Exporting results of stock comparison study
Good morning Dimitri from Los Angeles, CA
I will appreciate if you could explain how I can export the results of a stock comparison study. I see that I can export correlations table (which is very helpful). I would like to export total return performance over user specified period, liquidity table, and risk/reward statistics table.
It would be great to have export results capability.
Looking forward to your feedback!
Marcus
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4d ago
Good morning Dmitry:
I integrate portfolio lab's computation of return/risk rank, sharpe and sortino statistics into a spreadsheet where i also have accumulated change in EPS (momentum) and EPS volatility. I then run a query across the flat database to identify stocks that satisfy a user specified logic (return/risk rank >= 75, delta EPS rank > 85, EPS volatility rank better than "average") for a given sector. This query identifies possible "buys" and strong negatives are possible "sells".
A csv file export for the return/risk statistics (like correlations) would work.
PS if you would like to see an example of the sorting file, tell me how I can upload the file for your review.
3d ago
Hey, Marcus. Thanks for the additional info on your workflow. We just extended the export capabilities, and it's now possible to export the risk-adjusted returns table along with liquidity and other tables.
I also wonder if you had tried screener export. It might be more flexible as you adjust columns to show values you care about, like ranks or risk-adjusted metrics, and then just export the whole view. Or watchlist, they work similarly.
2d ago
Thank you Dmitry!
I have not tried the screener tool. I will try it!