No. of Recommendations: 11
I'm not sure what code is used to generate the rankings. The SIP screens {ROE_Cash_boris} and {ROE_Cash_elann} most recent picks agree, except for 6 out of 25 that are only in {ROE_Cash_elann}:
Equinor ASA ADR (EQNR)
Netease Inc ADR (NTES)
PDD Pinduoduo Inc. is based in Shanghai, China.
ASML Asml Holdings NY Reg ADR
Ferguson Plc (FERG)
Southern Copper Corp (SCCO)
These are ADRs or maybe foreign based stocks. I would have expected ADRs in {ROE_Cash_boris}, and so maybe the screen rankings are switched?
=== links ===
SI Pro Rankings 2023-12-29
https://www.shrewdm.com/MB?pid=528698719elann ROE_Cash in GTR1
http://www.datahelper.com/mi/search.phtml?nofool=y...Define {ROE_Cash2020_20201025_borisnand}
Uses [SI Equity (common) Q1] [SI Net income 12m] [SI Price/FCFPS] [SI Sector] [SI Long-term debt Q1] [SI Short-term debt Q1] [SI Cash Q1] [SI Short-Term Investments Q1]
Deblank [SI Equity (common) Q1] [SI Net income 12m] [SI Price/FCFPS] [SI Sector]
Keep :[SI Sector]<>"07-Financial"
Keep :[SI Sector]<>"55 - Financials"
Keep :[SI Price/FCFPS]>0
Keep :Equity (common) Q1>0
Create [ROE] :100*[SI Net income 12m]/[SI Equity (common) Q1]
Keep :[ROE]>18
Create [CashMinusDebt] :[SI Cash Q1]+[SI Short-Term Investments Q1]-[SI Short-term debt Q1]-[SI Long-term debt Q1]
FinalSort Descending [CashMinusDebt]
End
http://www.datahelper.com/mi/search.phtml?nofool=y...=== summary of screen steps ===
Jim's original was:
VL 1700 stocks
ROE top 30%
CashLessLTDebt Top 40;
elann's v1 version:
US stock
no Finance Sector
[MCap] Top 1700
[Cash] > 0
[Equity] > 0
[NetInc] > 0
[FCFP] > 0
[CFP] > 0
[ROE] Top 500
CashLessLTDebt] Top 45;
borisnand's 20201025 version:
[Average dollar-volume over 63 days] Top 2000
no Finance Sector
[FCF] > 0
[ROE] > 18
[CashLessDebt] Top 30;
========= gtr1 Command Translations ============
Define {ROE_Cash_v1_20200524_mungofitch}
step0: [Security Type; lag=1 days] == 0,10,11,12,18,30,31,48
step1: [Mkt Days Since Security Opened; lag=1 days] >= 1265
step2: [MktCap] Top 1700
step3: [ROE] Top 30%
step4: [CashLessLTDebt] Top 40
Define {ROE_Cash_v2_20200524_mungofitch}
step0: [Security Type; lag=1 days] == 0,10,11,12,18,30,31,48
step1: [Mkt Days Since Security Opened; lag=1 days] >= 1265
step2: [MktCap] Top 1700
step3: [Yield] > 0
step4: [ROE] Top 30%
step5: [CashLessLTDebt] Top 40
Define {ROE_Cash_final_20200526_mungofitch}
step0: [Security Type; lag=1 days] == 0,10,11,12,18,30,31,48
step1: [Mkt Days Since Security Opened; lag=1 days] >= 1265
step2: [MktCap] Top 1700
step3: [ROE] Top 26%
step4: [CashLessLTDebt] Top 45
step5: [CashLessLTDebt] Top 40;
Define {ROE_Cash_v1_20200712_elann}
step0: US stock
step1 to step3: recent 10Q and no recent mergers
step4: no Finance Sector
step5: [MCap] Top 1700
step6: [Cash] > 0
step7: [Equity] > 0
step8: [NetInc] > 0
step9: [FCFP] > 0
step10: [CFP] > 0
step11: [ROE] Top 500
step12: [CashLessLTDebt] Top 45
step13: [CashLessLTDebt] Top 30;
Define {ROE_Cash2020_20201025_borisnand}
step0: no SPACs, CEF, ETF
step2: [Average dollar-volume over 63 days] Top 2000
step3 to step5: recent 10Q and no recent mergers
step6: no Finance Sector
step7: [FCF] > 0
step8: [ROE] > 18
step9: [CashLessDebt] Top 30;
https://gtr1.net/2013/?~ROE_Cash_v1_20200524_mungo...https://gtr1.net/2013/?~ROE_Cash_v2_20200524_mungo...https://gtr1.net/2013/?~ROE_Cash_final_20200526_mu...https://gtr1.net/2013/?~ROE_Cash_v1_20200712_elann...https://gtr1.net/2013/?~ROE_Cash2020_20201025_bori... 