// Float turnover, by Brooke
output = "floatturn.lst";
// input = "portfoli.lst";
// exchange = nyse, amex, nasdaq;
daystoload = 2200;
daysrequired =1;
integer i, numdays;
float cumvol, turnovers, avgfre;
cumvol:=0;
numdays:=((DaysLoaded-1)*-1);
for i = numdays to 0 step 1 do
cumvol:=cumvol+vol(i);
next i;
turnovers:=0;
if sharesfloat !=0 then
turnovers:=cumvol/(sharesfloat*1000000);
endif;
avgfre:=0;
if turnovers !=0 then
avgfre:=(-numdays)/turnovers;
endif;
if turnovers>20 then
println symbol,", ", turnovers:4:0, " ",
"turnovers since ", date(numdays),", ",
"average ", avgfre:4:0," ", "days between turnovers.", " ",
"Float(mil.): ", sharesfloat:8:3,", ",
"Cum. Vol: ", cumvol/100000:-10:3; //vol divided by 100.000
endif; |
