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Field Descriptions

ADX - is part of the Directional Movement Index along with di+ and di-. Alone it is used to measure whether the market is trending or not. A value above 25 is generally thought to indicate a trending market.

APR1 - 252 - Average Percentage Range is the average (High - Low)/(mid-point) measured over various periods from 1 day to 1 year.

ATR21 - Average True Range measured over the past 21 days. ATR is defined as (Max(Prior Close, Cur High) - Min(Prior Close, Cur Low)). On this site it is presented as a percent of the current Closing price.

Close - The actual Closing price, unadjusted for splits or dividends. Since this is unadjusted it can be compared to the moving averages but should not be compared directly to lagged values.

CMF21 - Chaikin Money Flow measured over 21 days, is a measure of buying or selling pressure on a stock.

DaysFrmHigh, DaysFrmLow - The number of days since the last 52-week high(low). Will have a value of 0 on days where a new high(low) is set.

diPlus, diMinus - Related to ADX and part of the Directional Movement Index. Measured over 14 days.

DolVol21 - Dollar Volume is the average (Close * Volume) over the past month (21 trading days). It is a measure of trading activity for a stock.

EMA5, EMA20, EMA50, EMA200 - Exponential Moving Average of the price, expressed in terms of the unadjusted prices on the respective date. Since they are unadjusted they can be safely compared one to another as well as to the Close, and can be compared to a previous period using the PREVAL function.

MACD, MACDs - Moving Average Convergence Divergence is a momentum oscillator measured by subtracting shorter term moving averages from longer term averages. The MACD is calculated using 12 and 26 day averages and MACDs is the 9 day EMA of the MACD line.

PctFrmHigh, PctFrmLow - The percentage move from the latest 52-week high or low. These percentages are always positive and represent the percent move from the extreme to the latest close.

RRS21, RRS42, RRS63, RRS126, RRS189, RRS252 - Regression Relative Strength measured over various numbers of market days representing 1, 2, 3, 6, 9, and 12 months. RRS is an annualized growth rate calculated from the slope of the log of the prices over the respective time period.

RSf - Relative Strength Factor is a percentile ranking of the fund's performance relative to other funds and relative the broad U.S. market performance, measured over 1 year weighted to emphasize more recent performance.

RSI2, RSI14 - Relative Strength Index is a momentum oscillator derived from recent gains compared to recent losses. Values range from 0 to 100. Common 2 and 14 period measures are offered here.

StDv (various periods) - Standard Deviation, annualized. These fields are measured over various periods from 10-days to 1-year, but are all expressed an annualized percentages. This makes direct comparison among the numbers straight forward, but might require additional math when risk-adjusting return data or calculating Bollinger Bands.

TR1, TR3, TR5, TR10, TR21, TR63, TR126, TR189, TR252 - Trailing Returns measured as the recent Close divided by the Close x market days prior, and expressed as a percentage. For example, a 5% move would have the value 5.

Volume, Vol5, Vol60 - Volume of shares traded on the respective date, along with 5 and 60 day averages.

Name - The name can be used to filter for funds including or excluding a phrase used in the fund name. For example, 'Name = iShares' will include only funds with the phrase 'iShares' in their name. Inversely, 'Name <> Ultra' will exclude all funds with the phrase 'Ultra' in their name. There are obvious dangers to filtering based on parts of a name and the user needs to be aware that unexpected funds might be included or excluded, but there are also obvious uses for the filter even though it might not be perfect. Note: The only valid logical operators for the 'Name' field are = and <>.

Inverse and Leveraged - These fields can be used to include or exclude Inverse and/or Leveraged ETFs. The best way to use these is to assign a value of 0 to exclude, or 1 to include. For example, the rule 'Inverse = 0' would exclude all Inverse(Short) funds, and the rule 'Leveraged = 1' would include only Leveraged funds. Exclude the terms altogether to include all funds in your search.

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