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S&P 500 Earnings Yield SpreadThis indicator compares the attractiveness of equities relative to the risk-free rate of return, by comparing the earnings yields of S&P 500 companies to the 10Y treasury yields. "Earnings yield" refers to the net income attributable to shareholders divided by the stock's price - effectively the inverse of the PE ratio. The tangible meaning of this metric is "the annual income received by (attributable to) shareholders as a percent of the price paid to receive said income." Therefore, earnings yield is comparable to bond yields, which are "the annual income received by bond holders as a percent of the price paid to receive said income." This indicator subtracts the earnings yield of S&P 500 companies from the current 10-year treasury bond yield, creating a "spread" between the yields that determines whether equities are currently an attractive investment relative to bonds. That is, if the S&P 500 earnings yield exceeds the 10Y treasury yield, then equity investors are receiving more attributable income per dollar paid than bondholders, which could be an indication that equities are an attractive purchase relative to the risk-free rate. The same applies vice-versa; if the 10Y treasury yield exceeds that of the S&P 500 earnings yield, then equities may not be an attractive investment relative to the risk-free rate. Since data on S&P 500 companies' earnings yields are pulled on a monthly basis, this indicator should be used on a monthly timeframe or longer. Historical data has shown that the critical zones for the indicator are at -4% and +3%, i.e. when equities are trading with a 4% greater yield than 10Y T-bonds and when equities are trading with a 3% lower yield than 10Y T-bonds, respectively. In the "Oversold" case (-4%), equities are trading at a steep discount to the risk-free rate and has often represented a strong buying opportunity. In the "Overbought" case (+3%), equities are trading at a premium to the risk-free rate, which may be an indication that caution should be exercised within the stock market. When the indicator first crosses into "Oversold" territory, this has historically been near a the bottom of a crash on the S&P 500. When the indicator first crosses into the "Overbought" territory, this has often precipitated a correction of 15% on the S&P 500. Some notable "misses," crashes that this indicator missed, include the 1973 stock market crash and the 2008 global recession. However, both of these cases were largely precipitated by unprecedented economic events, as opposed to stocks simply being "Overbought" relative to treasury yields. Nonetheless, this indicator should form only a small portion of your fundamental analysis, as there are many macroeconomic factors that could lead to major corrections besides the impact of treasury yields. Furthermore, it should also be noted that since markets are "forward looking," future earnings growth or interest rate hikes may become "priced into" both the stock and bond markets, affecting the outputs of this indicator. However, since both the stock and bond markets should account for these factors simultaneously, the impact has historically been minimized. I hope you find this indicator to be beneficial to your strategies. Stay safe, and happy trading.
Pine Script™指標
由alexjnelson提供
2
J1 - Glassnode Metrics ToolkitTV announced that you can now pull data from Glassnode! Here you can find every metric available to compare blockchain data from different coins. How to use: - Select your Coin - Select your Metric Then you can enable another coin or the same one to compare data. As per TV's post: Coins: BTC, ETH, LTC, AAVE, ABT, AMPL, ANT, ARMOR, BADGER, BAL, BAND, BAT, BIX, BNT, BOND, BRD, BUSD, BZRX, CELR, CHSB, CND, COMP, CREAM, CRO, CRV, CVC, CVP, DAI, DDX, DENT, DGX, DHT, DMG, DODO, DOUGH, DRGN, ELF, ENG, ENJ, EURS, FET, FTT, FUN, GNO, GUSD, HEGIC, HOT, HPT, HT, HUSD, INDEX, KCS, LAMB, LBA, LDO, LEO, LINK, LOOM, LRC, MANA, MATIC, MCB, MCO, MFT, MIR, MKR, MLN, MTA, MTL, MX, NDX, NEXO, NFTX, NMR, Nsure, OCEAN, OKB, OMG, PAX, PAY, PERP, PICKLE, PNK, PNT, POLY, POWR, PPT, QASH, QKC, QNT, RDN, REN, REP, RLC, ROOK, RPL, RSR, SAI, SAN, SNT, SNX, STAKE, STORJ, sUSD, SUSHI, TEL, TOP, UBT, UMA, UNI, USDC, USDK, USDT, UTK, VERI, WaBi, WAX, WBTC, WETH, wNMX, WTC, YAM, YFI, ZRX. Metrics: ACTIVEADDRESSES — Number of Active Addresses SENDINGADDRESSES — Number of Sending Addresses RECEIVINGADDRESSES — Number of Receiving Addresses NEWADDRESSES — Number of New Addresses ADDRESSES — Number of Addresses BLOCKS — Block Height BLOCKSMINED — Number of Blocks Mined BLOCKMEANINTERVAL — Mean Block Interval BLOCKMEDIANINTERVAL — Median Block Interval TOTALBLOCKSIZE — Total Block Size MEANBLOCKSIZE — Mean Block Size TOTALTXFEES — Total Transaction Fees MEANTXFEES — Mean Transaction Fees MEDIANTXFEES — Median Transaction Fees TOTALTXFEESUSD — Total Transaction Fees in USD MEANTXFEESUSD — Mean Transaction Fees in USD MEDIANTXFEESUSD — Median Transaction Fees in USD TOTALGASUSED — Total Gas Used MEANGASUSED — Mean Gas Used MEDIANGASUSED — Median Gas Used MEANTXGASPRICE — Mean Transaction Gas Price in gwei MEDIANTXGASPRICE — Median Transaction Gas Price in gwei MEANTXGASPRICEUSD — Mean Transaction Gas Price in USD MEDIANTXGASPRICEUSD — Median Transaction Gas Price in USD MEANGASLIMIT — Mean Transaction Gas Limit MEDIANGASLIMIT — Median Transaction Gas Limit MARKETCAP — Market Cap DIFFICULTY — Mining Difficulty HASHRATE — Mean Hash Rate ATHDRAWDOWN — Price Drawdown from ATH SOPR — Spent Output Profit Ratio (SOPR) NEWDEPOSITS — Number of New Deposits NEWSTAKED — Amount of New Value Staked NEWSTAKEDUSD — Amount of New Value Staked in USD NEWVALIDATORS — Number of New Validators DEPOSITS — Total Number of Deposits STAKED — Total Value Staked STAKEDUSD — Total Value Staked in USD VALIDATORS — Total Number of Validators PHASE0GOAL — Phase 0 Staking Goal ACTIVE1Y — Percent of Supply Last Active 1+ Years Ago TXS — Number of Transactions TXSPS — Number of Transactions per Second TFSPS — Number of Transfers per Second TOTALTXSIZE — Total Size of Transactions MEANTXSIZE — Mean Size of Transfers TOTALVOLUME — Total Transfer Volume TOTALVOLUMEUSD — Total Transfer Volume in USD MEANVOLUME — Mean Transfer Volume MEANVOLUMEUSD — Mean Transfer Volume in USD MEDIANVOLUME — Median Transfer Volume MEDIANVOLUMEUSD — Median Transfer Volume in USD UTXOCREATED — Number of Created UTXOs UTXOSPENT — Number of Spent UTXOs UTXOTOTAL — Total Numbers of UTXOs in the Network UTXOVALUETOTAL — Total Value of Created UTXOs UTXOVALUETOTALUSD — Total Value of Created UTXOs in USD UTXOVALUEMEAN — Mean Value of Created UTXOs UTXOVALUEMEANUSD — Mean Value of Created UTXOs in USD UTXOVALUEMEDIAN — Median Value of Created UTXOs UTXOVALUEMEDIANUSD — Median Value of Created UTXOs in USD UTXOVALUETOTALSPENT — Total Value of Spent UTXOs UTXOVALUETOTALSPENTUSD — Total Value of Spent UTXOs in USD UTXOVALUEMEANSPENT — Mean Value of Spent UTXOs UTXOVALUEMEANSPENTUSD — Mean Value of Spent UTXOs in USD UTXOVALUEMEDIANSPENT — Median Value of Spent UTXOs UTXOVALUEMEDIANSPENTUSD — Median Value of Spent UTXOs in USD UNISWAPTXS — Number of Transactions on Uniswap UNISWAPTOTALVOLUME — Total Volume Traded on Uniswap UNISWAPTOTALVOLUMEUSD — Total Volume Traded on Uniswap in USD UNISWAPLIQUIDITY — Total Liquidity on Uniswap UNISWAPLIQUIDITYUSD — Total Liquidity on Uniswap in USD
Pine Script™指標
由Jmorgado89提供
6
Financial GrowthThis indicator will acquire the financial data provided by Tradview. the data is compare between Quarter, Annual and TTM in term of percent of growth. YoY, QoQ and CAGR is also available by this script (The minimum is 4). in addition, ploting of data, label and table also available (you can check the mark to toggle on / off). Data : Revenue, Net Income, EBITDA, EPS, DVPS, Free Cash Flow and Forward PE . How to use it. just select the financial data, period and size of data to compare. you can check the box to toggle the plotting line, label and table. Enjoy.
Pine Script™指標
由morzor61提供
62
Stock Value - How Much Stock Should Worth?Stock Value © danny_peanuts There are many method of measuring value of stock. However I'm proposing most basic stock valuation based on Book Value, Earnings, Dividends and Money Supply: SV = (BVPS + EPS + DPS) * (M2/M0) BVPS = Book Value Per Share (Asset - Liability) EPS = Earnings Per Share DPS = Dividends Per Share M2 = M2 Money Supply (Money Market) M0 = M0 Money Supply (Base Money) Fundamental value of a stock should be determine by it's BV which means total asset of a company if were liquidated today and use some of it's asset to pay of the debt. So technically BVPS is the intrinsic value of a stock. However the company is generating an earning which is profit and loss that should be added on top of the fundamental value of company, so thus EPS should be added on top of Book Value Per Share. Aside from earnings, the stock that you purchase give you dividends as your return so DPS also can be included on top of that. So all in all BVPS, EPS and DPS are the primary valuation of the stock. However most of the stock are traded way higher than their fundamental valuation. The main reason of this is the market dynamics which is driven by central banks printing of base money supply M0. The banking credit system then lend out this money to money markets as loan so that peoples can invest and by the company stock. This money supply extension of credit is known as money market M2 which drive the stock inflated price. The ratio between M2 and M0 are the money multiplier effect that drives the stock price higher than it's valuation. So the Stock Value should be the total number of BVPS + EPS + DPS times the M2 money multiplier as shown by this indicator. If the stock are traded above their SV value, that means it's an overpriced bubble If the stock are traded below their SV value, that means it's an underpriced burst
Pine Script™指標
由danny_peanuts提供
10
Close Combination Lock Style - Visual AppealThis creates a combination style closing price change on each tick. It has two theme options, one as silver dials for Dark Theme and the other as black dials for White Theme. We get fixated to watching closing prices on charts and it gets visually daunting. This creates a combination style price change which updates on each tick, which is quite pleasing to the eye. When new price is above current center line, it shift the above prices showing ▲ arrow, and if new price is lower, it will shift the bottom prices showing ▼ arrow. If there is no change in price between the ticks, it will show =.
Pine Script™指標
由processingclouds提供
Market Risk IndicatorThere are many tools for swing traders. Position traders have not as much, perhaps because they live in the fringe zone between fundamental analysis and trend following. In order to bridge this gap between fundamental analysis and technical analysis on large timeframes, we decided to work on building a market indicator that assesses its risk and quantifies it on a single dimension number. The challenge is to consider as input different assets, that individually are themselves often market driving forces, and collectively, more often than not, are sufficient to determine the market status quo. We came up with DXY , US10Y , HYG and WTI. The latter, the bigger the better; the former, vice versa. Each asset is evaluated against its recent max/min range, percentually. The positive ones add up and vice versa. This is still ongoing work. the math and code are simple. the heart of the matter is selecting the proper assets and processing them even better. Thank you.
Pine Script™指標
由greenfield_br提供
8
Silen's Financials Fair ValueIt is finally here! 🔥 My 3rd and most important script in my Financial series! 🚀 Ever imagined to see all fundamentals (or many that is) combined into one indicator that is right on your chart, showing you how your favorite stock is trading compared to its fundamentals? Well, here is your answer! 📡 ____________________________________________________________________________________________ This script shows you my own personal interpretation of fair value, based solely on the financial fundamentals of a company compared to market averages. I don't believe that certain sectors of the market should be priced higher than others. If you look at historical data you'll see that favored sectors always rotate - placing insanely high P/E multiples on some sectors. Once they are "out" and people rotate away from those sectors you're left with nothing but the naked fundamentals that matter. So, you'll see many companies, that have been doing well on paper, see their share price decline by 70-90% for no other reasons than people favoring other sectors. That's why it's even more important to focus on fair value that is solely fundamentals-based. Know when your stock gets to expensive. 🤯 ____________________________________________________________________________________________ To give you some examples: - Most Megacaps trade at historically high valuations, several times my fair value. Those include AAPL, MSFT, NVDA, AMZN, TSLA, JPM, TSM, V and so on. And no, in the past they partially traded below (my) fair value. - Most Cybersecurity / Cloud companies are trading at truly massive multiples of my fair value. (NET, DDOG, etc) - Many Smallcaps & Midcaps are trading several multiples (OESX, CODX, QFIN) below my fair value. And no, in the past they partially traded above (my) fair value. Ok, so much about the market. You ultimately decide how much you want to orientate on fair value. 👨‍🏫 ____________________________________________________________________________________________ This fair value indicator (purple line): Takes the P/E rate of the company and compares it to the market (50% weight) Takes the P/S rate of the company and compares it to the market (50% weight) Then adds boni and mali f or debt/equity rates and debt and equity itself Also looks at past growth and calculates future P/E and P/S rates which adds , in some cases, value to the fair value (green line) Also compares how historical valuations have behaved compared to fair value and simulates a fair value guideline (dark blue line) ____________________________________________________________________________________________ This script is part 3️⃣ of a series of indicators that work well together. Script 1️⃣ of the series is: P/E & P/S Rates Script 2️⃣ of the series is: Debt & Equity If you use all 3 scripts together it will look like this, giving you truly deep and simple information about the fundamentals of a company: Example 1 - AMD Example 2 - HZO Example 3 - APPS I hope this script makes your investing and stock picks a lot easier! 🔆💹🕗 Disclaimer: Fair value is always subjective. There are many different approaches to fair value. This one is only my personal interpretation. Disclaimer 2: This script works only for the Day-Timeframe. Disclaimer 3: This script uses 17,5 P/E and 3,0 P/S as market averages. The actual average keeps changing but, historically speaking, these seemed to be good numbers. Feel free to share your thoughts and feedback! 🙃
Pine Script™指標
由The_Silen提供
18
FX Profit CalculatorWith this indicator, you will be able to see how much you earn in forex in dollar terms. It asks you 3 things when adding the indicator. TP point SL point Position Entry point If you have selected the TP point above, the entry zone below it, and the SL point below it, the indicator will automatically understand that there is a BUY order and will make the calculations accordingly. The same is true for the opposite. When you use the indicator in any parity, you will have problems switching to other parities. So either use it only in one parity, or update your targets from the indicator settings at every parity change. You will get the same error if: Your trading entry point should be between your TP and SL points. If you do not set it this way, the indicator will warn that please fix it. If you are in the trade, tick the settings and show the dollar-based profit of your position according to the instant closing price. The percentage variable works like this: When you adjust for one parity, shifts occur in the chart when you switch to the other parity. When switching to non-circulating graphics at the same prices, the user is prompted to re-enter so that the graphic does not deteriorate. BONUS : You can move these lines up and down with your mouse on the graphic :)
Pine Script™指標
由only_fibonacci提供
5
Silen's Financials Debt & EquityThis Script shows Debt (red) & Equity (green), as well as Total Equity and Net Income in a preformatted way for a symbol. Total revenue's and Net income's visibility is turned off by default and can be activated in the indicator settings. 🍳 Disclaimer: Any content in this script can be completely replicated by using Tradingview's Build-In Financial Indicators: Total debt, Total equity, Net income and Total revenue. It requires a lot of formatting work to get them to this state though. 👌 However, you are going to need 4 Financial Indicators clogging 🚽 your screen. With this indicator you have them preformatted as an overlay on your chart so you know exactly what's going on with your ticker's financials. 💰 I recommend only using Debt & Equity OR Total Equity & Net Income together. Although displaying all 4 indicators together is possible, it will make your chart quite messy. This is how the indicator looks like for Total equity and Net Income: This Script (2) is part of a Series that will contain 3 scripts to help you easily evaluate if a stock is trading in harmony with its fundamentals or not. ☯ Script 1 already exists: Script 3 will be a Fair Value Indicator. 📣 Script 1 and 2 combined will look like this: 🌄 If you have any questions, let me know! 🙂
Pine Script™指標
由The_Silen提供
9
Estimate, Earnings, Surprise EarningsThis plot helps you to show estimate earnings , reported earnings , and surprise earnings of a company inside a chart. Estimate earnings is the projection of earnings of a company by the analysts for a given period of time. Earnings is a company's reported profits (or sometimes a loss if going negative) in a given quarter or fiscal year. Surprise earnings is an earning (or sometimes a loss if going negative) which is above (or even below) the estimated or reported earnings. Estimate earning is plotted by white lines Reported Earnings is plotted by columns, where positive number is blue and negative number is purple. Surprise Earnings is plotted by columns, where positive number is green and negative number is red. You surely will be able to tweak and customize all the colors above with color you find comfortable. Since earnings are reported every quarter of the year, this plot will gives a good view when you put it inside a 3 Months timeframe. Hope this helpful.
Pine Script™指標
由CutlossTrade提供
7
TradingGroundhog - Fundamental Analysis - Multiple RSI Ema(Script Available Version of my previous Fundamental Analysis - Multiple RSI Ema ) As the number of crypto currencies is expanding, we need to find the one which will boom in the next months, weeks or even days. Therefore, I present to you a Fundamental Analysis tool based on RSI built in order to compare the RSI between the diverse cryptocurrencies. When cryptocurrencies start to trend, become active, minable and especially "buyable", people are investing their money into them. As a result,the Daily RSI rises and the price of the crypto in question increases steadily. With "Fundamental Analysis - Multiple RSI EMA" you can : Follow up to 20 RSI from different exchanges at the same time. Find easily Increasing/Decreasing RSI as the lines get transparent if their RSI decrease. You can also select market with high potential of booming as : Booming Market : 60 < Daily RSI <= 100 (Strong green background) Potent Market : 55 < Daily RSI <= 60 (Light green background) Sleepy Market : 50 < Daily RSI <= 55 (Light red background) Dying Market : 0 < Daily RSI <= 50 (Strong red background) Futur booming crypto will go from the Potent Market to the Booming Market Can be used with the following time frames depending on the necessity: 4H Daily (Preferred) Weekly Monthly Good trades ! Disclaimer (As it should always be one to any script) *** This script is intended for and only to be used for personal purposes only. No such information provided by it constitutes advice or a recommendation for any investment or trading strategy for any specific person. There is no guarantee presented or implied as to the accuracy of specific forecasts, projections, or predictive statements offered by the script. Users of the script agree that its original developer does not take responsibility for any of your investment decisions. Please seek professional advice before trading. ***
Pine Script™指標
由UnknownUnicorn27666852提供
1
Profit Percentage TrackerThis script provides a quick and easy way to visualize profits in a chart, based on the given entry date and price. Optionally, alerts can be sent when profits cross up the given " profit unit ". In short: Tracks how much profit one could take based on the input " entry date " and the input " entry price " These inputs are interactive (www.tradingview.com) Displays the result in a label on top of the last candle (Optional) Sends alerts based on the given " profit unit ", that is: if ' 0.5 ' is given, then an alert is triggered every time the profit is raised by that number (Be careful with low values, as TradingView could stop an alert if it triggers too much.) For alerts to be displayed, a " script alert " must be created right after the script was added to the chart: - www.tradingview.com (Choose ' Profits ' as condition and ' Any alert() function call ') Good to know: if you check " Notify on app ", alerts can be delivered directly to your phone: i.imgur.com Prerequirements : The chart's timezone has to be set to " Exchange " (this is required in order to support the alert's logic): - kodify.net
Pine Script™指標
由backslash-f提供
26
© AlpHay : SECURITY FUNDAMENTAL TABLE// Equity Fundamental Data Report Table: // Data Provider: Tradingview // I am not a financial advisor or expert. // This is my interpretation of this data. Consider this data doesn't represent the whole picture of what is going on! // If you find some fundamentally wrong thinking about this approach, please inform me. // I am open to suggestions. I am also looking for answers. // Use it with a daily timeframe for data consistency. // You can change or customize the threshold values whatever you want. // www.tradingview.com
Pine Script™指標
由AlpHay提供
8
Silen's Financials P/E & P/S[x10] RatesThis script aims to give a better visualization of P/E and P/S rates compared to the build-in "Price to earnings ratio" and "Price to sales ratio" in the "Financials" Section of Tradingview. For those of you don't know, those rates compare earnings and sales with your share price in regard to market cap and outstanding shares. The scripts differs to the build-in versions in the following points: - P/E & P/S rates are combined in one indicator - Negative P/E rates are displayed better: Positive P/E rates are green, Negative P/E rates are red - For visualization reasons, the indicator will cap positive and negative P/E rates at 100. (P/E rates above those levels are not siginificant either way) - P/E & P/S rate are directly displayed on the graph - Both P/E and P/S rates are combined on one left scale - For visualization reasons, P/S rate is showing 10x the actual P/S rate. Using the standard P/S rate would result in hard-to-recognize changes of the P/S line. To sum up: - Positive P/E rates are green - Negative P/E rate are red - P/S rates are multiplied by 1 0 - P/S rates are yellow How to use P/E and P/S rates: The US market average for P/E rates is roughly ~18 in the US right now (10/2022) while the market average for P/S rates is roughly ~3 in the US. Note that average P/E and P/S can change when the market situation changes. P/E and P/S rates help you value your stock better and help you decide whether your stock is undervalued or overvalued compared to the market or the industry when it comes to earnings and sales. If you compare to Market averages, a positive P/E of less than 18 means that your stock is likely unvervalued. A P/S rate below 3 (30 in the chart!) means that your stock is likely undervalued as well. If your stock shows rates above those, it is likely that it is overvalued compared to market averages. Please note that P/E and P/S rates are not the only factors that make up a stock valuation. Valuations are complex and subjective. A positive P/E rate also means that your company is profitable. A Negative P/E rate means that your company is unprofitable. If you have any questions or feedback let me know! Disclaimer: This script doesn't show the actual P/S rate. It shows the P/S rate multiplied by 10, due to visualization issues. Positive P/E Rates above 100 are displayed as 100. Positive P/E rates are green, Negative P/E rates are red and multiplied by -1. Disclaimer2: @Tradingview_Team: I couldn't find the right category for this script but categories are mandatory. I assume that "Breadth Indicators" is still the closest there is. Please let me know if you want me to change the category. Disclaimer3: For visualization, the opacity of the displayed image is 70%. The standard opacity for the P/E and P/S lines is 50% and can be changed in the indicator settings. I found this setting more useful when working together with other indicators on the same chart Disclaimer4: Earnings Per Share, Total Revenue used are TTM. Total Shares Outstanding used are FQ.
Pine Script™指標
由The_Silen提供
10