R in Finance Conference - Chicago May 2016...
9
R in Finance Conference - Chicago May 2016 Measuring Income Statement Sharpe Ratios using R Mark J. Bennett [email protected]
Transcript of R in Finance Conference - Chicago May 2016...
R in Finance Conference - ChicagoMay 2016
Measuring Income Statement Sharpe Ratios using RMark J. Bennett
The American football Passing Effiency Ratio provides ananalytical measurement of the success of the quarterback
PssrRtgNCAA =
(8.4× Yds) + (330× TDs) + (100× Compl)− (200× Intcps)
Atmps
I While Aaron Rogers was a quarterback in college, playing forthe University of California at Berkeley (”Cal”), he played twoseasons
I 5,469 total passing yardsI 424 completionsI 665 attemptsI only 13 interceptionsI a hefty 43 touchdown passes
I This yielded, according to our formula above, to a Cal recordcareer passer rating of 150.2 and high QB NFL draft pick
What is one of the most important Financial Ratios?
I ”Sure returns areimportant”
I ”But what aboutvolatility?”
I ”Consistency is the key insports...”
I ”... and finance”
The Sharpe Ratio (SR) is well known analytical metric tocompare securities. It rewards good Financial Returns andit penalizes Irratic Behavior of those returns.
rS =E {RP} − µf
σP
Income statement figures for thousands of stock tickerscan be read via R program using quantmod package
1.0 1.5 2.0 2.5 3.0 3.5 4.0
0.5
1.0
1.5
2.0
2.5
3.0
Net Income Growth
Years
Gro
ss R
etu
rn
PCAR
PCCC
PCHPCLN
PCMI
PDCO
1.0 1.5 2.0 2.5 3.0 3.5 4.0
0.5
1.0
1.5
2.0
2.5
3.0
Total Revenue Growth
Years
Gro
ss R
etu
rn
PCARPCCCPCH
PCLN
PCMI
PCTIPCYG
PDCE
PDCO
1.0 1.5 2.0 2.5 3.0 3.5 4.0
0.5
1.0
1.5
2.0
2.5
3.0
Gross Profit Growth
Years
Gro
ss R
etu
rn
PCARPCCC
PCH
PCLN
PCMI
PCTI
PCYG
PDCE
PDCO
1.0 1.5 2.0 2.5 3.0 3.5 4.0
0.5
1.0
1.5
2.0
2.5
3.0
Diluted Norm EPS Growth
Years
Gro
ss R
etu
rn
PCAR
PCCC
PCH
PCLN
PCMI
PCTI
PDCO
The Income Statement Sharpe Ratio (ISSR) can becomputed like Sharpe Ratio of log returns of price history
0 500 1000 1500
−50
050
100
150
200
Net Income Gth SR
Index
SR
vec
AANAAPABBABCABMACCACCOACNACWADCADMADSAEOAERAGCOAGMAGNAGUAGXAIAIRAITAJG
AKSALBALGALJALKALVALX
AME
AMPAMRCAMTAMTD
AN
ANFANHANNANRANWAOLAOS
APD
AREARG
ARSDARWASGNASHASRASXAT
ATRATUATWAVBAVDAVT
AVY
AWIAXEAXLAXLLAXP
AXR
AYIAZN
AZO
AZZB
BABAHBALTBAMBAXBBLBCBCEBCRBDCBDXBG
BGSBHBHEBHIBHPBIDBIGBIO
BKEBLK
BLLBLTBMIBMRBMSBMYBORNBPBPIBPLBRBRFSBRK.ABRS
BT
BUDBWCBWSBXCBXPBYDBYICABCACICAECAGCAH
CAJ
CALXCAMCATCATOCBDCBGCBICBLCBMCBSCBTCBZCCC
CCE
CCICCJCCKCCL
CCU
CDICECEACEBCECCELCEOCFCFICFNCGACGICHA
CHD
CHECHHCHL
CHSCHSP
CHT
CIENCIGCIMCIR
CLCLB
CLCCLD
CLNYCLS
CLXCMGCMICMNCMOCMP
CMRECNICNKCNQ
CNSCNWCNXCOCOGCOH
COL
COOCOP
COV
CPCPACPBCPSCPTCRCRD.ACRICRLCRM
CRRCRSCSHCSLCSSCSV
CSX
CTB
CTC
CUBCUKCVCCVDCVECVGCVICVO
CVSCVXCWCX
CXOCXWCYDCYH
CYT
DALDANDARDCIDCM
DDDDSDEDEGDEIDELDEODFT
DGDGXDHI
DHR
DHXDIN
DIS
DK
DKS
DLBDLR
DLX
DNBDNPDNR
DO
DOVDOWDPM
DPSDPZ
DRCDRIDRQ
DSTDSWDV
DVA
DW
DXDYE
EATEBFEBSECECLEDUEFC
EFXEGP
EL
ELSEMCEMEEMNEMRENBENIENLENRENSENVENZEOG
EPD
EPRERJESCESLESSETBETHETMETPEVEVREWEXLEXPEXPREXRF
FCFDO
FDS
FDXFICOFIIFISFLFLOFLR
FLS
FLT
FMCFMS
FRMFRO
FRT
FTFTIFTKFULFUNFURFXCMGGBLGCAGCAPGCIGCOGDP
GEGEFGEOGESGGBGGGGHCGHL
GIBGILGIMGISGLFGLPGLTGLWGM
GMK
GMT
GNRCGOF
GOV
GPC
GPIGPKGPNGPSGPXGRAGRTGSGSHGSKGTYGWR
GWW
HHAEHALHARHBIHCP
HD
HE
HEI
HEPHES
HF
HFCHGGHGRHIHIWHLFHLSHMCHMEHNIHNT
HOGHONHOTHPHPTHPYHRBHRC
HRL
HRS
HSYHTGC
HUB.A
HUNHVT
HXL
HXMIBAIBMICBIDTIEXIFFIGTIHSILIM
IMAXIMN
INFYINGRINT
INXNIPIPIIRIRM
IT
ITWIVZIXJAHJBLJBTJCIJEC
JNJ
JOYJRNJW.A
JWN
KKAI
KAMN
KAR
KEX
KFYKGCKKDKMB
KMP
KMT
KMX
KNDKNLKNMKNXKO
KOFKRKS
KSSKSUKWRKYO
LAD
LAZLB
LDL
LEALEGLENLH
LHOLIILL
LLL
LLYLNN
LOLOW
LRNLRYLTMLUKLUVLUXLVSLXKLXULYB
LYVLZB
M
MAAMACMAINMANMBTMCCMCDMCK
MCO
MCS
MD
MDPMDTMEDMEI
MFA
MGMGA
MHK
MHRMICMIL
MJN
MKC
MLIMLMMLR
MMC
MMM
MMPMMSMNRMO
MOG.AMOH
MON
MOS
MPXMR
MRFMRKMROMS
MSCIMSM
MTD
MTNMTRN
MTX
MTZMWEMWVMXLMXTNNATNCTNEU
NGLSNGSNIENJ
NKE
NLSNLSNNMMNMRNNINNNNOAH
NOC
NOVNPNPDNPKNPONPTN
NRNRP
NRT
NSCNSP
NSR
NTGNTLNTT
NTZNUE
NVO
NVR
NVS
OOASODC
OII
OISOLNOLP
OMC
OMEOMIONEOPKORANORB
ORCL
OSKOXMOXY
PAAPACPAGPBHPBIPBR
PCP
PDS
PEB
PEP
PFE
PG
PGIPHPHIPHX
PII
PIKEPIRPKGPKIPKOPKXPLLPLOW
PLT
PM
PMCPMTPOLPOTPPGPPOPPS
PSA
PSBPSOPTPTR
PULSPVHPWR
PX
PZERRAI
RASRAXRBA
RBCRCL
RDY
REGRESRGCRGR
RHIRHTRIORJFRKT
RL
RMD
ROG
ROK
ROL
ROP
RPMRRCRRTSRS
RSG
RSORST
RTN
RUKRWTRYNSAHSAMSAPSARSB
SBH
SCCO
SCISCLSCSSDRLSESEMSEMGSEPSFSFLSFUN
SGUSHWSIGSJMSKMSKTSLBSLGSLWSMGSMP
SNA
SNHSNISNNSNPSNXSNYSONSPASPGSPHSPWSQMSRTSSDSSI
SSL
SSLTSSSSTSTESTJSTNSTO
STONSTV
STWD
STZSUSUISUNESUP
SWFTSWISWKSWMSWSSWYSXISXLSXTSYKSYT
SYY
TTATALTAPTAROTBI
TCAPTCKTDCTDGTDWTDYTEFTEITELTENTEOTERTEVATEXTGTGHTGITGPTGS
THOTHS
TIFTISITJXTKCTKR
TLKTLP
TMTMHTMOTNCTNHTOLTOTTPX
TR
TRCTRGPTRNTRPTRWTSTSMTSNTSOTSSTSU
TTC
TTM
TU
TUPTVTW
TWCTWOTWXTXTXTTYTYG
UA
UBAUBPUFIUFS
UGP
UHTUIS
UL
UMC
UN
UNF
UNP
UNSUNTUPSURIUSNAUSPHUTI
UTX
UVVVALE
VAR
VCOVFCVGVGRVIVVLOVMIVMWVPGVRSVSHVSIVTRVVIVZWABWAG
WAT
WBCWCCWCNWDRWESWGOWHR
WHXWIT
WLKWLLWM
WMT
WNCWNRWNS
WORWPZWRE
WSM
WSO
WSTWTSWTWWUWWW
WXWY
WYNXECXINXNYXOM
XOXOXRS
XRX
YOKUYPFYUMYZCZEP
ZMH
ZNHAAONAAPLAAWWABAXABCDABCOABTLACASACATACETACIWACORACPWADATADBEADEP
ADI
ADP
ADSKADTNADVSAEISAFAMAFFXAFOPAGENAHGPAIMCAIRMAIRTAKAMAKRXALCOALGNALGTALOGALOTALTRAMATAMCCAMCN
AMGN
AMKRAMOTAMOVAMSGAMSWAANDEANIKANSS
APAGF
APEI
APOL
APPY
APSA
ARAYARCCAREXARIIARKRARLPARMHARNAARTWASEIASFIASMIASML
ASNA
ASTC
ASTE
ASTMATAIATECATNI
ATRC
ATRIATROATRS
ATVIAVAVAVGOAVIDAVNWAWREBAXS
BBBYBBGIBBRG
BCPC
BCRXBDMSBEAVBECNBELFABELFBBGFVBGMDBIDUBIIBBIOLBJRIBKCCBLDPBLINBLKBBMRNBNSOBOOMBPHXBRCDBRCMBREWBRKR
BRLI
BSDMBSETBVSNBWEN
BWLDCACAASCAKE
CALDCALICALMCASM
CASS
CASYCATMCBMXCBPO
CBRL
CBRXCCMPCDNSCDTICDXSCDZICECECERNCERSCETVCGNX
CHDNCHKP
CHRWCHYCHYRCIDM
CIMTCLCT
CLDX
CLFDCLNECLNTCLRO
CMCSACMTLCNMDCNQRCNSLCNTYCOHRCOKECOLMCORE
COSI
COSTCPGICPLA
CPRTCPSI
CRAYCRDSCREGCRMTCRNTCRRCCRUSCRVLCRWN
CRWS
CRZOCSCOCSGPCSGS
CSII
CSPI
CTAS
CTCMCTCTCTGCTIBCTRP
CTSH
CTXSCUTRCVLTCWSTCWTRCXDCCYTXDAKTDAVEDENNDESTDGIIDGLYDHRMDIODDISCADISCBDISCKDISHDJCODLIADLTRDMLPDORMDOVRDOX
DRAMDSCIDSGXDSWL
DTLKDTV
DXCMDYAXEBAYEBIX
ECHOECOLECPGEDAPEDGWEDSEDUCEEFTEFIIEFUTEGHT
EGOV
ELGXELON
ELRCELSEEMLENSGENTGERICERIIESLTESSX
EXACEXLPEXLSEXPDEXPE
EXPO
EXXIEZCH
FALC
FARO
FAST
FCFS
FEICFEIMFELE
FFIV
FHCOFINLFISVFIZZ
FLEXFLIRFLMLFLWSFLXSFNGNFONRFORDFORMFORRFORTY
FOSL
FOXFOXAFREDFSCFSTRFTNTFTRFWLT
FWRD
GAIAGAMEGASS
GBDC
GENCGEOSGIGM
GIIIGILDGIVNGKGLDCGLPWGMCRGNCMAGNTXGOLD
GOOG
GPICGPORGPRCGRMN
GSOL
GT
GTIM
GTLSGUIDGURE
HAINHASHAYNHCKTHCOMHCSGHEESHELEHGSHHIBBHIHOHIMXHITT
HMSYHNHHNRGHNSNHOFTHOLIHOTRHRZN
HSIC
HSNI
HSTM
HTCHHTHTHTLDHTWRHUBGHURCHURNHWCCHWKNIACIIBKRICAD
ICFI
ICLRICUIIDSY
IDXX
IGTEIIJIIILG
IIVI
IKAN
IKNX
ILMNIMKTAINFAINPHINTCINTL
INTU
INTXINVE
IOSPIPARIPCMIPGPIPHSIPXLIRBTIRDMIRWDISCAISISISNSISRGISSCITRNIVACIVANIXYSJACK
JBHT
JBLUJBSSJCOMJCTCF
JJSF
JKHY
JOBSJOUTJSTKALUKBALBKELYAKELYBKEQUKGJIKLACKLICKOOLKTCCKTOSKVHILABLLAMRLANCLAWSLCUTLECOLFUSLIMELINTALINTBLIOXLIVELIWA
LKQ
LLEXLLNWLLTC
LMAT
LMNRLMNXLNCELNDCLOCMLOOK
LOPE
LPLALPNT
LQDTLRADLRCX
LSTR
LTRXLULULWAY
MANH
MARMASIMAT
MATWMAYSMBISMCHPMCRIMCRLMDCAMDLZMDSOMELIMENTMERUMGAM
MGIC
MGLN
MGRC
MHGC
MIDD
MINDMINIMITKMITLMKSIMKTXMLAB
MLNKMMSIMNDLMNDOMNGAMNROMNSTMNTXMOBIMOCOMORNMPELMPWRMRLN
MRTN
MRVLMSFTMSGMSTRMTSCMTSL
MWIV
MXIMMYGNMYLMYRGNAIINATHNATINATRNAUHNBSNCMI
NDAQNDSNNEOG
NEONNFLXNICENILENINENKTRNLSTNMRXNNBRNPSP
NSIT
NSPH
NSSCNSYSNTAPNTCT
NTES
NTIC
NTRS
NURO
NUTR
NVAX
NVDANVEC
NVMINVTLNXTMNYMTNYMXNYNYOBCIODFL
OFLX
OLEDOMABOMCL
OMEXONEQOPEN
ORLY
OSISOSNOSUROTEXOTIVOUTR
OVRL
OVTIOXBT
PACB
PACRPAMTPATKPATR
PAYX
PCARPCCC
PCH
PCLN
PCMIPCYO
PDCO
PDFSPDIIPEGAPERIPETMPETSPFINPFSWPHIIPHIIKPICOPKOHPLABPLCEPLKI
PLPCPLUGPLUSPLXSPMDPNNTPNRAPNRG
PODD
POOL
PPHM
PRAAPRFTPRGSPRIM
PRMWPRSCPRTS
PRXLPSECPSMT
PSUNPTENPTNRPWRDPWXPXLW
PZZA
QADAQADBQBAK
QCOMQQQQSII
QTWWQUIK
RAND
RAVNRCIIRCKYRCMTRDARDNTRDWRRECNREDFREFRRELVREMYRENTRFIL
RGDX
RGLDRIBTRITTRMCFRMTIRNETROLLROSEROST
RRGBRRSTRSTIRUSHARUSHBRYAAYSAASSAIASANMSAPESATSSBGISBUXSCHLSCLNSCOKSCSCSCSSSCVLSEIC
SENEASENEBSGCSGENSGMASGOCSGRPSHENSHLDSHLMSHLOSHOOSHORSHPG
SIAL
SILC
SIRO
SKBISLABSLGNSLMSLMAPSLP
SLRCSLTCSMCISMRT
SMSISNAKSNCRSNDK
SNHY
SNMX
SNPSSODASONCSONS
SORL
SPSPANSPCHASPCHB
SPILSPNSSPSCSPTNSPU
SRCL
SSNCSTLDSTMPSTRASTRNSTRT
STRZA
STXSTXSSURGSUTRSWKSSWSHSYKESYMCSYNASYNLSYNT
TAIT
TAXITAYDTBOWTCRDTCXTEAR
TECD
TECH
TESOTESSTFMTGATHOR
THRM
THTITILETINYTITN
TLF
TMNG
TRMB
TRNS
TRNXTRS
TSCO
TSLATST
TTEC
TWERTWINTWMCTXN
TXRH
TYPEUACL
UCTTUEICUEPSUFPIUFPTUG
UHALULTAULTI
UNFI
UNISUNTKUNXLUPIURBNUSEGUSLMUSMO
USTR
UTHRUTMDVALU
VASC
VDSIVIAVIAB
VIRC
VIVOVLGEAVLTCVODVPRTVRAVRMLVRNT
VRSK
VRSN
VRTU
VSCI
VSECVTNRVTSSWAVXWDC
WDFC
WENWERNWEYSWFMWILCWINAWIREWLBWMARWOOFWPCSWRES
WRLD
WSCIWSTGWVVI
WWD
WWWWWYNNXLNXXRAYYHOOYONGYRCWZAGGZBRAZIXI
ZUMZ
0 500 1000 1500
050
100
150
200
Total Revenue Gth SR
Index
SR
vec
AANAAP
ABB
ABC
ABM
ACCACCO
ACN
ACW
ADC
ADM
ADS
AEO
AER
AGCO
AGM
AGNAGU
AGXAI
AIR
AIT
AJGAKSALBALGALJ
ALKALV
ALX
AME
AMP
AMRC
AMT
AMTD
AN
ANF
ANH
ANN
ANRANW
AOL
AOS
APDARE
ARGARSDARW
ASGN
ASH
ASR
ASX
AT
ATRATU
ATWAVBAVD
AVT
AVY
AWI
AXE
AXL
AXLL
AXP
AXR
AYI
AZN
AZO
AZZB
BABAH
BALT
BAM
BAXBBL
BC
BCE
BCR
BDC
BDX
BG
BGS
BH
BHE
BHI
BHP
BID
BIG
BIO
BKEBLK
BLL
BLTBMIBMRBMSBMY
BORN
BP
BPIBPL
BR
BRFSBRK.A
BRS
BT
BUD
BWC
BWS
BXC
BXP
BYD
BYI
CAB
CACICAECAG
CAH
CAJ
CALX
CAM
CAT
CATO
CBD
CBG
CBI
CBLCBM
CBS
CBT
CBZCCC
CCE
CCI
CCJ
CCKCCL
CCU
CDI
CECEA
CEB
CEC
CEL
CEOCFCFICFN
CGACGICHA
CHDCHE
CHH
CHLCHSCHSP
CHT
CIEN
CIGCIM
CIR
CL
CLB
CLC
CLD
CLNY
CLS
CLX
CMG
CMI
CMN
CMOCMP
CMRE
CNI
CNK
CNQ
CNSCNW
CNXCOCOGCOHCOL
COO
COV
CP
CPACPB
CPS
CPTCR
CRD.A
CRI
CRL
CRM
CRR
CRSCSH
CSLCSS
CSV
CSX
CTB
CTC
CUB
CUK
CVCCVDCVE
CVGCVI
CVOCVS
CVX
CW
CX
CXO
CXW
CYDCYH
CYT
DALDAN
DAR
DCI
DCMDD
DDS
DEDEG
DEI
DELDEO
DFT
DG
DGX
DHI
DHR
DHX
DIN
DIS
DK
DKS
DLBDLR
DLX
DNB
DNP
DNRDO
DOV
DOW
DPM
DPS
DPZ
DRCDRI
DRQ
DST
DSW
DV
DVADW
DXDYE
EAT
EBF
EBS
EC
ECL
EDU
EFC
EFX
EGP
EL
ELS
EMC
EMEEMN
EMR
ENBENIENL
ENR
ENSENVENZ
EOG
EPD
EPR
ERJ
ESC
ESL
ESS
ETB
ETH
ETM
ETP
EV
EVR
EW
EXLEXP
EXPR
EXR
F
FC
FDO
FDS
FDX
FICO
FII
FIS
FL
FLOFLR
FLSFLT
FMC
FMS
FRMFRO
FRT
FT
FTI
FTK
FUL
FUN
FURFXCM
GGBLGCA
GCAP
GCIGCO
GDP
GE
GEF
GEO
GES
GGB
GGG
GHC
GHL
GIB
GIL
GIM
GISGLF
GLP
GLT
GLW
GM
GMK
GMT
GNRCGOF
GOV
GPC
GPIGPKGPN
GPS
GPX
GRAGRT
GS
GSH
GSKGTY
GWR
GWW
H
HAEHAL
HARHBI
HCP
HD
HE
HEI
HEPHES
HF
HFCHGG
HGR
HI
HIW
HLF
HLS
HMC
HME
HNI
HNT
HOGHON
HOTHPHPT
HPYHRBHRC
HRL
HRS
HSY
HTGC
HUB.A
HUNHVTHXL
HXMIBA
IBM
ICB
IDT
IEX
IFF
IGT
IHS
ILIM
IMAX
IMN
INFY
INGR
INT
INXN
IPIPI
IR
IRMIT
ITW
IVZIXJAHJBL
JBT
JCI
JECJNJ
JOY
JRN
JW.A
JWNK
KAI
KAMN
KARKEX
KFY
KGC
KKD
KMB
KMP
KMT
KMX
KND
KNLKNM
KNX
KO
KOF
KRKS
KSS
KSU
KWR
KYOLADLAZ
LB
LDL
LEA
LEGLEN
LH
LHO
LII
LL
LLL
LLYLNN
LO
LOW
LRNLRY
LTM
LUK
LUV
LUXLVSLXK
LXU
LYB
LYV
LZB
M
MAAMACMAINMAN
MBTMCC
MCD
MCKMCOMCS
MD
MDP
MDT
MEDMEI
MFA
MGMGA
MHKMHRMICMIL
MJN
MKC
MLIMLMMLR
MMC
MMM
MMPMMSMNR
MO
MOG.A
MOH
MON
MOSMPX
MR
MRF
MRK
MROMS
MSCIMSM
MTD
MTNMTRN
MTX
MTZ
MWE
MWV
MXLMXT
N
NATNCT
NEU
NGLSNGSNIENJ
NKE
NLS
NLSN
NMMNMR
NNI
NNNNOAH
NOC
NOV
NP
NPD
NPK
NPONPTN
NR
NRP
NRT
NSCNSP
NSRNTG
NTL
NTT
NTZ
NUENVO
NVRNVS
OOAS
ODC
OII
OISOLN
OLP
OMC
OME
OMI
ONE
OPK
ORAN
ORB
ORCL
OSKOXMOXY
PAAPAC
PAG
PBH
PBI
PBR
PCP
PDS
PEB
PEP
PFE
PGPGI
PH
PHI
PHX
PII
PIKE
PIR
PKG
PKI
PKOPKX
PLL
PLOW
PLT
PM
PMC
PMTPOL
POT
PPG
PPOPPS
PSA
PSBPSO
PT
PTR
PULS
PVHPWR
PX
PZE
RAI
RAS
RAX
RBA
RBC
RCL
RDY
REG
RES
RGC
RGR
RHIRHT
RIO
RJF
RKT
RL
RMD
ROG
ROK
ROL
ROP
RPM
RRC
RRTSRS
RSG
RSO
RST
RTN
RUK
RWT
RYN
SAH
SAMSAP
SARSB
SBH
SCCOSCI
SCL
SCS
SDRLSE
SEM
SEMG
SEPSF
SFLSFUNSGU
SHW
SIG
SJM
SKM
SKT
SLBSLG
SLW
SMG
SMP
SNA
SNH
SNI
SNN
SNPSNX
SNY
SON
SPA
SPG
SPH
SPWSQMSRT
SSD
SSISSL
SSLT
SSS
ST
STE
STJ
STN
STOSTONSTVSTWDSTZ
SUSUI
SUNE
SUP
SWFT
SWI
SWK
SWM
SWS
SWY
SXI
SXL
SXTSYK
SYT
SYY
T
TA
TALTAP
TARO
TBITCAP
TCK
TDCTDGTDW
TDYTEFTEITEL
TENTEO
TER
TEVATEXTG
TGH
TGI
TGP
TGS
THO
THS
TIF
TISI
TJX
TKC
TKR
TLK
TLP
TM
TMH
TMO
TNCTNHTOL
TOT
TPX
TR
TRCTRGPTRNTRP
TRW
TSTSM
TSN
TSOTSS
TSU
TTC
TTM
TU
TUPTVTW
TWC
TWO
TWX
TX
TXT
TYTYG
UAUBAUBPUFIUFS
UGP
UHT
UIS
ULUMCUN
UNF
UNP
UNS
UNT
UPS
URI
USNA
USPHUTI
UTX
UVV
VALE
VAR
VCO
VFCVG
VGR
VIVVLOVMI
VMW
VPG
VRS
VSH
VSI
VTRVVI
VZ
WAB
WAG
WAT
WBC
WCCWCN
WDRWESWGO
WHR
WHX
WIT
WLKWLL
WM
WMT
WNC
WNRWNSWORWPZ
WRE
WSM
WSO
WST
WTS
WTW
WU
WWW
WX
WY
WYN
XECXINXNY
XOM
XOXO
XRS
XRX
YOKU
YPFYUM
YZC
ZEP
ZMH
ZNH
AAON
AAPL
AAWWABAXABCDABCO
ABTLACAS
ACAT
ACET
ACIWACOR
ACPWADAT
ADBE
ADEPADI
ADP
ADSKADTN
ADVS
AEISAFAM
AFFX
AFOPAGEN
AHGP
AIMCAIRMAIRT
AKAM
AKRXALCO
ALGN
ALGT
ALOGALOTALTRAMATAMCCAMCN
AMGN
AMKR
AMOT
AMOVAMSGAMSWAANDEANIK
ANSS
APAGFAPEI
APOL
APPYAPSAARAY
ARCC
AREXARII
ARKR
ARLP
ARMH
ARNAARTWASEI
ASFI
ASMIASMLASNAASTC
ASTE
ASTM
ATAI
ATEC
ATNI
ATRC
ATRI
ATROATRS
ATVI
AVAVAVGO
AVID
AVNW
AWRE
BAXS
BBBY
BBGI
BBRG
BCPCBCRX
BDMS
BEAV
BECN
BELFABELFB
BGFV
BGMDBIDUBIIBBIOL
BJRI
BKCCBLDP
BLINBLKB
BMRNBNSOBOOM
BPHX
BRCDBRCMBREW
BRKR
BRLI
BSDM
BSETBVSN
BWENBWLDCA
CAAS
CAKE
CALD
CALI
CALM
CASM
CASS
CASY
CATMCBMXCBPO
CBRL
CBRX
CCMP
CDNS
CDTI
CDXSCDZICECE
CERN
CERSCETVCGNX
CHDN
CHKP
CHRW
CHY
CHYRCIDM
CIMT
CLCT
CLDXCLFD
CLNE
CLNT
CLRO
CMCSA
CMTL
CNMD
CNQR
CNSLCNTY
COHR
COKE
COLM
CORE
COSI
COST
CPGI
CPLA
CPRTCPSI
CRAY
CRDS
CREG
CRMT
CRNT
CRRC
CRUS
CRVL
CRWN
CRWS
CRZO
CSCOCSGP
CSGS
CSIICSPI
CTAS
CTCM
CTCT
CTGCTIBCTRP
CTSH
CTXS
CUTR
CVLT
CWSTCWTRCXDCCYTX
DAKTDAVE
DENN
DEST
DGII
DGLYDHRMDIOD
DISCADISCBDISCK
DISH
DJCODLIA
DLTR
DMLP
DORMDOVRDOX
DRAM
DSCI
DSGX
DSWL
DTLK
DTV
DXCMDYAX
EBAY
EBIXECHO
ECOL
ECPG
EDAP
EDGW
EDS
EDUCEEFT
EFII
EFUT
EGHT
EGOV
ELGX
ELON
ELRC
ELSE
EML
ENSG
ENTGERII
ESLT
ESSX
EXAC
EXLP
EXLS
EXPD
EXPE
EXPO
EXXIEZCHFALC
FARO
FASTFCFS
FEIC
FEIM
FELE
FFIV
FHCO
FINL
FISV
FIZZ
FLEXFLIR
FLML
FLWS
FLXSFNGN
FONRFORDFORM
FORR
FORTY
FOSL
FOXFOXA
FRED
FSC
FTNT
FTR
FWLT
FWRD
GAIAGAME
GASS
GBDC
GENCGEOSGIGM
GIII
GILD
GIVN
GKGLDC
GLPW
GMCR
GNCMAGNTX
GOLD
GOOG
GPIC
GPORGPRC
GRMN
GSOL
GT
GTIMGTLSGUIDGURE
HAIN
HAS
HAYN
HCKT
HCOM
HCSG
HEES
HELEHGSH
HIBB
HIHOHIMX
HITT
HMSYHNHHNRGHNSN
HOFT
HOLIHOTRHRZN
HSIC
HSNI
HSTM
HTCHHTHT
HTLDHTWR
HUBG
HURC
HURN
HWCC
HWKNIACIIBKRICAD
ICFI
ICLRICUI
IDSY
IDXX
IGTE
IIJI
IILGIIVIIKAN
IKNX
ILMN
IMKTA
INFA
INPH
INTC
INTL
INTU
INTXINVEIOSPIPAR
IPCM
IPGP
IPHS
IPXLIRBT
IRDM
IRWD
ISCA
ISISISNSISRGISSCITRNIVAC
IVANIXYS
JACK
JBHT
JBLU
JBSS
JCOMJCTCF
JJSF
JKHY
JOBS
JOUT
JST
KALUKBALB
KELYAKELYB
KEQUKGJIKLAC
KLIC
KOOL
KTCCKTOS
KVHI
LABL
LAMR
LANCLAWSLCUT
LECO
LFUS
LIME
LINTALINTB
LIOX
LIVELIWA
LKQ
LLEX
LLNW
LLTCLMAT
LMNRLMNX
LNCELNDCLOCMLOOK
LOPE
LPLA
LPNT
LQDTLRADLRCXLSTR
LTRX
LULU
LWAY
MANH
MAR
MASI
MATMATWMAYS
MBISMCHPMCRI
MCRL
MDCA
MDLZ
MDSOMELI
MENT
MERU
MGAM
MGIC
MGLN
MGRC
MHGCMIDD
MIND
MINI
MITK
MITL
MKSI
MKTX
MLAB
MLNK
MMSI
MNDL
MNDO
MNGA
MNRO
MNST
MNTXMOBIMOCO
MORN
MPEL
MPWRMRLN
MRTN
MRVL
MSFT
MSG
MSTR
MTSCMTSLMWIV
MXIM
MYGN
MYL
MYRGNAII
NATHNATI
NATR
NAUH
NBSNCMINDAQ
NDSN
NEOG
NEON
NFLX
NICE
NILE
NINENKTRNLST
NMRX
NNBR
NPSP
NSIT
NSPH
NSSC
NSYS
NTAP
NTCT
NTESNTIC
NTRS
NURO
NUTR
NVAX
NVDA
NVEC
NVMINVTL
NXTM
NYMTNYMX
NYNYOBCIODFL
OFLX
OLED
OMAB
OMCL
OMEXONEQOPEN
ORLY
OSIS
OSN
OSUROTEX
OTIV
OUTR
OVRLOVTIOXBTPACBPACRPAMT
PATK
PATR
PAYX
PCARPCCC
PCH
PCLNPCMI
PCYO
PDCO
PDFSPDII
PEGA
PERI
PETMPETS
PFINPFSWPHIIPHIIKPICO
PKOH
PLAB
PLCE
PLKI
PLPC
PLUG
PLUSPLXS
PMD
PNNTPNRA
PNRGPODD
POOL
PPHM
PRAAPRFTPRGS
PRIMPRMWPRSCPRTS
PRXL
PSEC
PSMT
PSUN
PTENPTNRPWRDPWX
PXLW
PZZA
QADAQADB
QBAKQCOMQQQQSIIQTWWQUIKRAND
RAVN
RCII
RCKYRCMT
RDA
RDNTRDWR
RECN
REDFREFR
RELV
REMY
RENTRFILRGDXRGLDRIBT
RITT
RMCF
RMTI
RNET
ROLLROSE
ROSTRRGBRRST
RSTIRUSHARUSHBRYAAYSAAS
SAIA
SANMSAPE
SATS
SBGI
SBUX
SCHLSCLNSCOKSCSCSCSS
SCVL
SEICSENEASENEB
SGCSGENSGMA
SGOC
SGRP
SHENSHLD
SHLM
SHLO
SHOOSHORSHPG
SIAL
SILC
SIRO
SKBI
SLAB
SLGN
SLMSLMAPSLP
SLRCSLTC
SMCI
SMRT
SMSISNAK
SNCR
SNDK
SNHY
SNMX
SNPS
SODA
SONC
SONS
SORLSPSPAN
SPCHASPCHB
SPIL
SPNS
SPSC
SPTNSPU
SRCL
SSNCSTLD
STMP
STRA
STRN
STRTSTRZA
STXSTXS
SURG
SUTR
SWKS
SWSH
SYKESYMC
SYNASYNL
SYNT
TAITTAXITAYDTBOWTCRD
TCX
TEAR
TECD
TECH
TESOTESS
TFM
TGATHORTHRM
THTITILE
TINYTITN
TLF
TMNG
TRMBTRNS
TRNX
TRS
TSCO
TSLATST
TTEC
TWERTWIN
TWMC
TXN
TXRH
TYPEUACLUCTTUEICUEPSUFPI
UFPT
UG
UHAL
ULTA
ULTI
UNFI
UNIS
UNTK
UNXLUPI
URBN
USEG
USLM
USMO
USTR
UTHR
UTMD
VALU
VASC
VDSI
VIAVIABVIRC
VIVO
VLGEA
VLTC
VODVPRTVRA
VRML
VRNT
VRSKVRSNVRTU
VSCI
VSEC
VTNRVTSSWAVXWDC
WDFC
WEN
WERN
WEYSWFM
WILC
WINA
WIRE
WLB
WMARWOOF
WPCS
WRES
WRLD
WSCIWSTG
WVVI
WWD
WWWW
WYNNXLNXXRAY
YHOO
YONG
YRCW
ZAGGZBRA
ZIXIZUMZ
0 500 1000 1500
050
100
150
200
Gross Profit Gth SR
Index
SR
vec
AAN
AAP
ABB
ABCABMACC
ACCO
ACN
ACW
ADC
ADM
ADS
AEOAER
AGCOAGM
AGN
AGU
AGXAI
AIR
AIT
AJGAKS
ALB
ALG
ALJ
ALKALV
AME
AMPAMRC
AMT
AMTD
AN
ANFANH
ANN
ANRANWAOL
AOS
APDAREARG
ARSDARW
ASGNASHASRASX
AT
ATRATU
ATWAVBAVD
AVT
AVY
AWI
AXE
AXLAXLL
AXP
AXRAYI
AZN
AZO
AZZB
BA
BAH
BALTBAM
BAXBBL
BC
BCRBDC
BDX
BGBGS
BHBHEBHI
BHPBID
BIG
BIO
BKEBLK
BLL
BLTBMIBMR
BMS
BMYBORNBPBPI
BPL
BR
BRFSBRK.A
BRS
BT
BUD
BWC
BWS
BXCBXP
BYD
BYI
CAB
CACI
CAE
CAG
CAH
CAJCALX
CAM
CAT
CATO
CBD
CBG
CBI
CBL
CBM
CBSCBTCBZCCC
CCE
CCI
CCJ
CCK
CCL
CCUCDI
CE
CEA
CEB
CEC
CELCEOCFCFI
CFN
CGACGICHA
CHD
CHE
CHH
CHL
CHSCHSP
CHT
CIENCIG
CIM
CIR
CL
CLB
CLCCLD
CLNY
CLS
CLX
CMG
CMICMNCMOCMP
CMRECNICNKCNQ
CNS
CNW
CNXCOCOGCOH
COLCOO
COPCOV
CP
CPA
CPB
CPSCPTCRCRD.ACRICRL
CRM
CRR
CRSCSHCSL
CSS
CSV
CSX
CTB
CTC
CUBCUKCVCCVD
CVECVGCVI
CVO
CVS
CVX
CW
CX
CXOCXW
CYDCYHCYTDALDAN
DAR
DCI
DCM
DDDDS
DE
DEG
DEI
DELDEO
DFT
DG
DGX
DHI
DHRDHX
DIN
DISDK
DKSDLBDLR
DLX
DNB
DNP
DNR
DODOV
DOW
DPM
DPS
DPZ
DRCDRI
DRQ
DST
DSW
DV
DVA
DW
DXDY
E
EAT
EBFEBSEC
ECL
EDU
EFC
EFX
EGP
EL
ELS
EMCEME
EMNENBENIENL
ENRENS
ENV
ENZEOG
EPD
EPR
ERJ
ESCESL
ESSETB
ETH
ETMETPEV
EVR
EW
EXLEXP
EXPR
EXR
F
FC
FDOFDSFDX
FICO
FII
FIS
FL
FLOFLR
FLS
FLTFMC
FMS
FRMFRO
FRT
FT
FTI
FTK
FUL
FUN
FURFXCMG
GBL
GCAGCAPGCI
GCO
GDP
GE
GEF
GEOGESGGBGHC
GHL
GIBGIL
GIM
GIS
GLFGLP
GLT
GLWGM
GMKGMT
GNRC
GOF
GOV
GPC
GPI
GPKGPNGPSGPX
GRA
GRT
GS
GSH
GSK
GTYGWR
GWW
H
HAE
HALHARHBI
HCP
HD
HEHEI
HEP
HESHF
HFC
HGG
HGR
HI
HIW
HLF
HLS
HMC
HME
HNI
HNT
HOG
HON
HOT
HPHPTHPY
HRB
HRC
HRLHRSHSY
HTGC
HUB.A
HUN
HVT
HXL
HXM
IBA
IBM
ICBIDT
IFF
IGT
IHS
ILIMIMAXIMNINFYINGR
INT
INXN
IP
IPI
IR
IRM
IT
ITW
IVZIXJAHJBLJBTJCI
JECJNJ
JOYJRN
JW.A
JWN
K
KAI
KAMN
KAR
KEX
KFY
KGC
KKDKMB
KMP
KMT
KMX
KND
KNLKNM
KNX
KO
KOF
KR
KS
KSS
KSU
KWR
KYO
LADLAZLB
LDLLEA
LEG
LENLHOLII
LL
LLL
LLYLNN
LO
LOW
LRNLRYLTM
LUK
LUV
LUXLVSLXK
LXU
LYB
LYVLZB
M
MAAMACMAINMAN
MBTMCC
MCD
MCK
MCOMCS
MD
MDP
MDT
MEDMEI
MFAMG
MGA
MHKMHRMICMIL
MJN
MKC
MLI
MLMMLR
MMC
MMM
MMPMMSMNRMO
MOG.A
MOH
MON
MOSMPX
MR
MRF
MRKMROMS
MSCIMSM
MTD
MTNMTRN
MTX
MTZ
MWEMWVMXLMXT
N
NATNCT
NEU
NGLSNGSNIENJ
NKE
NLSNLSN
NMMNMRNNINNN
NOAH
NOC
NOVNP
NPD
NPKNPONPTN
NR
NRP
NRTNSC
NSP
NSRNTGNTLNTTNTZNUE
NVONVRNVS
OOASODC
OII
OISOLN
OLP
OMC
OME
OMIONE
OPK
ORAN
ORB
ORCL
OSK
OXMOXYPAA
PAC
PAG
PBH
PBI
PBR
PCP
PDS
PEB
PEPPFE
PG
PGI
PH
PHI
PHX
PII
PIKE
PIRPKG
PKI
PKOPKX
PLL
PLOW
PLT
PM
PMC
PMT
POL
POTPPGPPO
PPS
PSA
PSB
PSO
PT
PTRPULSPVHPWR
PX
PZE
R
RAIRASRAXRBA
RBC
RCL
RDY
REG
RES
RGC
RGR
RHIRHT
RIO
RJF
RKTRL
RMD
ROG
ROK
ROL
ROP
RRC
RRTS
RS
RSG
RSO
RST
RTN
RUK
RWTRYN
SAH
SAMSAP
SARSB
SBH
SCCOSCISCL
SCS
SDRLSE
SEMSEMGSEPSF
SFLSFUNSGU
SHW
SIG
SJM
SKM
SKTSLBSLG
SLW
SMGSMP
SNA
SNHSNISNN
SNP
SNX
SNY
SON
SPA
SPG
SPH
SPW
SQMSRT
SSD
SSISSL
SSLT
SSS
STSTE
STJ
STN
STOSTONSTVSTWDSTZ
SUSUI
SUNE
SUP
SWFT
SWI
SWK
SWMSWSSWY
SXI
SXL
SYK
SYT
SYY
T
TATAL
TAP
TARO
TBI
TCAP
TCKTDCTDGTDW
TDY
TEF
TEI
TEL
TEN
TEO
TER
TEVA
TEXTG
TGH
TGI
TGP
TGS
THOTHS
TIF
TISI
TJXTKC
TKR
TLK
TLP
TM
TMH
TMO
TNC
TNH
TOL
TOT
TPX
TR
TRCTRGPTRNTRPTRWTS
TSM
TSN
TSO
TSS
TSU
TTC
TTM
TU
TUP
TV
TW
TWCTWOTWXTXTXTTYTYG
UAUBAUBP
UFIUFS
UGP
UHT
UISUL
UMC
UNUNF
UNP
UNSUNT
UPS
URI
USNA
USPHUTIUTX
UVV
VALE
VAR
VCOVFC
VG
VGRVIVVLOVMI
VMW
VPGVRSVSH
VSI
VTRVVI
VZ
WAB
WAGWAT
WBC
WCCWCNWDRWESWGO
WHR
WHXWIT
WLK
WLL
WMWMT
WNCWNR
WNS
WORWPZ
WRE
WSM
WSO
WST
WTS
WTW
WU
WWW
WX
WY
WYN
XECXINXNY
XOM
XOXO
XRS
XRX
YOKU
YPFYUM
YZC
ZEP
ZMH
ZNH
AAONAAPL
AAWWABAXABCD
ABCO
ABTLACASACAT
ACET
ACIW
ACOR
ACPWADAT
ADBE
ADEPADI
ADP
ADSK
ADTN
ADVS
AEISAFAM
AFFX
AFOPAGEN
AHGP
AIMC
AIRMAIRT
AKAM
AKRXALCO
ALGN
ALGT
ALOG
ALOTALTRAMATAMCCAMCN
AMGN
AMKRAMOTAMOVAMSGAMSWA
ANDE
ANIK
ANSS
APAGFAPEI
APOL
APPY
APSA
ARAY
ARCC
AREXARII
ARKRARLPARMH
ARNAARTWASEI
ASFI
ASMIASMLASNAASTC
ASTE
ASTMATAI
ATEC
ATNI
ATRCATRI
ATROATRS
ATVI
AVAVAVGOAVID
AVNW
AWRE
BAXS
BBBY
BBGI
BBRG
BCPCBCRX
BDMSBEAVBECNBELFABELFB
BGFV
BGMDBIDUBIIBBIOL
BJRI
BKCCBLDPBLIN
BLKB
BMRNBNSO
BOOM
BPHX
BRCD
BRCM
BREWBRKR
BRLI
BSDM
BSET
BVSNBWEN
BWLD
CA
CAAS
CAKE
CALD
CALICALMCASM
CASS
CASYCATM
CBMX
CBPO
CBRL
CBRX
CCMPCDNS
CDTICDXSCDZI
CECE
CERN
CERS
CETVCGNX
CHDN
CHKPCHRW
CHY
CHYRCIDMCIMTCLCTCLDXCLFDCLNECLNT
CLRO
CMCSA
CMTL
CNMD
CNQR
CNSLCNTY
COHR
COKE
COLM
CORE
COSI
COST
CPGICPLACPRT
CPSI
CRAY
CRDS
CREG
CRMT
CRNT
CRRC
CRUSCRVL
CRWN
CRWSCRZO
CSCOCSGP
CSGS
CSIICSPI
CTAS
CTCM
CTCT
CTGCTIB
CTRPCTSHCTXS
CUTR
CVLT
CWSTCWTRCXDCCYTX
DAKTDAVE
DENNDEST
DGII
DGLYDHRMDIOD
DISCADISCBDISCK
DISHDJCODLIA
DLTR
DMLPDORM
DOVRDOX
DRAMDSCI
DSGX
DSWLDTLK
DTV
DXCMDYAX
EBAY
EBIXECHOECOL
ECPG
EDAPEDGW
EDS
EDUCEEFT
EFII
EFUT
EGHT
EGOVELGX
ELON
ELRC
ELSE
EML
ENSG
ENTGERIC
ERII
ESLT
ESSX
EXAC
EXLP
EXLS
EXPD
EXPE
EXPO
EXXI
EZCHFALCFARO
FASTFCFS
FEIC
FEIM
FELE
FFIV
FHCO
FINL
FISVFIZZ
FLEXFLIR
FLML
FLWS
FLXS
FNGNFONR
FORDFORM
FORR
FORTY
FOSL
FOXFOXA
FRED
FSC
FSTR
FTNT
FTRFWLTFWRD
GAIAGAMEGASSGBDCGENCGEOSGIGM
GIII
GILD
GIVNGK
GLDC
GLPW
GMCRGNCMAGNTXGOLD
GOOG
GPICGPORGPRC
GRMNGSOL
GT
GTIMGTLSGUIDGURE
HAIN
HAS
HAYN
HCKT
HCOM
HCSGHEESHELEHGSH
HIBB
HIHOHIMX
HITT
HMSYHNH
HNRGHNSN
HOFT
HOLIHOTRHRZN
HSIC
HSNI
HSTM
HTCHHTHTHTLDHTWR
HUBG
HURC
HURN
HWCC
HWKNIACIIBKRICAD
ICFI
ICLR
ICUI
IDSYIGTEIIJI
IILG
IIVI
IKAN
IKNX
ILMN
IMKTA
INFA
INPH
INTC
INTLINTU
INTXINVEIOSP
IPAR
IPCM
IPGP
IPHSIPXLIRBT
IRDM
IRWD
ISCA
ISIS
ISNS
ISRGISSCITRNIVACIVANIXYS
JACK
JBHT
JBLU
JBSSJCOMJCTCF
JJSF
JKHY
JOBS
JOUT
JSTKALU
KBALB
KELYAKELYB
KEQUKGJIKLACKLICKOOLKTCCKTOS
KVHI
LABL
LAMR
LANCLAWS
LCUT
LECOLFUS
LIME
LINTALINTB
LIOX
LIVELIWA
LKQ
LLEXLLNWLLTC
LMAT
LMNRLMNX
LNCELNDCLOCMLOOK
LOPELPLA
LPNT
LQDTLRADLRCXLSTR
LTRX
LULULWAY
MANHMAR
MASI
MATMATW
MAYSMBISMCHPMCRIMCRLMDCA
MDLZ
MDSO
MELI
MENT
MERU
MGAM
MGIC
MGLNMGRC
MHGCMIDD
MIND
MINI
MITK
MITL
MKSI
MKTXMLAB
MLNK
MMSI
MNDL
MNDO
MNGA
MNRO
MNST
MNTXMOBI
MOCO
MORN
MPEL
MPWR
MRLN
MRTN
MRVL
MSFT
MSG
MSTR
MTSC
MTSLMWIVMXIM
MYGN
MYL
MYRGNAII
NATH
NATI
NATR
NAUH
NBS
NCMINDAQ
NDSN
NEOG
NEONNFLX
NICENILENINE
NKTRNLST
NMRXNNBRNPSP
NSIT
NSPH
NSSC
NSYSNTAP
NTCT
NTES
NTIC
NTRS
NURO
NUTR
NVAX
NVDANVECNVMINVTL
NXTM
NYMTNYMX
NYNYOBCIODFL
OFLX
OLEDOMAB
OMCL
OMEXONEQOPEN
ORLY
OSIS
OSN
OSUR
OTEX
OTIVOUTROVRLOVTIOXBTPACBPACRPAMT
PATK
PATR
PAYX
PCAR
PCCC
PCH
PCLNPCMI
PCYO
PDCO
PDFS
PDII
PEGA
PERI
PETM
PETS
PFINPFSW
PHIIPHIIKPICO
PKOHPLAB
PLCE
PLKI
PLPC
PLUG
PLUSPLXSPMD
PNNT
PNRA
PNRG
PODD
POOL
PPHM
PRAA
PRFT
PRGS
PRIM
PRMW
PRSCPRTSPRXLPSEC
PSMT
PSUNPTEN
PTNRPWRD
PWX
PXLW
PZZA
QADAQADB
QBAK
QCOMQQQQSII
QTWWQUIKRANDRAVN
RCII
RCKYRCMT
RDARDNT
RDWR
RECN
REDFREFR
RELV
REMY
RENTRFILRGDXRGLDRIBTRITT
RMCF
RMTI
RNET
ROLLROSE
ROST
RRGB
RRST
RSTIRUSHARUSHBRYAAYSAASSAIA
SANMSAPESATSSBGI
SBUX
SCHLSCLNSCOK
SCSCSCSSSCVL
SEIC
SENEASENEBSGC
SGENSGMASGOC
SGRPSHEN
SHLDSHLM
SHLO
SHOO
SHORSHPG
SIAL
SILC
SIRO
SKBI
SLABSLGN
SLMSLMAP
SLP
SLRCSLTCSMCI
SMRT
SMSISNAK
SNCR
SNDK
SNHY
SNMXSNPS
SODASONCSONS
SORL
SPSPAN
SPCHASPCHBSPILSPNS
SPSC
SPTNSPUSSNCSTLD
STMP
STRASTRN
STRTSTRZA
STXSTXSSURGSUTRSWKSSWSH
SYKESYMCSYNASYNLSYNTTAITTAXITAYDTBOWTCRD
TCX
TEAR
TECDTECH
TESOTESS
TFM
TGATHORTHRMTHTI
TILE
TINYTITN
TLF
TMNGTRMBTRNSTRNX
TRS
TSCO
TSLATST
TTEC
TWERTWIN
TWMC
TXN
TXRH
TYPE
UACLUCTT
UEIC
UEPSUFPIUFPT
UG
UHAL
ULTA
ULTI
UNFI
UNIS
UNTK
UNXLUPIURBN
USEGUSLM
USMO
USTR
UTHR
UTMDVALU
VASC
VDSI
VIAVIAB
VIRCVIVO
VLGEA
VLTCVODVPRTVRAVRML
VRNT
VRSKVRSN
VRTU
VSCIVSECVTNRVTSSWAVXWDC
WDFCWEN
WERN
WEYS
WFM
WILC
WINA
WIREWLB
WMAR
WOOF
WPCS
WRES
WRLD
WSCI
WSTG
WVVI
WWD
WWWW
WYNNXLNXXRAY
YHOO
YONGYRCWZAGGZBRA
ZIXIZUMZ
0 500 1000 1500
−50
050
100
150
200
Earning per Share Gth SR
Index
SR
vec
AANAAPABBABC
ABM
ACCACCO
ACN
ACW
ADC
ADM
ADS
AEOAERAGCOAGM
AGNAGUAGXAIAIR
AITAJGAKSALBALG
ALJALKALVALX
AME
AMPAMRCAMTAMTD
AN
ANFANHANNANRANWAOLAOS
APD
AREARG
ARSDARW
ASGN
ASHASRASXAT
ATRATUATWAVBAVD
AVTAVYAWIAXEAXLAXLL
AXP
AXR
AYIAZN
AZO
AZZB
BABAHBALTBAM
BAX
BBLBC
BCEBCR
BDC
BDX
BGBGSBH
BHEBHIBHPBIDBIG
BIO
BKE
BLKBLL
BLTBMIBMRBMSBMYBORNBPBPIBPLBR
BRFSBRK.ABRS
BT
BUDBWCBWSBXCBXPBYDBYICABCACI
CAE
CAGCAHCAJ
CALX
CAMCATCATOCBDCBGCBICBLCBM
CBSCBTCBZ
CCC
CCE
CCICCJCCKCCL
CCU
CDI
CECEACEBCECCELCEOCFCFI
CFN
CGACGICHA
CHDCHE
CHH
CHL
CHSCHSP
CHT
CIENCIGCIMCIR
CL
CLB
CLCCLD
CLNY
CLSCLX
CMG
CMICMNCMOCMP
CMRECNICNKCNQCNSCNWCNXCOCOG
COHCOLCOOCOPCOVCPCPA
CPB
CPSCPTCR
CRD.ACRICRLCRM
CRR
CRSCSHCSLCSSCSV
CSX
CTB
CTC
CUBCUKCVCCVDCVECVGCVICVO
CVS
CVXCWCXCXOCXWCYDCYHCYTDALDANDARDCIDCMDDDDSDE
DEGDEIDEL
DEO
DFT
DGDGX
DHI
DHR
DHXDIN
DIS
DK
DKS
DLBDLR
DLX
DNBDNPDNR
DODOVDOWDPM
DPSDPZ
DRCDRIDRQDSTDSWDVDVA
DW
DXDYE
EAT
EBFEBSECECLEDUEFC
EFXEGP
EL
ELS
EMC
EME
EMNEMR
ENBENIENLENRENS
ENVENZEOG
EPDEPRERJESC
ESL
ESSETBETHETMETPEVEVREW
EXLEXPEXPREXRFFCFDO
FDS
FDXFICOFIIFISFLFLOFLR
FLSFLT
FMCFMSFRMFRO
FRT
FT
FTI
FTKFULFUNFURFXCMGGBLGCAGCAPGCIGCOGDP
GE
GEFGEOGESGGBGGGGHCGHLGIBGILGIMGISGLFGLPGLTGLWGMGMKGMT
GNRCGOF
GOVGPC
GPIGPKGPNGPSGPXGRAGRTGSGSHGSKGTYGWR
GWW
HHAEHALHARHBI
HCP
HD
HE
HEI
HEPHES
HF
HFCHGGHGRHIHIWHLF
HLS
HMCHMEHNIHNT
HOG
HONHOTHP
HPTHPYHRBHRC
HRL
HRSHSY
HTGC
HUB.A
HUNHVT
HXL
HXMIBA
IBM
ICBIDTIEXIFFIGTIHS
ILIMIMAXIMN
INFYINGRINT
INXNIPIPIIRIRM
IT
ITWIVZIXJAHJBLJBTJCIJECJNJJOYJRNJW.A
JWN
KKAI
KAMN
KAR
KEX
KFYKGCKKDKMB
KMP
KMT
KMX
KNDKNLKNMKNXKO
KOFKRKS
KSS
KSUKWRKYOLADLAZLB
LDLLEALEGLEN
LH
LHO
LII
LL
LLL
LLYLNNLOLOW
LRNLRYLTM
LUKLUVLUXLVS
LXKLXU
LYB
LYVLZB
M
MAAMACMAINMANMBTMCC
MCD
MCK
MCO
MCS
MD
MDP
MDT
MEDMEI
MFA
MG
MGA
MHK
MHR
MICMILMJN
MKC
MLIMLM
MLR
MMC
MMM
MMPMMSMNRMO
MOG.A
MOH
MON
MOS
MPXMR
MRFMRKMROMSMSCIMSM
MTD
MTNMTRNMTXMTZMWEMWVMXLMXTNNATNCTNEU
NGLSNGSNIENJ
NKE
NLSNLSNNMMNMRNNI
NNN
NOAH
NOC
NOVNP
NPDNPKNPO
NPTNNR
NRP
NRTNSC
NSP
NSR
NTGNTLNTT
NTZNUE
NVO
NVRNVSOOAS
ODC
OII
OISOLN
OLP
OMC
OME
OMIONEOPK
ORANORB
ORCL
OSKOXMOXYPAAPACPAGPBH
PBIPBR
PCP
PDSPEBPEPPFEPGPGIPH
PHI
PHX
PII
PIKEPIRPKGPKIPKOPKX
PLL
PLOW
PLTPMPMCPMTPOLPOTPPG
PPOPPS
PSA
PSBPSOPT
PTR
PULS
PVHPWR
PX
PZE
R
RAIRASRAX
RBA
RBCRCL
RDY
REGRESRGCRGR
RHIRHTRIO
RJF
RKT
RLRMD
ROG
ROK
ROL
ROP
RPMRRCRRTSRS
RSG
RSORST
RTN
RUKRWTRYNSAH
SAMSAPSARSBSBH
SCCOSCISCLSCS
SDRLSESEMSEMGSEPSFSFLSFUN
SGUSHWSIGSJMSKMSKTSLBSLGSLWSMGSMP
SNA
SNH
SNISNNSNPSNX
SNYSONSPASPGSPHSPWSQMSRT
SSDSSI
SSL
SSLTSSSSTSTE
STJ
STNSTO
STONSTV
STWD
STZSUSUISUNESUPSWFTSWISWKSWMSWSSWYSXI
SXLSXTSYKSYTSYY
TTATALTAPTAROTBI
TCAPTCKTDC
TDGTDW
TDY
TEFTEI
TELTENTEOTERTEVATEXTGTGHTGITGPTGS
THOTHSTIFTISITJXTKCTKRTLKTLPTM
TMH
TMOTNCTNHTOLTOTTPX
TR
TRCTRGPTRNTRPTRWTSTSMTSNTSO
TSS
TSU
TTC
TTM
TU
TUPTV
TW
TWCTWOTWX
TXTXTTYTYG
UA
UBAUBPUFIUFS
UGP
UHTUIS
UL
UMC
UN
UNF
UNP
UNSUNT
UPS
URIUSNAUSPH
UTIUTXUVVVALE
VAR
VCO
VFC
VGVGRVIVVLOVMIVMWVPGVRSVSHVSIVTRVVIVZWABWAGWAT
WBCWCCWCNWDR
WESWGOWHR
WHXWIT
WLKWLLWM
WMT
WNCWNRWNSWORWPZWRE
WSM
WSO
WST
WTS
WTWWUWWW
WXWY
WYN
XECXINXNYXOMXOXOXRS
XRX
YOKUYPFYUMYZCZEPZMHZNHAAONAAPL
AAWWABAXABCD
ABCO
ABTLACASACATACETACIW
ACORACPWADATADBEADEP
ADI
ADP
ADSKADTNADVSAEISAFAMAFFXAFOPAGEN
AHGPAIMCAIRMAIRTAKAMAKRXALCOALGNALGTALOGALOTALTRAMATAMCCAMCN
AMGN
AMKRAMOTAMOVAMSGAMSWAANDEANIKANSS
APAGF
APEI
APOL
APPYAPSAARAYARCCAREXARIIARKRARLPARMHARNAARTWASEIASFI
ASMIASMLASNA
ASTCASTEASTMATAIATEC
ATNI
ATRC
ATRIATRO
ATRS
ATVIAVAVAVGOAVID
AVNWAWRE
BAXS
BBBYBBGIBBRG
BCPC
BCRXBDMSBEAVBECNBELFABELFBBGFVBGMDBIDUBIIBBIOLBJRIBKCC
BLDPBLINBLKBBMRNBNSOBOOMBPHXBRCDBRCMBREWBRKR
BRLI
BSDMBSETBVSNBWEN
BWLDCA
CAASCAKE
CALDCALICALMCASM
CASS
CASYCATMCBMX
CBPO
CBRL
CBRXCCMPCDNSCDTICDXSCDZI
CECECERN
CERSCETVCGNX
CHDN
CHKP
CHRWCHYCHYRCIDM
CIMTCLCT
CLDX
CLFDCLNECLNTCLRO
CMCSACMTLCNMD
CNQR
CNSLCNTY
COHRCOKECOLMCORE
COSI
COSTCPGICPLACPRTCPSI
CRAYCRDSCREGCRMTCRNT
CRRCCRUSCRVLCRWN
CRWS
CRZOCSCOCSGPCSGS
CSII
CSPICTASCTCMCTCTCTGCTIBCTRP
CTSH
CTXS
CUTRCVLT
CWSTCWTRCXDC
CYTXDAKTDAVEDENNDESTDGIIDGLYDHRMDIODDISCADISCBDISCKDISHDJCODLIA
DLTRDMLP
DORMDOVRDOX
DRAMDSCIDSGXDSWL
DTLK
DTVDXCMDYAXEBAY
EBIXECHOECOLECPGEDAPEDGWEDSEDUCEEFTEFIIEFUTEGHT
EGOV
ELGXELON
ELRC
ELSEEML
ENSG
ENTGERICERIIESLTESSX
EXACEXLPEXLSEXPDEXPE
EXPO
EXXIEZCHFALCFARO
FAST
FCFSFEIC
FEIM
FELEFFIV
FHCOFINL
FISV
FIZZFLEX
FLIR
FLMLFLWSFLXSFNGNFONR
FORDFORMFORRFORTY
FOSL
FOXFOXAFREDFSCFSTRFTNTFTR
FWLT
FWRD
GAIAGAMEGASS
GBDC
GENCGEOSGIGM
GIIIGILDGIVNGKGLDCGLPWGMCRGNCMAGNTXGOLD
GOOG
GPICGPORGPRCGRMNGSOLGTGTIMGTLSGUIDGUREHAINHASHAYNHCKTHCOMHCSGHEESHELEHGSHHIBBHIHOHIMXHITT
HMSYHNHHNRG
HNSN
HOFTHOLIHOTRHRZN
HSIC
HSNIHSTM
HTCHHTHTHTLD
HTWR
HUBGHURC
HURN
HWCCHWKN
IACIIBKRICAD
ICFI
ICLRICUIIDSY
IDXX
IGTEIIJIIILGIIVI
IKAN
IKNX
ILMNIMKTAINFAINPHINTCINTL
INTU
INTXINVEIOSPIPARIPCMIPGPIPHSIPXLIRBTIRDMIRWDISCA
ISISISNSISRGISSC
ITRN
IVACIVANIXYS
JACKJBHTJBLU
JBSSJCOMJCTCF
JJSF
JKHY
JOBSJOUTJSTKALUKBALBKELYAKELYBKEQUKGJIKLACKLICKOOLKTCCKTOSKVHI
LABL
LAMRLANC
LAWSLCUT
LECOLFUS
LIME
LINTALINTBLIOXLIVELIWA
LKQ
LLEXLLNW
LLTCLMATLMNRLMNXLNCELNDCLOCMLOOK
LOPE
LPLALPNTLQDTLRADLRCXLSTRLTRXLULULWAY
MANH
MARMASIMATMATWMAYSMBISMCHPMCRIMCRLMDCA
MDLZ
MDSOMELIMENTMERUMGAMMGICMGLN
MGRC
MHGC
MIDD
MINDMINIMITKMITLMKSI
MKTXMLAB
MLNK
MMSI
MNDLMNDOMNGAMNROMNSTMNTXMOBIMOCOMORNMPELMPWRMRLN
MRTN
MRVL
MSFT
MSGMSTRMTSCMTSL
MWIV
MXIMMYGN
MYLMYRGNAII
NATH
NATINATRNAUH
NBS
NCMINDAQNDSNNEOG
NEONNFLXNICENILENINENKTRNLSTNMRXNNBRNPSP
NSIT
NSPH
NSSCNSYSNTAPNTCTNTESNTIC
NTRS
NURO
NUTR
NVAX
NVDANVEC
NVMINVTLNXTMNYMTNYMXNYNYOBCIODFL
OFLX
OLEDOMABOMCL
OMEXONEQ
OPEN
ORLY
OSIS
OSNOSUR
OTEX
OTIVOUTROVRLOVTIOXBT
PACB
PACRPAMTPATKPATR
PAYX
PCARPCCC
PCH
PCLN
PCMIPCYO
PDCO
PDFSPDIIPEGAPERIPETMPETSPFINPFSWPHIIPHIIKPICO
PKOHPLABPLCEPLKI
PLPC
PLUG
PLUSPLXSPMDPNNTPNRAPNRGPODD
POOL
PPHM
PRAAPRFTPRGSPRIMPRMWPRSCPRTS
PRXL
PSEC
PSMT
PSUN
PTENPTNRPWRDPWXPXLW
PZZA
QADAQADBQBAK
QCOM
QQQQSIIQTWWQUIK
RAND
RAVNRCIIRCKYRCMTRDARDNTRDWRRECNREDFREFRRELVREMYRENTRFIL
RGDX
RGLDRIBTRITTRMCFRMTIRNETROLLROSE
ROST
RRGB
RRSTRSTIRUSHARUSHBRYAAY
SAASSAIASANMSAPESATSSBGI
SBUX
SCHLSCLNSCOK
SCSC
SCSS
SCVLSEIC
SENEASENEBSGCSGENSGMASGOCSGRPSHENSHLDSHLMSHLOSHOOSHORSHPG
SIAL
SILC
SIRO
SKBISLABSLGNSLMSLMAP
SLP
SLRCSLTCSMCISMRT
SMSISNAKSNCRSNDK
SNHY
SNMX
SNPS
SODA
SONC
SONS
SORL
SPSPAN
SPCHASPCHBSPILSPNSSPSCSPTNSPU
SRCL
SSNCSTLDSTMPSTRASTRNSTRTSTRZASTXSTXSSURGSUTRSWKSSWSHSYKESYMC
SYNASYNLSYNT
TAIT
TAXI
TAYDTBOWTCRDTCXTEAR
TECDTECHTESOTESS
TFMTGA
THORTHRMTHTITILETINYTITN
TLF
TMNG
TRMB
TRNS
TRNXTRS
TSCO
TSLATST
TTEC
TWERTWINTWMCTXN
TXRH
TYPEUACL
UCTTUEICUEPSUFPIUFPTUGUHALULTA
ULTI
UNFI
UNISUNTKUNXLUPIURBNUSEGUSLMUSMO
USTR
UTHRUTMDVALUVASC
VDSI
VIAVIAB
VIRC
VIVOVLGEAVLTCVODVPRTVRAVRMLVRNT
VRSK
VRSNVRTU
VSCI
VSECVTNRVTSSWAVXWDC
WDFC
WENWERNWEYSWFMWILCWINAWIREWLBWMAR
WOOF
WPCSWRES
WRLD
WSCIWSTGWVVI
WWD
WWWWWYNNXLNXXRAYYHOOYONGYRCWZAGGZBRAZIXI
ZUMZ
The 4 ISSRs can be sorted and we can ’cherry pick’ best
0 1 2 3 4 5
50
100
150
200
All Income Stmt Gth SR
Income Stmt Gth Type
SR
AME
AZO
CSX
CTC
EL
FDS
HD
KAMN
KMP
MD
MMM
MTD
NKENRTPCP PX
ROK
ROL
SNA
UA
WSM
CASS
HSIC
IKNX
JKHY
NTRS
ORLY
PAYX
PCLNPOOL
SIAL
TXRH
UNFI
AME
AZO
CSX
CTC
ELFDS
HD
KAMN
KMP
MD
MMM
MTD
NKENRT
PCP
PX
ROK
ROL
SNA
UA
WSM
CASS
HSIC
IKNX
JKHYNTRS
ORLY
PAYX
PCLN
POOL
SIAL
TXRH
UNFI
AME
AZO
CSX
CTC
EL
FDS
HD
KAMN
KMP
MD
MMM
MTDNKE
NRT
PCP
PX
ROK
ROL
SNA
UA
WSM
CASS
HSICIKNXJKHY
NTRS
ORLY
PAYX
PCLN
POOL
SIAL
TXRH
UNFI
AMEAZO
CSX
CTC
EL
FDS
HD
KAMN
KMP MDMMM
MTD
NKE
NRTPCP
PXROK
ROL
SNAUA
WSM
CASS
HSIC
IKNX
JKHY
NTRS
ORLY
PAYXPCLN
POOL
SIAL
TXRHUNFI
Figure: 33 candidates & ISSRs 1=Income Growth, Net;2=Total RevGrowth; 3=Gross Profit Growth;4=Diluted Norm Earn per Share Growth
The 4 IS RVs can be used as predictors of Up/Down pricebehavior for Long/Short positions with 61% accuracy usingthe party decision tree package in R
dnepsgth
p < 0.001
1
≤ 1.03 > 1.03
Node 2 (n = 1565)
Up>
0D
ow
n<
=0
0
0.2
0.4
0.6
0.8
1Node 3 (n = 1687)
Up>
0D
ow
n<
=0
0
0.2
0.4
0.6
0.8
1
Financial Analytics with R: Building a Laptop Laboratoryfor Data Science
I From Cambridge UniversityPress in Fall 2016
I For professionals andstudents seeking financialanalytics training in datascience.
I Business, investor, andconsumer-level problemsare attacked with toolsfrom statistics, computerscience and finance.
I Thousand of lines ofoperational R code areincluded to help the readerbuild their “LaptopLaboratory”
I As an investigator in thefield, these datasets,formulas, matrices, androutines will give the readera sophisticated “JumpStart” into the world ofdata science with R.
![Production of Aromatic Compounds by Metabolically ... · template]), AR-G84 (mtlA::FRT-Km-FRT-T7p-ipdC [pARO136 used as thetemplate]),AR-G85(mtlA::FRT-Km-FRT-T7p-ldhA[pARO133used](https://static.fdocuments.net/doc/165x107/605bd06165e40005573dff83/production-of-aromatic-compounds-by-metabolically-template-ar-g84-mtlafrt-km-frt-t7p-ipdc.jpg)
