ChartFilter
Stock Screening Tips Issue #8
Basics of date fields: 52-week highs and
lows,
and a few others
by
Alex Martin
We
have had quite a lot of comments and questions
from our newsletter group. One of the
most common is using the date fields in
the StockScreener so in this months newsletter
we will look at all the ways to screen
using 52-week high and 52-week low.
You
can scan the database several ways using
the 52-week high and low. Here are the
total new highs and lows for the month
of August.
Date
tags on the StockScreener are in the following
format:
YYYY-MMM-DD
where MMM = {jan, feb, mar, apr, may,
jun, jul, aug, sep, oct, nov, dec } *(months
are not case sensitive)
Example:
52-week price data, greater than or equal
to, 2004-Aug-00, will return all stocks
from Aug-2004 until present day that reported
a 52-week high during this period.
Date
tags for the Stock Tools stock screener
are in the following format:
YYYY
MMM DD *(no dashes)
where
MMM = {jan, feb, mar, apr, may, jun, jul,
aug, sep, oct, nov, dec } *(months are
not case sensitive)
In
the software, a correct date tag is shown
here: 
If
you have a formatting mistake, your entry
will be displayed like this: 
Example:
52-week price data, greater than or equal
to, 2004 Aug 24, will return all stocks
from 24th, Aug-2004 until present day
that reported a 52-week high during this
period.
Sample
screens using the 52-week high date as
well as the 52-week low date.
Since
Aug. 1, 2004 to Aug. 27, 2004, (screened
on August 28, 2004) there were a total
of 4096 52-week highs on all listed exchanges
(Chartfilter) and a total of 6516 52-week
lows on all listed exchanges. (Chartfilter).
If
we break down each exchange,
TSE,
TSX (4,484 total listings)
127,
52-week highs since Aug 1st, 2004 to Aug
270th 2004
206, 52-week lows since Aug 1st, 2004
to Aug 27th 2004
NYSE
and NYSE Indices (4,176 total listings)
418,
52-week highs since Aug 1st, 2004 to Aug
27th 2004
471, 52-week lows since Aug 1st, 2004
to Aug 27th 2004
NASDAQ
(all) (37,170 total listings)
3242,
52-week highs since Aug 1st, 2004 to Aug
27th 2004
5301, 52-week lows since Aug 1st, 2004
to Aug 27th 2004
AMEX
(2099 total listings)
211,
52-week highs since Aug 1st, 2004 to Aug
27th 2004
425, 52-week -lows since Aug 1st, 2004
to Aug 27th 2004
Timing:
If
we are interested in recent 52-week highs
or lows, we need to know the best time
to screen. The database is updated by
Standard and Poor's at the end of each
day. Allow time for exchange processing,
you will see if S&P has updated the
database since there is a least one low
and/or high per day.
Example
1:
All
stocks that have reported a 52 week high
from aug 1st, 2004 to present day.
All
stocks that have reported a 52 week low
from aug 1st, 2004 to present day.
Example
2: 52-week high/low dates and prices.
In
the StockScreener, you can also include
the 52-week low or high price, with no
operator, to see a table with the date
and price value of the high or low.
Example:
all stocks that have generated a 52-week
high since August 1st, 2004, as well as
the price at that time.
In
the results you can now see what the price
was at the 52-week high. By clicking on
the column headers you can sort each column,
in this case I sorted by descending date
of the 52-week high date value.
Example
3: 52-week high/low dates, prices, (some)earnings
per share and the dividend yield.
All
stock with a 52-week high, since Aug 24,
2004, and a current year earnings per
share of greater than or equal to $0.10.
Also included, the 52-week high price
and the dividend yield with no operator.
Results:
