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Questions tagged [stock-analysis]

For questions related to the analysis of stock prices, stock markets, etc.

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1answer
52 views

What are the ways to price a holding company?

I would like to know how people value holding companies. I guess the most famous one is Berkshire ($BRK.A - $BRK.B). And others exist. These holdings usually have a lot of exposure to realestate, PE ...
2
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1answer
161 views

Understanding about Williams' Alligator Indicator?

I recently discovered that Williams' Alligator indicator can be used to identify current stock trend. But there's something that make me curious: Can that indicator only be used for short-term trades?...
2
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1answer
424 views

Simple tool for running what-if analysis on a set of ticker symbols?

There are a lot of heavy-duty portfolio analysis tools out there, but what I'm looking for is (I think) much simpler. I simply want to: Enter a ticker symbol (could be mutual fund or ETF), along with ...
1
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1answer
38 views

Why is 8K Q4 income statement metrics be different from the difference between 10-K and the Q1-Q3 metrics?

For SEC filings, why would 8K income statement metrics be different from the 10-K metrics? Ie. share count reported in the 8K quarter 4 report is different from share count in 10-K Why can't you ...
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1answer
2k views

How is ATR multiple calculated in Trend “Turtle” Trading?

I have been reading a few books about trend trading and the famed "Turtle" strategy. One concept that is evading me is how the ATR multiple for risk is calculated. I think I understand how to make the ...
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1answer
480 views

Finding Uncorrelated Assets

I own a particular security. How can I find another security, which has uncorrelated or negatively correlated (anti correlated) returns with the one I already own? I would like both securities to ...
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1answer
41 views

Differing Trailing PE Ratios Yahoo Finance and Reuters and Industry PE

For example, consider XRX. Is the differing PE Ratio of between Reuters and Yahoo Finance simply because one made a mistake? Ideally, I'd like Reuters' answer to be correct since they display ...
3
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0answers
737 views

Earnings Per Share Metric on Google Finance vs. Yahoo Finance

I'm new to both sites (and investing) and I noticed that EPS on Google Finance is different than that of Yahoo's EPS metric (e.g. GE's EPS as of March 18 is Google: 1.01, Yahoo (Diluted EPS): .89 ). ...
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0answers
87 views

How are candlestick dojis defined technically?

I´m trying to programmatically analyse candle stick pattern: I have historical OCHL data that I want to perform an automated analysis on, via b4j which is a programming language. The thing is that I ...
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0answers
52 views

What percent of first post-IPO earnings reports are disappointing?

It seems like every time a company has its IPO, the next earnings report fails to meet expectations and the stock price plummets. Shouldn't expectations be lower considering the frequency at which ...
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0answers
185 views

Does the FFT of a price series hold any significance?

I'm just wondering whether spectral/frequency information (by means of a Fast Fourier Transform) about a stock's price series holds any significance in investment? My expectation is that it would ...
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0answers
73 views

Question about beta - trading

I've been a bit stuck with this question: "If a portfolio P had a predicted beta=1.05 wrt to an index, and that index later underperformed Treasury Bills by 5%, what would be the expected return of ...
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0answers
89 views

Forward Contract Extension

I was reading this article Below is a small snippet from the article. I'm wondering how Barrick gold could extend the hedge at its own option. How would this be executed and how do they have this ...
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0answers
21 views

Relevant fields for mutual funds in Bloomberg Spreadsheet Builder

I need to do an analysis of the performance of Western-European mutual funds over the past 10 years. Therefore, I use Bloomberg to retrieve relevant data. In the Bloomberg Excel spreadsheet builder I ...
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0answers
37 views

What is BuyQty, SellQty, LTQ in tick data?

Here is an snippet from tick data for a stock from NSE: I have the following questions: Why are the BuyQty and SellQty different? Shouldn't they match? Shouldn't LTQ = BuyQty+SellQty?
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0answers
56 views

Arbitrage strategy for a given put option price

Binomial Option pricing model question In the following question, S0 = stock price at time t = 0, u = up factor, d = down factor. r = risk free interest rate. Stock price at time t = 1 is either S0*...
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0answers
361 views

Help identifying trading strategy based on Mandelbrot

I came across a set of pictures regarding a trading strategy using pure mathematics. Normally, I am quite skeptic regarding any strategy that uses some sort of 'golden formula', but this particular ...