Daily
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CMTSESSIONv1.00
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LastUpdated=6/18/2024 10:13:01 PM
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TradeDate=6/18/2024
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LastUpdated=6/20/2024 10:06:08 PM
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TradeDate=6/20/2024
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StartDate=1/1/0001
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AnalysisDate=6/18/2024
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AnalysisDate=6/20/2024
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CashBalance=2981.59
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NonTradeableCash=4621.72
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=6/18/2024|BetaMonths=6|TradeDate=6/18/2024|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=6|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=True|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=6/20/2024|BetaMonths=6|TradeDate=6/20/2024|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=6|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=True|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials
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PricingExceptions=0
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TotalActivePositions=6
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Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=20.2|Exposure=538.2|MarketValue=606|GainLoss=67.8|GainLossPcnt=0.125975473801561|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.3692856907845|TotalRiskExposure=72.648|RMultiple=0.93R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
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Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=268.86|Exposure=933.68|MarketValue=1075.44|GainLoss=141.76|GainLossPcnt=0.151829320538086|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=230.38135515213|TotalRiskExposure=112.3104|RMultiple=1.26R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=5/23/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42
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Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=317.02|Exposure=1144|MarketValue=1268.08|GainLoss=124.08|GainLossPcnt=0.108461538461538|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=280.400859737396|TotalRiskExposure=141.0336|RMultiple=0.88R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=5/29/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00
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Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=14.93|Exposure=833.56|MarketValue=776.36|GainLoss=-57.2|GainLossPcnt=-0.0686213349968809|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.57R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03
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Symbol=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=620.31|Exposure=1695.93|MarketValue=1860.93|GainLoss=165|GainLossPcnt=0.0972917514284198|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=525.242422332764|TotalRiskExposure=202.2228|RMultiple=0.82R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
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Symbol=LLY|PurchaseDate=6/10/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=2|PurchasePrice=880|CurrentPrice=891.46|Exposure=1760|MarketValue=1782.92|GainLoss=22.9200000000001|GainLossPcnt=0.0130227272727273|PositionRiskDecimal=0.12|R=103.8|C=237.0795|P=2.28400289017341|InitialStopLimit=774.4|TrailingStopLimit=829.77307510376|TotalRiskExposure=207.6|RMultiple=0.11R|Volatility=34.7464294433594|Volume=0|LastStopAdjustment=6/18/2024 12:00:00 AM|Comment=Price changed on 6/11/2024 from $865.00 to $880.00
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Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=20.16|Exposure=538.2|MarketValue=604.8|GainLoss=66.5999999999999|GainLossPcnt=0.123745819397993|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.3692856907845|TotalRiskExposure=72.648|RMultiple=0.92R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
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Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=262.72|Exposure=933.68|MarketValue=1050.88|GainLoss=117.2|GainLossPcnt=0.125524805072402|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=230.38135515213|TotalRiskExposure=112.3104|RMultiple=1.04R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=5/23/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42
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Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=311.04|Exposure=1144|MarketValue=1244.16|GainLoss=100.16|GainLossPcnt=0.0875524475524476|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=280.400859737396|TotalRiskExposure=141.0336|RMultiple=0.71R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=5/29/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00
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Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=14.61|Exposure=833.56|MarketValue=759.72|GainLoss=-73.84|GainLossPcnt=-0.0885839051777917|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.74R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03
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Symbol=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=610.18|Exposure=1695.93|MarketValue=1830.54|GainLoss=134.61|GainLossPcnt=0.07937237975624|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=525.242422332764|TotalRiskExposure=202.2228|RMultiple=0.67R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
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Symbol=LLY|PurchaseDate=6/10/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=2|PurchasePrice=880|CurrentPrice=885.99|Exposure=1760|MarketValue=1771.98|GainLoss=11.98|GainLossPcnt=0.00680681818181819|PositionRiskDecimal=0.12|R=103.8|C=237.0795|P=2.28400289017341|InitialStopLimit=774.4|TrailingStopLimit=829.77307510376|TotalRiskExposure=207.6|RMultiple=0.06R|Volatility=34.7464294433594|Volume=0|LastStopAdjustment=6/18/2024 12:00:00 AM|Comment=Price changed on 6/11/2024 from $865.00 to $880.00
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TotalPositions=100
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Symbol=CDNS|PurchaseDate=8/25/2020 12:00:00 AM|SellDate=9/3/2020 12:00:00 AM|Shares=16|PurchasePrice=111.82|CurrentPrice=109.57|Exposure=1789.12|MarketValue=1753.12|GainLoss=-36|GainLossPcnt=-0.0201216240386335|PositionRiskDecimal=0.12|R=13.3512|C=225.6365|P=16.9000913775541|InitialStopLimit=97.9088|TrailingStopLimit=109.599856939316|TotalRiskExposure=213.6192|RMultiple=-0.17R|Volatility=2.3209912776947|Volume=1767980|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.
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Symbol=LULU|PurchaseDate=8/28/2020 12:00:00 AM|SellDate=9/4/2020 12:00:00 AM|Shares=3|PurchasePrice=377.5|CurrentPrice=370.23|Exposure=1132.5|MarketValue=1110.69|GainLoss=-21.8099999999999|GainLossPcnt=-0.0192582781456953|PositionRiskDecimal=0.12|R=45.2976|C=136.6285|P=3.01624147857723|InitialStopLimit=332.1824|TrailingStopLimit=372.562428512573|TotalRiskExposure=135.8928|RMultiple=-0.16R|Volatility=25.858959197998|Volume=2871665|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.
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@@ -115,7 +115,7 @@ Symbol=QLYS|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=5/8/2024 12:00:00 AM|Sha
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Symbol=APG|PurchaseDate=11/8/2023 12:00:00 AM|SellDate=5/17/2024 12:00:00 AM|Shares=77|PurchasePrice=27.08|CurrentPrice=36.07|Exposure=2085.16|MarketValue=2777.39|GainLoss=692.23|GainLossPcnt=0.331979320531758|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=36.095428853035|TotalRiskExposure=248.7408|RMultiple=2.78R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Manual close.
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Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=6/4/2024 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=78.42|Exposure=714|MarketValue=1097.88|GainLoss=383.88|GainLossPcnt=0.53764705882353|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=78.4481719017029|TotalRiskExposure=84.504|RMultiple=4.54R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=5/31/2024 12:00:00 AM|Comment=Closed due to trailing stop.
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Symbol=HNI|PurchaseDate=5/17/2024 12:00:00 AM|SellDate=6/10/2024 12:00:00 AM|Shares=49|PurchasePrice=45.86|CurrentPrice=43.59|Exposure=2247.14|MarketValue=2135.91|GainLoss=-111.23|GainLossPcnt=-0.0494984736153509|PositionRiskDecimal=0.12|R=5.5176|C=272.5435|P=49.3952986805858|InitialStopLimit=40.36|TrailingStopLimit=43.6133572387695|TotalRiskExposure=270.3624|RMultiple=-0.41R|Volatility=1.81974124908447|Volume=0|LastStopAdjustment=6/3/2024 12:00:00 AM|Comment=Manual close.
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TotalCandidates=74
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TotalCandidates=71
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Symbol=CLS|AnalysisDate=5/23/2024 12:00:00 AM|EPSSlope=0.325000047683716|ProfitMarginSlope=0.132425308227539|PriceSlope=0.00536570113185157|Volatility=3.07577896118164|Volume=0|Violation=False|Slope=0.00536570113185157|Score=3.66444100583813|AnnualizedReturn=3.86575376080901|SharpeRatio=0.524812425738442|RSquared=0.947924061534445|BetaMonths=6|Beta=1.94408550251252
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Symbol=XPO|AnalysisDate=2/21/2024 12:00:00 AM|EPSSlope=0.650000035762787|ProfitMarginSlope=0.792221069335938|PriceSlope=0.00470998447682055|Volatility=13.2911081314087|Volume=0|Violation=False|Slope=0.00470998447682055|Score=2.94424897260559|AnnualizedReturn=3.27695975358198|SharpeRatio=0.11096060540031|RSquared=0.898469677385352|BetaMonths=6|Beta=1.06420729450165
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Symbol=NVDA|AnalysisDate=1/10/2024 12:00:00 AM|EPSSlope=1.71500015258789|ProfitMarginSlope=4.66203308105469|PriceSlope=0.00399962884343909|Volatility=19.6822376251221|Volume=0|Violation=False|Slope=0.00399962884343909|Score=2.26638235958612|AnnualizedReturn=2.73985902554854|SharpeRatio=0.380241182115924|RSquared=0.8271894058974|BetaMonths=6|Beta=1.32283271801082
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@@ -123,7 +123,6 @@ Symbol=SFM|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.195000052452087|ProfitM
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Symbol=LMB|AnalysisDate=5/21/2024 12:00:00 AM|EPSSlope=0.180000066757202|ProfitMarginSlope=0.837970733642578|PriceSlope=0.00303973136288908|Volatility=2.44084787368774|Volume=0|Violation=False|Slope=0.00303973136288908|Score=1.74214054458443|AnnualizedReturn=2.15117091054207|SharpeRatio=0.258412990025846|RSquared=0.809856871923502|BetaMonths=6|Beta=4.36935340697275
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Symbol=PSN|AnalysisDate=3/1/2024 12:00:00 AM|EPSSlope=0.074999988079071|ProfitMarginSlope=1.66196250915527|PriceSlope=0.0022015132913277|Volatility=5.04698181152344|Volume=0|Violation=False|Slope=0.0022015132913277|Score=1.61721113296633|AnnualizedReturn=1.74156014999438|SharpeRatio=-0.0137289962209611|RSquared=0.928599068468326|BetaMonths=6|Beta=0.0218239744728337
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Symbol=FICO|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.585000038146973|ProfitMarginSlope=0.605533599853516|PriceSlope=0.00241031864783711|Volatility=96.2378005981445|Volume=0|Violation=False|Slope=0.00241031864783711|Score=1.60738953634386|AnnualizedReturn=1.83565304174338|SharpeRatio=-0.152899685489844|RSquared=0.875649972947648|BetaMonths=6|Beta=3.07185389737668
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Symbol=ELF|AnalysisDate=12/22/2023 12:00:00 AM|EPSSlope=0.180000066757202|ProfitMarginSlope=0.890480041503906|PriceSlope=0.00314930680277228|Volatility=9.68405628204346|Volume=0|Violation=False|Slope=0.00314930680277228|Score=1.59871373544819|AnnualizedReturn=2.21139892785266|SharpeRatio=0.16172845970472|RSquared=0.722942258546083|BetaMonths=6|Beta=2.45253996916873
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Symbol=SAIA|AnalysisDate=2/26/2024 12:00:00 AM|EPSSlope=0.335000038146973|ProfitMarginSlope=0.0959281921386719|PriceSlope=0.00260843242341365|Volatility=14.1582889556885|Volume=0|Violation=False|Slope=0.00260843242341365|Score=1.58033003145278|AnnualizedReturn=1.92962362452591|SharpeRatio=-0.105201071463255|RSquared=0.818983563098246|BetaMonths=6|Beta=1.5879090131986
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Symbol=LDOS|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.449999988079071|ProfitMarginSlope=0.539821624755859|PriceSlope=0.00210696835105455|Volatility=5.35368156433105|Volume=0|Violation=False|Slope=0.00210696835105455|Score=1.57406181949042|AnnualizedReturn=1.70055730611617|SharpeRatio=-0.173956124879767|RSquared=0.925615275550671|BetaMonths=6|Beta=0.357333996634106
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Symbol=MEDP|AnalysisDate=2/21/2024 12:00:00 AM|EPSSlope=0.175000190734863|ProfitMarginSlope=0.237223625183105|PriceSlope=0.00225067739314106|Volatility=41.6691055297852|Volume=0|Violation=False|Slope=0.00225067739314106|Score=1.53323688898183|AnnualizedReturn=1.76327116964554|SharpeRatio=-0.316153274598069|RSquared=0.869541177429927|BetaMonths=6|Beta=1.32396232328526
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@@ -148,7 +147,6 @@ Symbol=ACIW|AnalysisDate=5/9/2024 12:00:00 AM|EPSSlope=0.155000001192093|ProfitM
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Symbol=MLM|AnalysisDate=2/29/2024 12:00:00 AM|EPSSlope=0.800000190734863|ProfitMarginSlope=5.76914501190186|PriceSlope=0.00155622024335788|Volatility=15.3591909408569|Volume=0|Violation=False|Slope=0.00155622024335788|Score=1.14617116018832|AnnualizedReturn=1.48018562369384|SharpeRatio=-0.352760299322108|RSquared=0.774342853923968|BetaMonths=6|Beta=0.950713532897981
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Symbol=AMAT|AnalysisDate=2/16/2024 12:00:00 AM|EPSSlope=0.264999866485596|ProfitMarginSlope=0.235013961791992|PriceSlope=0.00151750491416847|Volatility=10.4882020950317|Volume=0|Violation=False|Slope=0.00151750491416847|Score=1.13374489144559|AnnualizedReturn=1.46581476047634|SharpeRatio=-0.276889339897599|RSquared=0.773457139343559|BetaMonths=6|Beta=1.4673190349198
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Symbol=URI|AnalysisDate=2/28/2024 12:00:00 AM|EPSSlope=0.430000305175781|ProfitMarginSlope=0.901739120483398|PriceSlope=0.002022955917901|Volatility=13.156928062439|Volume=0|Violation=False|Slope=0.002022955917901|Score=1.10877428481026|AnnualizedReturn=1.66493301486544|SharpeRatio=-0.107636746436264|RSquared=0.665957293723235|BetaMonths=6|Beta=2.44302787711302
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Symbol=RAMP|AnalysisDate=12/22/2023 12:00:00 AM|EPSSlope=0.264999985694885|ProfitMarginSlope=1.73548889160156|PriceSlope=0.00162597659240206|Volatility=1.19441902637482|Volume=0|Violation=False|Slope=0.00162597659240206|Score=1.07675768584491|AnnualizedReturn=1.50643525457804|SharpeRatio=-0.127902261843201|RSquared=0.714771964193387|BetaMonths=6|Beta=1.86540403725401
|
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Symbol=PRMW|AnalysisDate=5/24/2024 12:00:00 AM|EPSSlope=0.0599999874830246|ProfitMarginSlope=1.15431976318359|PriceSlope=0.00157435496869543|Volatility=0.817748606204987|Volume=0|Violation=False|Slope=0.00157435496869543|Score=1.06331977144258|AnnualizedReturn=1.48696547915033|SharpeRatio=-0.345359143262464|RSquared=0.715093784188029|BetaMonths=6|Beta=0.963908694849124
|
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Symbol=STRA|AnalysisDate=4/25/2024 12:00:00 AM|EPSSlope=0.430000066757202|ProfitMarginSlope=2.66930389404297|PriceSlope=0.00152479506046695|Volatility=5.0346417427063|Volume=0|Violation=False|Slope=0.00152479506046695|Score=1.05337573121181|AnnualizedReturn=1.46851010857369|SharpeRatio=-0.433925175724424|RSquared=0.717309145549506|BetaMonths=6|Beta=0.803064075389593
|
||||
Symbol=CRM|AnalysisDate=1/18/2024 12:00:00 AM|EPSSlope=0.51500004529953|ProfitMarginSlope=0.526821136474609|PriceSlope=0.00148270018205294|Volatility=7.87914657592773|Volume=0|Violation=False|Slope=0.00148270018205294|Score=1.0387338711285|AnnualizedReturn=1.45301461912677|SharpeRatio=0.0513663331602581|RSquared=0.714881913406178|BetaMonths=6|Beta=2.0508840753371
|
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@@ -172,7 +170,6 @@ Symbol=DVA|AnalysisDate=3/5/2024 12:00:00 AM|EPSSlope=0.514999866485596|ProfitMa
|
||||
Symbol=KRO|AnalysisDate=5/10/2024 12:00:00 AM|EPSSlope=0.0600000023841858|ProfitMarginSlope=1.97308254241943|PriceSlope=0.00120024931998847|Volatility=0.479305744171143|Volume=0|Violation=False|Slope=0.00120024931998847|Score=0.458255830885214|AnnualizedReturn=1.35318737566727|SharpeRatio=-0.182419343126205|RSquared=0.33864920640369|BetaMonths=6|Beta=2.66308947753423
|
||||
Symbol=PNTG|AnalysisDate=3/19/2024 12:00:00 AM|EPSSlope=0.0150000005960464|ProfitMarginSlope=0.256718635559082|PriceSlope=0.00115512164101161|Volatility=0.605867862701416|Volume=0|Violation=False|Slope=0.00115512164101161|Score=0.438485197035373|AnnualizedReturn=1.33788586253553|SharpeRatio=-0.266780637458695|RSquared=0.327744846787129|BetaMonths=6|Beta=2.32951359768655
|
||||
Symbol=EGO|AnalysisDate=4/9/2024 12:00:00 AM|EPSSlope=0.319999992847443|ProfitMarginSlope=6.40021133422852|PriceSlope=0.00104702844480715|Volatility=0.8255814909935|Volume=0|Violation=False|Slope=0.00104702844480715|Score=0.432978091180489|AnnualizedReturn=1.30193441249717|SharpeRatio=-0.109805382284213|RSquared=0.332565209909475|BetaMonths=6|Beta=0.813209195449418
|
||||
Symbol=MLNK|AnalysisDate=12/21/2023 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.463153839111328|PriceSlope=0.00101203950635213|Volatility=1.54830455780029|Volume=0|Violation=False|Slope=0.00101203950635213|Score=0.421145038714849|AnnualizedReturn=1.29050544001644|SharpeRatio=-0.125294764101559|RSquared=0.326341157236412|BetaMonths=6|Beta=2.04679336686061
|
||||
Symbol=JELD|AnalysisDate=12/28/2023 12:00:00 AM|EPSSlope=0.449999988079071|ProfitMarginSlope=0.890069007873535|PriceSlope=0.00118595859135882|Volatility=0.89388632774353|Volume=0|Violation=False|Slope=0.00118595859135882|Score=0.402784242482121|AnnualizedReturn=1.34832295549438|SharpeRatio=-0.000322018835430665|RSquared=0.298729796775162|BetaMonths=6|Beta=4.32299053915821
|
||||
Symbol=ASML|AnalysisDate=3/7/2024 12:00:00 AM|EPSSlope=0.449999809265137|ProfitMarginSlope=0.0100250244140625|PriceSlope=0.00097196036378699|Volatility=38.5083808898926|Volume=0|Violation=False|Slope=0.00097196036378699|Score=0.380310758482767|AnnualizedReturn=1.2775370078952|SharpeRatio=-0.083178801726235|RSquared=0.297690600062808|BetaMonths=6|Beta=2.11992387098915
|
||||
Symbol=LPX|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.605000019073486|ProfitMarginSlope=0.081202507019043|PriceSlope=0.000934774454541428|Volatility=8.17436504364014|Volume=0|Violation=False|Slope=0.000934774454541428|Score=0.326970930107922|AnnualizedReturn=1.26562131859542|SharpeRatio=-0.225816702301543|RSquared=0.258348153040591|BetaMonths=6|Beta=1.69197602281854
|
||||
|
||||
Reference in New Issue
Block a user