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Earningsanalysis

P/E Ratio (TTM)This indicator plots the trailing P/E ratio (TTM) using GAAP EPS (TTM) sourced directly from TradingView’s fundamental data. It includes valuation‑zone color coding, yearly labels, and a clean, compressed visual layout suitable for most equities. The goal is to provide a fast, intuitive view of how expensive or cheap a stock is relative to its historical earnings power. Note: The indicator caps P/E values around 120 for visual clarity. Negative P/E ratios are intentionally excluded, since P/E is undefined when EPS is negative. You can adjust the cap or remove it entirely if you prefer a full‑range view. This tool is especially useful for identifying periods when a company is trading at historically elevated or discounted valuation levels.
Pine Script® インジケーター
followmytradingjournalの投稿
Intrinsic Value AnalyzerThe Intrinsic Value Analyzer is an all-in-one valuation tool that automatically calculates the fair value of a stock using industry-standard valuation techniques. It estimates intrinsic value through Discounted Cash Flow (DCF), Enterprise Value to Revenue (EV/REV), Enterprise Value to EBITDA (EV/EBITDA), and Price to Earnings (P/EPS). The model features adjustable parameters and a built-in alert system that notifies investors in real time when valuation multiples reach predefined thresholds. It also includes a comprehensive, color-coded table that compares the company’s historical average growth rates, valuation multiples, and financial ratios with the most recent values, helping investors quickly assess how current values align with historical averages. The model calculates the historical Compounded Annual Growth Rates (CAGR) and average valuation multiples over the selected Lookback Period. It then projects Revenue, Earnings Before Interest, Taxes, Depreciation, and Amortization (EBITDA), Earnings per Share (EPS), and Free Cash Flow (FCF) for the selected Forecast Period and discounts their future values back to the present using the Weighted Average Cost of Capital (WACC) or the Cost of Equity. By default, the model automatically applies the historical averages displayed in the table as the growth forecasts and target multiples. These assumptions can be modified in the menu by entering custom REV-G, EBITDA-G, EPS-G, and FCF-G growth forecasts, as well as EV/REV, EV/EBITDA, and P/EPS target multiples. When new input values are entered, the model recalculates the fair value in real time, allowing users to see how changes in these assumptions affect the company’s fair value. DCF = (Sum of (FCF × (1 + FCF-G) ^ t ÷ (1 + WACC) ^ t) for each year t until Forecast Period + ((FCF × (1 + FCF-G) ^ Forecast Period × (1 + LT Growth)) ÷ ((WACC - LT Growth) × (1 + WACC) ^ Forecast Period)) + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding EV/REV = ((Revenue × (1 + REV-G) ^ Forecast Period × EV/REV Target) ÷ (1 + WACC) ^ Forecast Period + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding EV/EBITDA = ((EBITDA × (1 + EBITDA-G) ^ Forecast Period × EV/EBITDA Target) ÷ (1 + WACC) ^ Forecast Period + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding P/EPS = (EPS × (1 + EPS-G) ^ Forecast Period × P/EPS Target) ÷ (1 + Cost of Equity) ^ Forecast Period The discounted one-year average analyst price target (1Y PT) is also displayed alongside the valuation labels to provide an overview of consensus estimates. For the DCF model, the terminal long-term FCF growth rate (LT Growth) is based on the selected country to reflect expected long-term nominal GDP growth and can be modified in the menu. For metrics involving FCF, users can choose between reported FCF, calculated as Cash From Operations (CFO) - Capital Expenditures (CAPEX), or standardized FCF, calculated as Earnings Before Interest and Taxes (EBIT) × (1 - Average Tax Rate) + Depreciation and Amortization - Change in Net Working Capital - CAPEX. Historical average values displayed in the left column of the table are based on Fiscal Year (FY) data, while the latest values in the right column use the most recent Trailing Twelve Month (TTM) or Fiscal Quarter (FQ) data. The indicator displays color-coded price labels for each fair value estimate, showing the percentage upside or downside from the current price. Green indicates undervaluation, while red indicates overvaluation. The table follows a separate color logic: REV-G, EBITDA-G, EPS-G, FCF-G = Green indicates positive annual growth when the CAGR is positive. Red indicates negative annual growth when the CAGR is negative. EV/REV = Green indicates undervaluation when EV/REV ÷ REV-G is below 1. Red indicates overvaluation when EV/REV ÷ REV-G is above 2. Gray indicates fair value. EV/EBITDA = Green indicates undervaluation when EV/EBITDA ÷ EBITDA-G is below 1. Red indicates overvaluation when EV/EBITDA ÷ EBITDA-G is above 2. Gray indicates fair value. P/EPS = Green indicates undervaluation when P/EPS ÷ EPS-G is below 1. Red indicates overvaluation when P/EPS ÷ EPS-G is above 2. Gray indicates fair value. EBITDA% = Green indicates profitable operations when the EBITDA margin is positive. Red indicates unprofitable operations when the EBITDA margin is negative. FCF% = Green indicates strong cash conversion when FCF/EBITDA > 50%. Red indicates unsustainable FCF when FCF/EBITDA is negative. Gray indicates normal cash conversion. ROIC = Green indicates value creation when ROIC > WACC. Red indicates value destruction when ROIC is negative. Gray indicates positive but insufficient returns. ND/EBITDA = Green indicates low leverage when ND/EBITDA is below 1. Red indicates high leverage when ND/EBITDA is above 3. Gray indicates moderate leverage. YIELD = Green indicates positive shareholder return when Shareholder Yield > 1%. Red indicates negative shareholder return when Shareholder Yield < -1%. The Return on Invested Capital (ROIC) is calculated as EBIT × (1 - Average Tax Rate) ÷ (Average Debt + Average Equity - Average Cash). Shareholder Yield (YIELD) is calculated as the CAGR of Dividend Yield - Change in Shares Outstanding. The Weighted Average Cost of Capital (WACC) is displayed at the top left of the table and is derived from the current Market Cap (MC), Debt, Cost of Equity, and Cost of Debt. The Cost of Equity is calculated using the Equity Beta, Index Return, and Risk-Free Rate, which are based on the selected country. The Equity Beta (β) is calculated as the 5-year Blume-adjusted beta between the weekly logarithmic returns of the underlying stock and the selected country’s stock market index. For accurate calculations, it is recommended to use the stock ticker listed on the primary exchange corresponding to the company’s main index. Cost of Debt = (Interest Expense on Debt ÷ Average Debt) × (1 - Average Tax Rate) Cost of Equity = Risk-Free Rate + Equity Beta (β) × (Index Return - Risk-Free Rate) WACC = (MC ÷ (MC + Debt)) × Cost of Equity + (Debt ÷ (MC + Debt)) × Cost of Debt This indicator works best for operationally stable and profitable companies that are primarily valued based on fundamentals rather than speculative growth, such as those in the industrial, consumer, technology, and healthcare sectors. It is less suitable for early-stage, unprofitable, or highly cyclical companies, including energy, real estate, and financial institutions, as these often have irregular cash flows or distorted balance sheets. It is also worth noting that TradingView’s financial data provider, FactSet, standardizes financial data from official company filings to align with a consistent accounting framework. While this improves comparability across companies, industries, and countries, it may also result in differences from officially reported figures. In summary, the Intrinsic Value Analyzer is a comprehensive valuation tool designed to help long-term investors estimate a company’s fair value while comparing historical averages with the latest values. Fair value estimates are driven by growth forecasts, target multiples, and discount rates, and should always be interpreted within the context of the underlying assumptions. By default, the model applies historical averages and current discount rates, which may not accurately reflect future conditions. Investors are therefore encouraged to adjust inputs in the menu to better understand how changes in these key assumptions influence the company’s fair value.
Pine Script® インジケーター
QuantitativeAlphaの投稿
1
Aftershock Playbook: Stock Earnings Drift EngineStrategy type Event-driven post-earnings momentum engine (long/short) built for single-stock charts or ADRs that publish quarterly results. What it does Detects the exact earnings bar (request.earnings, lookahead_off). Scores the surprise and launches a position on that candle’s close. Tracks PnL: if the first leg closes green, the engine automatically re-enters on the very next bar, milking residual drift. Blocks mid-cycle trades after a loss until the next earnings release—keeping the risk contained to one cycle. Think of it as a sniper that fires on the earnings pop, reloads once if the shot lands, then goes silent until the next report. Core signal inputs Component Default Purpose EPS Surprise % +0 % / –5 % Minimum positive / negative shock to trigger longs/shorts. Reverse signals? Off Quick flip for mean-reversion experiments. Time Risk Mgt. Off Optional hard exit after 45 calendar days (auto-scaled to any TF). Risk engine ATR-based stop (ATR × 2 by default, editable). Bar time stop (15-min → Daily: Have to select the bar value ). No pyramiding beyond the built-in “double-tap”. All positions sized as % of equity via Strategy Properties. Visual aids Yellow triangle marks the earnings bar. Diagnostics table (top-right) shows last Actual, Estimate, and Surprise %. Status-line tool-tips on every input. Default inputs Setting Value Positive surprise ≥ 0 % Negative surprise ≤ –5 % ATR stop × 2 ATR length 50 Hold horizon 350 ( 1h timeframe chart bars) Back-test properties Initial capital  10 000 Order size    5 % of equity Pyramiding    1 (internal re-entry only) Commission   0.03 % Slippage     5 ticks Fills      Bar magnifier ✔ · On bar close ✔ · Standard OHLC ✔ How to use Add the script to any earnings-driven stock (AAPL, MSFT, TSLA…). Turn on Time Risk Management if you want stricter risk management Back-test different ATR multipliers to fit the stock’s volatility. Sync commission & slippage with your broker before forward-testing. Important notes Works on every timeframe from 15 min to 1 D. Sweet spot around 30min/1h All request.earnings() & request.security() calls use lookahead_off—zero repaint. The “double-tap” re-entry occurs once per winning cycle to avoid drift-chasing loops. Historical stats ≠ future performance. Size positions responsibly.
Pine Script® ストラテジー
exluxの投稿
2
FuTech : Earnings (All 269 Fundamental Metrics of Tradingview)FuTech : Earnings Indicator The FuTech : Earnings Indicator is a revolutionary tool, offering the most comprehensive integration of all 269 fundamental financial metrics available from the TradingView platform. This groundbreaking indicator is designed to empower financial researchers, traders, investors, and analysts with an unmatched depth of data, enabling superior analysis and decision-making. Overview "FuTech : Earnings Indicator" is the first-ever indicator to provide a holistic comparison of fundamental financial metrics for any stock, covering quarterly, yearly, and trailing twelve months (TTM) periods. This tool brings together key financial data from income statements, balance sheets, cash flows, and other critical metrics found in company annual reports. It also incorporates additional unique features like per-employee data, R&D expenses, and capital expenditures (CapEx), which are typically hidden within dense financial statements of Annual Reports. --- Key Features and Capabilities 1. Comprehensive Financial Metrics - "FuTech : Earnings Indicator" offers access to all 269 fundamental metrics available on TradingView platform. This includes widely used data such as revenue, profit margins, and EPS, alongside more niche metrics like R&D expenditure, employee efficiency, and financial scores developed by renowned analysts. - Users can explore income statement data (e.g., net income, gross profit), balance sheet items (e.g., total assets, liabilities), cash flow metrics, and other financial statistics such as Altman Score, per employee expenses etc. in unparalleled detail. 2. Comparison Across Time Periods - "FuTech : Earnings Indicator" allows users to analyze data for: - Quarterly periods (e.g., Q1, Q2, Q3, Q4). - Yearly comparisons for a broad historical view. - TTM analysis to observe the most recent trends and developments. - Users can select a minimum of 4 periods up to an unlimited range for detailed comparisons in both quarter. 3. Dynamic Data Display - Users can select up to 5 key metrics alongside the stock price column to focus their analysis on the most relevant data points. - Highlighting with green and red symbols offers an intuitive and visual representation: - Green : Positive trends or improvements. - Red : Negative trends or deteriorations. 4. Automated Averages - "FuTech : Earnings Indicator" automatically calculates averages of selected metrics across the chosen periods. This feature helps users quickly identify performance trends and smooth out anomalies, enabling faster and more reliable research. 5. Designed for Research Excellence - FuTech serves a wide audience, including: - Corporate finance professionals who need a deep dive into financial metrics. - Individual investors seeking robust tools for investment analysis. - Broking companies and equity research analysts performing stock analysis. - Traders looking to incorporate fundamental metrics into their strategies. - Technical analysts seeking a better understanding of price behavior in relation to fundamentals. - Fundamental research aspirants who want an edge in their learning process. 6. Unmatched Detail for Deeper Insights - By pulling all 269 Financial metrics from the TradingView, "FuTech : Earnings Indicator" enables: - Cross-comparison of a stock’s performance with its historical benchmarks. - Evaluation of rare data like R&D expenses, CapEx trends, and employee efficiency ratios for enhanced investment insights. - This ensures users can study stocks in greater depth than ever before. 7. Enhanced Usability - Simple to use and visually appealing, "FuTech : Earnings Indicator" is designed with researchers in mind. - Its intuitive interface ensures even novice users can navigate the wealth of data without feeling overwhelmed. Applications of FuTech : Earnings Indicator FuTech : Earnings Indicator is incredibly versatile and has applications in diverse fields of financial research and trading: 1. Corporate Finance - Professionals in corporate finance can leverage "FuTech : Earnings Indicator" to benchmark company performance, study efficiency ratios, and evaluate financial health across various metrics. 2. Investors and Traders - Long-term investors can use the tool to study the fundamental strengths of a stock before making buy-and-hold decisions. - Traders can incorporate "FuTech : Earnings Indicator" into their analysis to align comprehensive fundamental trends with their targeted technical signals. 3. Equity Research Analysts - Analysts can streamline their workflows by quickly identifying trends, outliers, and averages across large datasets. 4. Education and Research - "FuTech : Earnings Indicator" is ideal for students and aspiring financial analysts who want a practical tool for understanding real-world data. How FuTech : Earnings Indicator Stands Out 1. First-Ever Integration of All Financial Metrics - It's an exclusive tool which offers the ability to explore all 269 financial metrics available on TradingView for a single stock research in-depth for quarters, years or TTM periods. 2. Period Customization - Users have complete flexibility to select and analyze data across any range of time periods, allowing for customized insights tailored to specific research goals. 3. Data Visualization - The intuitive use of color-coded symbols (green for positive trends, red for negative) makes complex data easy to interpret at a glance. 4. Actionable Insights - The automated average calculations provide actionable insights for making informed decisions without manual computations. 5. Unique Metrics - Metrics such as research and development costs, CapEx, and per-employee efficiency data offer unique angles that aren’t typically available in traditional analysis tools. Why to Use FuTech : Earnings Indicator ? 1. Boost Your Research Power - With FuTech, you can unlock a world of data that gives you the edge in analyzing stocks. Whether you’re a seasoned analyst or a beginner, this tool offers something for everyone. 2. Save Time and Effort - The automated features and intuitive interface eliminate the need for time-consuming manual calculations and formatting. 3. Make Better Decisions - "FuTech : Earnings Indicator's" detailed comparison capabilities and insightful visual aids allow for more accurate assessments of a stock’s performance and potential. 4. Broad Appeal - From individual investors to financial institutions, FuTech is a valuable tool for anyone in the world of finance. --- Conclusion - The FuTech : Earnings Indicator is a must-have for anyone serious about financial analysis. - It combines the depth of all 269 fundamental metrics with intuitive tools for comparison, visualization, and calculation. - Designed for ease of use and powerful insights, FuTech : Earnings Indicator is set to transform the way financial data is analyzed and understood. Thank you ! Jai Swaminarayan Dasna Das ! He Hari ! Bas Ek Tu Raji Tha !
Pine Script® インジケーター
Atmiya_aatubhaiの投稿
4
Earning, Sales, and PriceThis Pine Script indicator is designed to visualize and analyze the growth of Earnings Per Share (EPS) and Sales for a given stock over specified time periods. With a user-friendly interface, it allows traders and investors to monitor key financial metrics, helping them make informed decisions based on company performance. The script presents earnings, sales, and price growth in a clear tabular format directly on the price chart. It features two distinct tables: one for annual data and another for quarterly metrics. For each financial metric, the script calculates and displays growth figures by comparing the current results with either the previous quarter's numbers or the previous year's figures. Additionally, it showcases the stock price along with the corresponding growth between these two data points, providing a comprehensive view of the stock's performance over time. How to Use: Typically, growth stocks will rally for a few quarters. However, after significant rallies, the stock needs rest. During this period, the stock will either consolidate or slide down slowly to take support at the key moving average. Importantly, during this time, sales and earnings may continue to grow while the stock is still consolidating. Typically, after the stock consolidates significantly—even when sales and earnings numbers are increasing—the stock will finally start the next leg of the rally just before the next earnings date or immediately after the earnings report. For this purpose, the script shows the EPS and sales growth. Additionally, the script displays the price when the previous earnings were declared along with the price growth. This data can be used to find patterns in the stock's behavior. Utilize this indicator to analyze growth patterns and make informed trading decisions based on historical performance and upcoming earnings expectations. Key Metrics Analyzed: Earnings Per Share (EPS): Monitors the diluted earnings per share to evaluate company profitability. Total Revenue: Analyzes sales performance, providing insights into overall revenue generation. Price Growth: Tracks changes in stock price alongside EPS and sales for comprehensive performance assessment. Usage: Ideal for investors and traders looking to evaluate company growth potential and make data-driven decisions. Use in conjunction with other technical analysis tools for a holistic approach to stock analysis.
Pine Script® インジケーター
PrasadJoshi12の投稿
5
Earnings Date Highlighter - from0_to_1This indicator, called "Earnings Date Highlighter," is designed to visualize earnings data for up to four different stocks on a single chart. It's particularly useful for traders or investors who want to track earnings events for multiple companies simultaneously, such as the top holdings of an ETF. Key features: 1. Tracks earnings data (estimates and actuals) for four user-defined symbols. 2. Plots earnings data points with customizable colors for each symbol. 3. Highlights earnings dates with background colors. 4. Displays green up arrows for earnings beats and red down arrows for earnings misses. Why someone would use it: 1. To monitor earnings events for multiple stocks in a single view. 2. To quickly identify potential market-moving events for key components of an ETF or portfolio. 3. To spot patterns in earnings performance across different companies or sectors. 4. To help with timing trades or adjusting positions around earnings announcements. This tool can be particularly valuable for investors focused on ETFs, as it allows them to visualize earnings dates and performance for the ETF's major holdings all in one place, potentially providing insights into how the ETF might behave around these key events. Author: www.tradingview.com
Pine Script® インジケーター
from0_to_1の投稿
Rule Of 20 - Fair Value Estimation by Inflation & Earnings (TG)The Rule Of 20 is a heuristic calculation to find the fair value of an asset or market given its earnings and current inflation. Its calculation is straightforward: the fair multiple of the price or price-to-earnings ratio of a stock should be 20 minus the rate of inflation. In math terms: fair_price-to-earnings_ratio = (20 - inflation) ; fair_value = current_price * fair_price-to-earnings_ratio / real_price-to-earnings_ratio For example, if a stock or index was trading on 11 times earnings and inflation was 2%, then the theory would be that the fair price-to-earnings ratio would be 20-2 = 18, which is much higher than the real price-to-earnings ratio of 11, and hence the asset would be undervalued. Conversely, a market or company that was trading on 18 times price-to-earnings ration when inflation was 8% was seen as overvalued, because of the fair price-to-earnings ratio being 20-8=12, hence much lower than the real price-to-earnings ratio of 18. We can then project the delta between the fair PE and real PE onto the asset's value to obtain the projected fair value, which may be a target of future value the asset may reach or hover around. For example, as of 1st November 2022, SPX stood at 3871.97, with a PE ratio of 20.14 and an inflation in the US of 7.70. Using the Rule Of 20, we find that the fair PE ratio is 20-7.7=12.3, which is much lower than the current PE ratio of 20.14 by 39%! This may indicate a future possibility of a further downside risk by 39% from current valuation levels. The origins of this rule are unknown, although the legendary US fund manager Peter Lynch is said to have been an active proponent when he was directing the Fidelity’s Magellan fund from 1977 to 1990. For more infos about the Rule Of 20, reading this article is recommended: www.sharesmagazine.co.uk This indicator implements the Rule Of 20 on any asset where the Financials are availble to TradingView, and also for the entire SP:SPX index as a way to assess the wider US stock market. Technically, the calculation is a bit different for the latter, as we cannot access earnings of SPX through Financials on TradingView, so we access it using the QUANDL:MULTPL/SP500_PE_RATIO_MONTH ticker instead. By default are displayed: current asset value in red fair asset value according to the Rule Of 20 in white for SPX, or different shades of purple/maroon for other assets. Note that for SPX there is only one calculation, whereas for other assets there are multiple different ways to calculate earnings, so different fair values can be computed. fair price-to-earnings ratio (PE ratio) in light grey. real price-to-earnings ratio in darker grey. This indicator can be used on SP:SPX ticker, and on most NASDAQ:* tickers, since they have Financials integrated in TradingView. Stocks tickers from other exchanges may not provide Financials data, so this indicator won't work then. If this happens, try to find the same ticker on NASDAQ instead. Note that by default, only the US stock market is considered. If you want to consider stocks or assets in other regions of the world, please change the inflation ticker to a ticker that reflect the target region's inflation. Also adding a table to ease interpretation was considered, but then the Timeframe MTF parameter would not work, and since the big advantage of this indicator is to allow for historical comparisons, the table was dropped. Enjoy, and keep in mind that all models are wrong, but some are useful. Trade safely! TG
Pine Script® インジケーター
tartigradiaの投稿
1
Diluted Earnings Per Share Signal [AstrideUnicorn]Earnings Per Share (EPS) is a financial metric closely monitored by investors. The so-called "positive earnings surprise" - a situation when EPS reading for a stock beats the value forecasted by analysts gives a bullish signal for this stock. The EPS reading lower than the analysts' estimate gives a bearish signal. The Diluted Earnings Per Share (Diluted EPS) metric calculates a company's potential earnings per share value in the case if all convertible securities get converted to common shares. Convertible securities include preferred shares, stock options, warrants, convertible debt, etc. Diluted EPS is a more scientific way to estimate earnings per share, and it is usually lower than the ordinary EPS. The Diluted EPS Signal indicator (DEPSS) is a fundamental indicator that calculates trading signals by comparing the Diluted EPS to the EPS Estimate. In many cases, Diluted EPS gives better insight into how a reported EPS reading may impact the stock price. HOW TO USE For each earnings date, the indicator calculates the Diluted Earnings Surprise percentage value : Diluted Earnings Surprise = (Diluted EPS - EPS Estimate)/ EPS Estimate. Diluted Earnings Surprise higher than the specified threshold value is a bullish signal. In this case, the indicator displays a green triangle pointing up. Diluted Earnings Surprise lower than the specified threshold value is a bearish signal displayed as a red triangle pointing down. As one can see on the chart, there are a lot of situations where EPS readings with green labels (the ones that beat analysts' estimates) lead to down moves. The DEPSS indicator can spot weak earnings and give opposite signals. SETTINGS Earnings Surprise Threshold (%) : the threshold value (in percentage units) for the Diluted Earnings Surprise. The calculated Diluted Earnings Surprise must be higher than Earnings Surprise Threshold to be considered a BUY signal or lower than minus Earnings Surprise Threshold to be considered a SELL signal. The default value for Earnings Surprise Threshold is 20%.
Pine Script® インジケーター
AstrideUnicornの投稿
16