinToolbox/Screener.co
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Re: EPS Growth and Net Debt to Equity screening questi 10 months, 2 weeks ago #2595

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How can I add a Market Cap > 200 mill in the scan criteria, please?
Faux

Re: EPS Growth and Net Debt to Equity screening questi 10 months, 2 weeks ago #2596

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Thank you for your help, figured that out!
Faux

Re: EPS Growth and Net Debt to Equity screening questi 10 months, 2 weeks ago #2597

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Hello,
so if I understand correctly, for ASX stocks, I is 6months period, I-1 is 6months before that and so on....
How come in the stock data, the last period date is 06/2019 and not 12/2019, the most recent 6 months?
That means that my scan will be using 6 month old data and not the most recent one (Dec 2019)?

Also, if I use "Price 52 week price % change" which % change will be shown, the one from Jan 2019 to Jan 2020?
If so, how can I see price%change from last year, Jan 2018 to Jan2019?
Thanks for your help!
Faux

Re: EPS Growth and Net Debt to Equity screening questi 10 months, 2 weeks ago #2598

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If the most recent interim filing date is 6/2019, that means either the company has not yet filed its report for the 12/2019 period or that filing has not yet been processed by Reuters. We are still early in the earnings season for full year 2019, so it is likely that most companies have not yet filed.

Price-52 week price percent change should reflect the change through the most recent closing date. We do not have pricing variables going back further than one year, but offer several variables with shorter time periods (so you can compare 1 day, 5 day, 4 week, 13 week, 26 week, year to date, quarter to date, week to date, and month to date price changes).
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