Subject: Re: Rankings for 18Sep2023
Please note that I have slightly modified the definitions of the ROE_Cash and ROE_Cash2 screen, as I discussed recently. I've added the crap filter Current EPS>0 to both screens. The Radiscripts for both screens are shown below.
Elan
Define {ROE_Cash}
Uses [Timeliness Rank] [Return On Shareholders Equity] [Cash] [Long-Term Debt Latest Qtr] [Market Cap $ (Mil)] [Domicile Code] [SIC Code] [ROE Latest Qtr] [Current EPS]
Deblank [Timeliness Rank] [Return On Shareholders Equity] [Cash] [Long-Term Debt Latest Qtr] [Market Cap $ (Mil)] [Domicile Code] [SIC Code] [ROE Latest Qtr] [Current EPS]
Create [CashminusLTD] :([Cash]-[Long-Term Debt Latest Qtr])
Keep :[Timeliness Rank]<=5
Keep :OR([SIC Code]<6000,[SIC Code]>6999)
Keep :[Domicile Code]="US"
Keep :[Current EPS]>0
Sort Descending [Return On Shareholders Equity]
Top :500 PlusTies
Sort Descending [CashminusLTD]
Top :30
End
Define {ROE_Cash2}
Uses [Timeliness Rank] [Long-Term Debt Latest Qtr] [Market Cap $ (Mil)] [Domicile Code] [SIC Code] [Return On Shareholders Equity] [ROE Latest Qtr] [Cash] [Current EPS]
Deblank [Timeliness Rank] [Long-Term Debt Latest Qtr] [Market Cap $ (Mil)] [Domicile Code] [SIC Code] [Return On Shareholders Equity] [ROE Latest Qtr] [Cash] [Current EPS]
Create [CashminusLTD] :([Cash]-[Long-Term Debt Latest Qtr])
Keep :[Timeliness Rank]<=5
Keep :OR([SIC Code]<6000,[SIC Code]>6999)
Keep :[Domicile Code]="US"
Keep :[Current EPS]>0
Sort Descending [Return On Shareholders Equity]
Top :60 PlusTies
Sort Descending [CashminusLTD]
Top :30
End