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To: gonzongo who wrote (8982)3/14/1999 12:57:00 AM
From: gonzongo  Respond to of 11149
 
Price breakdown for 296 stocks> 75% revenue growth and > 100 avg volume
( no splits factored in)
> $30 60.31%
20 to 30 71.00%
15 to 20 68.74%
10 to 15 48.71%
5 to 10 33.96%
<5 12.69%
total 49.01%

Thus stocks with price ( again splits not factored in) greater than $15 - 6 months ago and > 75% historic revenue growth gave best results.

also FWIW

andy
Official QP User



To: gonzongo who wrote (8982)3/14/1999 1:16:00 AM
From: gonzongo  Respond to of 11149
 
Scan to find >75% rev growth stocks today:

output = "hirev.lst";
issuetype common;
daystoload=56;
daysrequired=56;
if qtrrev(-4) > 0 then
if qtrrev(-5) > 0 then
if close(0)>14.99 then
if qtrrev(-0)+qtrrev(-1) > 1.75*(qtrrev(-4)+qtrrev(-5)) then
if movavg(0,55,vol)> 100000 then// 55 day moving avg vol> 100k
println symbol:-6,",",close(0):6:2,",",movavg(0,55,vol):8:0,",",(qtrrev(0)+qtrrev(-1))/(qtrrev(-4)+qtrrev(-5)):6:3;
endif;endif;endif;endif;endif;

Results:
stock Price avg vol rev growth
ABOV , 47.50, 734509, 4.020
AEP , 41.69, 501029, 2.487
AFFX , 35.81, 224578, 2.554
AHLS , 24.38, 188240, 1.930
AIV , 36.75, 250660, 2.125
ALI , 19.75, 195556, 1.835
AMB , 21.38, 162296, 4.404
AMFM , 44.38, 2857191, 1.825
AMG , 26.62, 137336, 2.182
AMT , 24.25, 506209, 4.426
AMTD , 49.50, 3144944, 1.822
AMZN ,133.31,11544355, 3.912
ANSR , 34.12, 198591, 4.134
AOR , 15.56, 112227, 5.938
ARI , 22.44, 124775, 1.967
ASN , 19.75, 295225, 1.753
ATHM ,113.44, 3356530, 5.895
AVA , 16.62, 117811, 3.139
AVB , 31.75, 179818, 2.978
AVS , 45.50, 105400, 1.779
AWRE , 37.88, 622815, 2.913
AXNT , 34.56, 389389, 1.841
BCST , 88.75, 2546822, 2.803
BDN , 17.19, 149518, 2.891
BRCM , 63.62, 1638722, 4.621
BTIM , 15.38, 110164, 2.660
BVEW , 24.00, 138115, 1.823
BVSN , 61.00, 744724, 1.865
BXP , 32.00, 173198, 2.211
BYND , 22.75, 920731, 2.240
CACS , 47.06, 167847, 2.359
CCRD , 58.00, 167404, 2.012
CCU , 65.69, 1095120, 1.875
CDD , 38.50, 196889, 2.101
CDNW , 16.62, 1028076, 2.940
CIV , 21.50, 170800, 2.458
CLEC , 16.38, 115764,23.103
CLI , 28.94, 146844, 1.939
CLSR , 37.12, 175467, 6.207
CMD , 18.88, 118865, 1.840
CMTO , 21.75, 473738, 2.639
CNCX , 49.22, 506967, 1.831
CNET , 86.25, 2757778, 1.768
CNMD , 29.75, 111411, 2.309
CNTO , 43.50, 1467256, 1.865
COOL , 19.38, 1138487, 3.784
CRB , 19.62, 230260, 3.096
CSTR , 15.75, 217415, 1.805
CTS , 49.50, 106207, 2.204
CTSH , 37.75, 100991, 2.353
CTXS , 79.56, 1080580, 1.837
DCLK ,131.00, 1921553, 2.608
DISH , 59.00, 309936, 2.104
DPRC , 15.88, 202304, 1.823
DRIV , 36.75, 915760, 7.541
DRRA , 27.38, 133813, 1.883
EBAY ,142.00, 4779724, 7.937
ELN , 83.50, 741216, 1.801
ELNK , 66.25, 1060298, 2.471
ENE , 68.88, 1369480, 1.974
ENP , 33.94, 101545, 5.258
ENTU , 29.62, 460045, 1.856
EOP , 25.81, 628076, 2.397
EQR , 40.56, 284516, 1.755
ESRX , 77.75, 147042, 2.464
EWBX , 40.69, 417929, 4.374
EXAP , 19.38, 120000, 1.830
EXDS , 95.75, 591451, 4.261
FCH , 24.50, 159282, 2.173
FLO , 24.19, 246104, 2.369
FMO , 40.62, 660767, 3.094
FMY , 65.50, 670833, 2.052
FSR , 92.25, 1079700, 2.024
GCTY ,112.00, 835009, 4.344
GELX , 18.56, 258662, 2.660
GEOC , 42.56, 246185, 2.366
GETY , 22.00, 195251, 1.901
GLB , 17.62, 104229, 3.042
GNET , 87.00, 1045776, 3.206
GNSS , 27.12, 389842, 2.746
GSB , 20.38, 555098, 2.554
GTSG , 56.62, 804180, 4.833
HAIN , 18.00, 150416, 2.091
HIW , 24.12, 265455, 1.911
HR , 19.62, 124344, 1.776
IBIS , 17.94, 106498, 2.337
ICIX , 23.06, 1504218, 2.508
ICOS , 28.12, 274905, 6.947
IDTC , 18.50, 1519952, 2.339
IMRS , 15.56, 421498, 1.758
IMTN , 29.38, 107707, 1.841
INKT , 71.00, 1983413, 4.310
INSP , 66.00, 725240, 5.381
INSS , 63.50, 287087, 1.899
ISSX , 79.25, 333231, 2.628
ITVU , 22.12, 337296,11.646
ITX , 15.00, 112347, 2.559
JAKK , 17.06, 157880, 2.028
KELL , 17.19, 223344, 2.507
KIM , 38.56, 125053, 1.903
KING , 27.25, 249402, 3.661
KTIE , 18.88, 148129, 1.909
LCOS , 98.62, 5324738, 2.526
LEN , 22.19, 275065, 1.808
LHSPF , 28.88, 508602, 2.039
LRW , 26.50, 194193, 1.795
LSON , 58.62, 159076, 2.558
LVCI , 29.00, 274944, 2.115
LVLT , 66.12, 1475442, 2.544
LZRC , 24.44, 143260, 2.300
MEDI , 58.12, 663189, 1.813
METNF , 49.69, 204098,14.942
MFNX , 46.50, 717933,11.439
MSPG , 95.69, 1348500, 2.189
MSTR , 22.50, 189840, 1.871
MUSE , 36.31, 429375, 2.408
NCOG , 37.25, 144947, 2.441
NCT , 25.06, 345907, 3.967
NEON , 70.62, 599629, 3.155
NETG , 18.25, 699384, 2.004
NSOL ,222.00, 936013, 2.131
NSTA , 23.38, 127018, 1.938
NTBK , 52.38, 289191, 5.247
NXLK , 54.25, 553722, 2.258
NXTL , 31.38, 5011603, 2.277
ONSL , 37.50, 1925371, 2.010
ORCTF , 15.75, 147762, 1.897
OTEX , 22.00, 267627, 2.181
OZEMY , 21.88, 117244, 1.903
PERC , 47.25, 149533, 5.711
PFCB , 27.62, 103453, 2.044
PGNS , 41.25, 439505,168.747
PKS , 32.44, 236024, 4.088
PLCM , 17.00, 452860, 2.747
PRGN , 28.69, 704695, 2.286
PRGX , 31.00, 168051, 1.995
PSIX , 39.50, 1540120, 2.419
PWR , 24.81, 111111, 2.979
QWST , 69.62, 3549547, 4.229
RCNC , 30.25, 1088522, 1.817
RFMD , 85.31, 384564, 3.244
RINO , 15.56, 128531, 2.181
RNWK , 95.12, 1100584, 1.926
RSTO , 22.44, 222645, 2.290
RSV , 16.25, 123829, 2.037
SANG , 18.50, 404480, 4.878
SAPE , 63.38, 270562, 1.835
SCHS , 19.75, 173058, 1.851
SCMM , 78.62, 117340, 2.774
SEBL , 49.12, 1099906, 1.827
SEQU , 20.50, 262756, 1.791
SFXE , 58.62, 507069, 9.083
SONE , 60.06, 246635, 2.581
SPLN , 57.81, 1058046, 1.969
SPW , 54.62, 148431, 1.913
SZA , 39.44, 385445, 1.871
TBFC , 49.25, 164080, 2.035
TERN , 38.25, 297885,11.022
TFSM , 27.00, 271211,15.584
TGLO , 50.50, 919940, 7.715
THQI , 20.00, 353549, 2.104
TMX , 63.56, 1569873, 1.883
TOM , 72.00, 352218, 1.973
TSFW , 59.38, 142093, 1.799
TWRS , 18.56, 130025, 3.641
TX , 55.44, 2158894, 3.704
TXU , 43.56, 912673, 1.851
UIHIA , 39.12, 970453, 3.162
USAI , 37.94, 1291438, 1.965
USWB , 37.38, 1881647, 6.528
VGIN , 17.25, 107624, 3.457
VISX , 95.75, 635213, 2.086
VNO , 34.19, 203875, 2.392
VRIO , 48.50, 798604, 3.079
VRSN ,119.75, 698345, 3.336
VRTS , 79.44, 692105, 1.857
VRTY , 42.00, 420516, 1.957
VYTL , 20.75, 256311, 2.154
WANG , 22.00, 377847, 2.490
WCII , 33.00, 1132907, 2.934
XCIT ,105.00, 4702169, 2.687
XIRC , 35.50, 320104, 2.506
XMCM , 67.00, 879853, 8.961
YHOO ,176.00,11635149, 2.892



To: gonzongo who wrote (8982)3/14/1999 3:27:00 AM
From: Nine_USA  Read Replies (3) | Respond to of 11149
 
Andy,

Shown below is a one year backtest of my approach as of March 9, 1998.

An interesting aspect of this run is a summary {not here shown)
of the approximately 4000 stocks involved, summarized to
100 groups of about 40 and shown in declining average 'Value' per group.

This report shows 1 year average %returns per group and
cumulatively. Also shown are MarketCap weighted 1 year
%returns per group and cumulatively. We are having
company here tomorrow, but hope to get it out
sometime during the day.

Run 03/14/99 2:43:28 AM

Data as of close 03/09/98
Sale as of Close 03/12/99
1 Yr holding period

For the Detail Report (the first shown below)
---------------------------------------------

The first 20 stocks shown are the highest 20 based on 56
weighted variables, and in declining 'Value' sequence
(see column titled Val)
'Values' for these 20 stocks range from 151 for DELL down
to 115 for U

The next 20 stocks shown are the lowest 20 based on the same variables
'Values' for these 20 stocks range from 12 for MLS down to 7 for LABH

The key columns are:

Tik ... ticker
Sic ... standard industry code
Close ... price as of valuation date
Val ... the computed weighted 'Value' based on 56 variables
12m ... the 1 year forward %return for this stock
Desc ... the company name (last output variable to the right)

ignore other columns

Stocks like HBOC which show dashes (---) in lieu of %returns
were merged or dropped from QP2 during the year and are not
included in summaries

For the Cumulative, or Summary Report, which follows:
-----------------------------------------------------

The 19 long stocks which were present 1 year later show a 112.1% average return
The 17 short stocks had a favorable return to the investor of 23.6%
These 36 stocks show a 50-50 fully hedged 1 year return of 67.8%

This hedged return is more than 3 times the SP500 return of 20.4%


------------------------------------------------------------------------------------------------------------------------

Tik SIC close FutPr %dif Val 12mn 9m% 6m% 3m% 2Mn% 1Mn% 10D% %Day %/Hi %Mgn r50 r200 Q Qa P/E %Fl Mcap Val

Long stocks:

DELL 3571 63.12 42.19 -33.2 151 167.9 104.1 54.1 23.9 2.9 -13.0 5.3 -8.9 90 13.9 120 146 98 98 24.0 39 41209 1
AOL 7370 123.38 96.12 -22.1 141 518.9 341.9 301.0 106.8 16.4 27.4 8.1 1.5 100 0.8 121 156 96 86 99.0 73 12968 1
MSFT 7372 79.59 160.19 101.3 135 95.6 87.8 59.0 19.9 8.6 -0.3 6.7 -3.8 93 27.3 108 116 77 85 54.1 64 193787 1
PSFT 7372 47.38 17.94 -62.1 132 -64.3 -58.6 -43.8 -7.9 -21.6 -2.7 -5.0 0.8 100 11.9 123 148 93 87 99.0 32 10422 1
COST 5331 54.38 88.56 62.9 128 64.4 47.9 71.6 32.6 22.2 15.3 10.3 3.3 100 1.7 119 138 91 83 31.1 87 11578 1
LU 3661 107.88 103.25 -4.3 128 79.2 41.2 36.0 3.9 -8.6 6.2 1.7 0.0 99 1.7 119 131 93 86 99.0 99 70190 1
WMT 5331 51.31 96.38 87.8 126 87.8 63.4 64.9 25.6 18.1 19.1 11.9 2.2 100 2.9 121 136 89 78 32.9 60 115237 1
CSCO 3576 61.22 103.25 68.7 125 142.3 95.9 75.1 27.9 -1.4 4.8 5.6 -4.9 92 17.6 100 114 78 69 48.2 98 61980 1
ESRX 6411 82.75 77.75 -6.0 122 91.1 111.0 107.3 44.5 11.1 13.3 20.4 1.5 100 1.5 129 151 96 75 41.0 58 762 1
HBOC 7373 55.25 0.00 0 122 - - - - - - - -4.0 96 14.8 109 131 87 82 65.0 80 11041 1
LEH 6211 66.75 58.62 -12.2 122 -15.4 -27.0 51.8 27.1 7.4 22.1 10.6 0.0 100 3.3 119 136 91 86 14.2 88 7881 1
YHOO 7375 87.81 176.00 100.4 121 758.5 510.9 340.7 77.9 -15.3 23.6 14.7 9.0 100 na 133 186 99 92 na 15 3767 1
PGR 6331 118.38 138.00 16.6 118 16.5 -2.4 37.1 -3.5 -19.2 13.9 7.4 -0.7 98 8.8 103 114 82 82 23.0 53 8553 1
DG 5331 49.12 33.50 -31.8 117 8.5 4.0 36.7 30.1 29.8 31.6 11.9 1.5 100 5.3 125 141 92 87 47.2 59 6557 1
HD 5211 66.38 65.25 -1.7 117 87.8 59.3 65.4 19.5 15.5 17.4 9.3 0.6 97 4.7 108 124 83 76 42.6 87 48560 1
BEN 6282 51.12 32.06 -37.3 116 -39.2 -35.0 19.6 -19.6 -10.3 -1.9 0.8 -0.7 97 19.9 112 119 72 85 27.5 53 12922 1
DIS 7812 105.81 36.06 -65.9 115 2.1 -6.9 33.3 7.4 2.3 5.9 2.5 0.2 92 8.7 101 120 71 69 36.7 98 71730 1
EMC 3572 35.25 112.25 218.4 115 203.4 161.0 119.6 36.4 18.3 14.5 9.6 -3.7 91 17.5 110 128 89 91 33.9 82 17393 1
MTG 6351 69.94 35.75 -48.9 115 -46.7 -40.5 -10.2 -14.5 -18.9 1.0 5.0 -0.4 95 35.4 103 121 83 81 26.9 81 7985 1
U 4512 72.38 52.50 -27.5 115 -29.1 -30.7 11.7 0.7 -11.9 15.7 10.8 1.9 100 12.0 115 152 96 89 6.5 66 6607 1

Short stocks:

MLS 6798 25.44 17.88 -29.7 12 -29.7 -25.3 -15.6 -16.6 -10.1 -2.7 -1.7 -2.9 88 13.3 99 97 25 48 26.2 32 582
PVH 2320 12.38 6.50 -47.5 12 -45.0 -50.9 -32.4 -10.3 -11.9 5.0 7.3 -1.4 78 na 97 89 17 37 na 69 336
TPR 3714 7.50 5.00 -33.3 12 -35.5 -40.3 -11.0 -10.1 -7.1 -12.1 -9.1 -1.6 64 2.7 92 82 20 41 6.3 67 49
WTU 6792 14.81 9.81 -33.8 12 -34.1 -29.9 -19.9 6.1 -0.7 1.2 3.9 -0.9 74 97.0 96 85 16 22 7.3 63 144
BCU 2821 7.69 6.31 -17.9 11 -16.5 8.6 106.2 55.4 20.2 29.3 26.2 -1.5 66 0.7 94 81 12 26 51.3 99 283
CAX 6798 6.62 5.50 -16.9 11 -18.5 -14.6 -3.3 -7.4 -6.5 -6.5 -4.3 0.0 86 134.9 97 95 23 38 5.0 70 68
RED 7011 23.75 0.00 0 11 - - - - - - - -2.1 85 8.5 94 95 24 35 29.0 87 98
SAFM 2015 10.88 15.12 39.0 11 37.5 23.4 16.3 -4.8 -7.7 -2.5 2.5 -2.2 60 na 86 76 10 34 na 28 156
TCT 6798 16.50 15.12 -8.4 11 -10.1 -7.0 7.5 -0.5 -1.2 -2.1 1.2 -1.5 87 7.3 96 96 34 47 38.4 64 260
BG 3140 14.44 14.31 -0.9 10 0.8 -21.6 -7.3 -20.8 -15.2 -6.2 -8.4 0.4 72 na 100 89 28 30 na 71 260
EY 2860 8.31 4.44 -46.6 10 -46.6 -35.5 0.0 -26.7 -29.6 -22.0 -9.0 1.5 84 5.6 108 95 25 26 11.4 64 694
GMP 4911 18.00 10.44 -42.0 10 -43.2 -34.8 -13.0 -10.7 -2.9 -1.7 -1.1 -0.7 69 4.5 95 87 16 23 11.5 93 93
HACH 3826 10.00 10.88 8.8 10 7.5 10.9 6.1 3.6 -8.4 -2.2 0.0 0.6 40 4.1 91 64 9 27 15.9 78 82
JH 2780 16.25 13.44 -17.3 10 -19.1 -22.1 0.0 -14.7 -11.5 0.4 0.0 1.6 53 4.7 95 79 5 19 19.1 77 504
MCT 6798 9.19 0.00 0 10 - - - - - - - 0.8 78 na 103 100 24 26 na 60 79
SLS 3567 9.75 5.50 -43.6 10 -42.1 -37.1 -16.9 -31.3 -30.2 -15.4 -7.4 -1.3 74 4.1 93 87 22 43 11.9 77 54
PRT 6798 14.00 8.19 -41.5 9 -43.3 -38.4 -15.5 -19.1 -13.8 -7.8 2.4 -1.3 86 na 95 98 35 51 na 79 382
BMG 1040 5.94 3.44 -42.1 8 -40.2 -32.0 -29.5 -15.3 -30.4 -3.4 1.8 0.0 79 na 106 104 44 29 na 71 1365
HRE 6798 18.25 0.00 0 8 - - - - - - - -1.4 89 34.8 96 99 36 49 10.9 64 94
LABH 8071 21.75 17.50 -19.5 7 -23.5 -16.7 9.4 1.4 2.9 9.4 10.2 0.0 61 na 94 83 14 17 na 71 141

** Cumulative Returns
** filter ____VALK Stocks All Eval on RALL0309 Bought at next day close Sell on 0312____
** long # 19 112.1 75.1 75.3 23.1 2.4 11.3 7.8
** short# 17 23.6 21.4 1.1 7.2 9.7 2.3 -0.9
** net # 36 67.8 48.2 38.2 15.1 6.0 6.8 3.5
** SPY 20.4 18.3 31.4 9.1 2.3 5.8 4.7