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
