AmiBroker 4.90 adds ability to use 32 fundamental data items. Fundamental data can be automatically downloaded for all U.S. stocks for free using AmiQuote. New Information window allows you to view these items, while new AFL function: GetFnData allows to access fundamentals programmatically.
To display fundamental data in Information window, please use Symbol->Information menu. This will open Information window with several fundamenta data fields as shown in the picture below (if you created new database, it probably will not have these data present initially and you would need to download them)
New version of AmiQuote now features ability to download free fundamental data from Yahoo Finance web site. This is implemented using 2 different Yahoo pages:
That page provides the following data:
EPS Est Current Year
EPS Est Next Year
EPS Est Next Quarter
Dividend Pay date
Ex Dividend date
Dividend Per Share
1yr Target Price
Explanation of values: http://help.yahoo.com/help/us/fin/quote/quote-03.html
That page provides following data:
Return on Assets
Return on Equity
Qtrly Revenue Growth
Qtrly Earnings Growth
Book Value Per Share
Operating Cash Flow
Levered Free Cash Flow
% Held by Insiders
% Held by Institutions
Shares Short (prior month)
Forward Annual Dividend Rate
Trailing Annual Dividend Rate
Last Split Factor
Last Split Date
Explanation of values: http://help.yahoo.com/help/us/fin/research/research-12.html
IMPORTANT NOTE: Unregistered version of AmiQuote allows you to download fundamental-ex data for first 20 tickers in the list. To download data for more symbols you need to register AmiQuote.
Downloading data is easy and staightforward:
Once download is complete, you should see fundamental data updated in Information window in AmiBroker.
To access fundamental data from AFL level you can use new GetFnData function. It has quite simple syntax:
where "field" is any of the following fundamental data field supported. For detailed list please see GetFnData function reference.
The function returns the number (scalar) representing current value of fundamental data item. There is no history of values (no arrays are returned), so it is useful for scanning, explorations (for current situation), market commentary / interpretation, but not for backtesting. Example exploration formula looks as follows:
AddColumn( Close / GetFnData( "EPS" )
, "Current P/E ratio" );
AddColumn( Close / GetFnData( "EPSEstNextYear" ) , "Est. Next Year P/E ratio" );
Filter = Status("lastbarinrange");
IMPORTING FUNDAMENTAL DATA FROM OTHER SOURCES
AmiBroker allows also to import fundamentals using its flexible ASCII importer and/or OLE interface as all new fields are exposed as properties of Stock object.
ASCII importer $FORMAT command now supports the following extra fields for fundamental data:
BOOK_VALUE (requires SHARES_OUT to be specified as well)
PRICE_TO_SALES (requires CLOSE to be specified as well)
PRICE_TO_EARNINGS (requires CLOSE to be specified as well)
PRICE_TO_BV (requires CLOSE to be specified as well)
FORWARD_PE (requires CLOSE to be specified as well)
MARKET_CAP (requires CLOSE to be specified as well - it is used to calculate shares outstanding)
Note that if you want to import only fundamental data with ASCII importer
(without quotes) you need to use
$NOQUOTES 1 command. See Formats\aqfe.format
and Formats\aqfn.format files for example usage - these
are files actually
by AmiQuote to implement
fundamental data downloaded from Yahoo.
The names of extra properties of Stock object are the same as used by GetFnData function and they are listed in detail in OLE objects reference.