What’s new – August 2019

During the past 6 months, Uncle Stock received a lot of suggestions. Many of these suggestions are added to the product. This post gives a brief overview on the most important metrics and features that have been added over the last 6 months.

Fundamental indicators

  • Reinvestment (and research) indicators: Long-term Reinvestments/ Assets, Long-term Reinvestments/ Market cap, Long-term Reinvestments return, CFO diff/ Long-term Reinvestments, Price/ Research, Capex/ Assets, R&D to Assets, R&D growth metrics
  • Held by executives
  • Enterprise Value/ Capital Employed
  • Change in Net Cash to Market Cap
  • Cash ROA, Cash ROE, Free Cash ROE
  • CFO/Sales
  • Net Borrowings
  • Short interest ratio
  • Buyback ratio
  • Earnings surprise
  • Net income yield on Enterprise Value
  • External Financing Ratio
  • Shareholder yield
  • Free Cash Flow to the Firm, and use this for DCF
  • Free Cash Flow to Equity
  • Free Cash Flow adjusted for R&D and Adjusted Free Cash Flow yield on Price
  • EBITA
  • Total Owner Return and Net Owner Return
  • Coefficient of variation for profitability indicators
  • Compare yearly growth standard deviation with sector/industry
  • Downside Risk on margins
  • Normalisation of scores

Technical / momentum indicators

  • Moving Average Slope
  • Sharp ratio
  • RSI
  • MACD: more periods
  • Price to Top
  • Total return
  • Price Compound Daily Growth Rate (60d) and deviation
  • Price yearly change standard deviation

New information

  • Holder information
  • Key executives information

Backtesting

  • Rebalance frequency: Quarterly, half-yearly and 2&3 yearly rebalancing
  • Position strategy: excess cash in Bonds
  • Rebalancing based on technical indicators, stop loss.
  • Compare backtest result with indexes
  • Monte Carlo variants
  • Shorting
  • Measure reliability and volatility of the result
  • Added 5.000 extra delisted stocks

New features

  • Simulation
  • Customize visible metrics. Basic and Advanced view
  • Search within the components of indexes, funds or institutions
  • Search based on exchanges
  • Email notifications based on any condition
  • Portfolio management: added cash position

Other

  • Improved data quality
  • Improved usability
  • Increased performance of loading stocks and backtesting
  • New tutorial movies

Author: peternees

Founder of Uncle Stock