Ratios take two or more data items as inputs and return a factor that can typically be used to compare a security to its peers. Ratio functions typically operate on fundamental or estimate data.

Fundamental Functions

Fundamental functions takes the following parameters:

  • a mandatory period parameter to denote a quarterly, annual or ltm (last twelve months rolling sum) period.
  • an optional period offset parameter, which tells the system to retrieve data from offset periods ago.
  • as well as a working day offset to go back offset working days.

Some examples are:

  • PE(q) - returns the price to earnings ratio for the current quarter with today's closing price.
  • PriceToSales(a, 1) - returns price to sales ratio using the sales figure from the previous annual report and today's closing price.
  • ROA(q, 0, 20) - the most recent quarterly return on assets as at 20 working days ago.

Estimate Functions

Estimate functions takes the following parameters:

  • a mandatory period parameter to denote a quarterly or annual period.
  • an optional index parameter, which tells the system to retrieve the estimate for index periods in the future.
  • an optional period offset parameter, which tells the system to retrieve data from offset months ago
  • as well as a working day offset to go back offset working days.

Some examples are:

  • PEG(q) - returns the price to earnings growth ratio for the current quarter's estimated growth and price to earnings figure with today's closing price.
  • PEGY(a, 2) - returns the price to earnings growth ratio for the estimated growth over the next 2 years from the current annual price to earnings figure with today's closing price.

AtlasScript Functions