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Fundamental Analysis

Fundamental Metrics v1.2LETS MAKE FUNDAMENTALS GREAT AGAIN!!! This is a basic Script to show a list of financial metrics or key performance indicators (KPIs) that are commonly used to assess the financial health and performance of a company. Let's break down what each of these metrics represents: 1. Long-Term Debt (LTD): This represents the total amount of debt that a company owes that is expected to be paid back over a period of more than one year. It includes bonds, loans, and other long-term borrowing. 2. Ex-Capital Lease: This might refer to the company's obligations related to capital leases, which are long-term lease agreements for assets like equipment or property. "Ex" typically stands for "excluding," so this could be the amount of capital lease obligations excluded from the company's financials. 3. Total Revenue: This is the total income generated by a company from its primary operations. It includes sales of goods or services before any deductions for costs or expenses. 4. Total Equity: This is the total value of ownership or shareholders' equity in the company. It represents the residual interest in the assets of the entity after deducting liabilities. 5. Cash & Equivalents: This refers to the total amount of cash and assets that are easily convertible into cash, such as marketable securities or short-term investments. 6. Revenue Estimates: This could refer to the company's projections or estimates of future revenues, typically for the current fiscal year (FY). 7. Free Cash Flow (FCF): FCF represents the cash generated by a company's operations after deducting capital expenditures (CapEx) required to maintain or expand its asset base. It's a measure of a company's ability to generate cash from its core operations. 8. EBITDA (Earnings Before Interest, Taxes, Depreciation, and Amortization): EBITDA is a measure of a company's operating performance. It looks at earnings before considering the effects of interest, taxes, depreciation, and amortization. It's often used to assess profitability. 9. Market Capitalization (Market Cap): Market cap is the total value of a company's outstanding shares of stock in the stock market. It's calculated by multiplying the current share price by the total number of outstanding shares. These metrics are essential for investors, analysts, and stakeholders to evaluate a company's financial position, performance, and overall health. They provide insights into various aspects of a company's operations, such as its debt obligations, revenue generation, profitability, and market value. Companies often report these metrics in their financial statements and disclosures to help investors make informed decisions.
Pine Script™ indicator
by thebearfib
Stochastic Trend mtfDefinition The Stochastic RSI indicator (Stoch RSI) is actually an indicator of an indicator. It is used in technical analysis to provide a stochastic calculation to the RSI indicator. This means it's an RSI measure relative to its own high/low range over a user-defined time period. Stochastic RSI is an oscillator that calculates a value between 0 and 1 and then plots it as a line. This indicator is primarily used to identify overbought and oversold conditions. It is important to remember that the Stoch RSI is an indicator of an indicator that is two steps away from the price. The RSI is one step away from the price and therefore a stochastic calculation of the RSI is two steps away. This is important because as with any indicator that is more than one step away from price, the Stoch RSI can be short-term disconnected from actual price action. However, as a range-bound indicator, the Stoch RSI's primary function is to identify cross-bought, overbought and oversold conditions. Use When we integrate it into our chart in the upper time frame, it both gives the direction of the trend more healthy and is more efficient in terms of noise reduction in terms of leaving the overbought-sold zones. Unlike the classic stochastic, I set the "d" value to 8. Even though the trend returns are a little late, we see healthier data on our graph. Trend changes in overbought zones are getting stronger. Coloring red indicates that the trend is selling, while painting green indicates that the trend is buying. I hope you find it useful, if you have any questions or suggestions, please feel free to ask. Good luck... It is not investment advice.
Pine Script™ indicator
by ahmettetik77
Bitcoin to GOLD [presentTrading]**Introduction and How it is Different** Unlike traditional indicators, the BTGR offers a unique perspective on market sentiment and asset valuation by juxtaposing two seemingly disparate assets: Bitcoin, the digital gold, and Gold, the traditional store of value. This article introduces an advanced version of this ratio, complete with upper and lower bands calculated using standard deviations. These bands add an extra layer of analytical depth, allowing for more nuanced trading strategies. BTCUSD 12h bigger picture **Economic Principles** The BTGR is rooted in the economic principles of asset valuation and market sentiment. Gold has long been considered a safe haven asset, a place where investors park their money during times of economic uncertainty. Bitcoin, on the other hand, is often viewed as a high-risk, high-reward investment. By comparing the two, the BTGR provides insights into the broader market sentiment. - Risk Appetite: A high BTGR indicates a bullish sentiment towards riskier assets like Bitcoin. - Market Uncertainty: A low BTGR suggests a bearish sentiment and a flight to the safety of Gold. - Asset Diversification: The BTGR can be used as a tool for portfolio diversification, helping investors balance risk and reward. **How to Use It** Setting Up the Indicator - Platform: The indicator is designed for use on TradingView. - Time Frame: A 480-minute time frame is recommended for more accurate signals. - Parameters: The moving average is set at 200 periods, and the standard deviation is calculated over the same period. **Trading Signal** Long Entry: Consider going long when the BTGR crosses above the upper band. Short Entry: Consider going short when the BTGR crosses below the lower band. Note: Due to the issue that the number of trading is less than about 100 times, the corresponding strategy is not allowed to publish.
Pine Script™ indicator
by PresentTrading
1
FVG w/ Fibs [QuantVue]The "FVG w/ Fibs" indicator is a trading tool designed to identify and visualize Fair Value Gaps (FVGs) while overlaying two Fibonacci retracement levels. • Bullish FVG: Occurs when the low of the current bar is higher than the high of two bars ago, and the previous close is higher than the high of two bars ago. • Bearish FVG: Occurs when the high of the current bar is lower than the low of two bars ago, and the previous close is lower than the low of two bars ago. The indicator filters these gaps based on user-defined criteria such as the minimum percentage size of the gap. Once identified, these FVGs are highlighted on the chart using customizable boxes and the 50% and 61.8% (default settings) Fibonacci retracement levels are calculated and drawn based on the size of the identified FVG. • Dynamically updates and extends the boxes as the price evolves. • Alerts / visual changes for FVGs that get filled. • User option for fills by Wicks or Close • User-customizable settings for box colors, styles, and Fibonacci level appearances Give this indicator a BOOST and COMMENT your thoughts! We hope you enjoy. Cheers!
Pine Script™ indicator
by QuantVue
12
Bitcoin CME Gap TrackerCME Bitcoin Futures Gaps: What Are They and Why Are They Important? Gaps are breaks between price candles on charts, illustrating the intervals between the closing price of the previous period and the opening price of the next. For Bitcoin on CME, these gaps arise due to the particular workings of this market. Bitcoin and other cryptocurrencies trade 24/7 without breaks. However, CME Bitcoin Futures, like many other financial instruments on traditional exchanges, have weekends and trading pauses. When the Bitcoin market continues to move during weekends or CME closures, and then CME opens on the subsequent trading day, a price disparity can occur, perceived as a gap. Several studies suggest that in most cases (approximately 70% and more), the market reverts to "close" these gaps. This phenomenon is observed because large liquidity is concentrated at these gap points. There are many unfilled orders in gap zones, placed at specific prices. When the price reaches these levels, it can swiftly react to this "clustering" of orders, potentially leading to the gap's closure. Therefore, CME Bitcoin Futures gaps not only reflect crucial psychological moments in the market but can also serve as potential entry or exit points, considering the high liquidity in these zones. Technical Description: The script is designed to identify gaps in the Bitcoin Futures chart on CME. It automatically detects gaps that appear on Mondays (since CME is closed on weekends) and are larger than the user-specified percentage. Key Features: Identification of the weekday to detect gaps that arose on Monday. Calculation of positive and negative gaps by comparing the highs and lows of the previous candles with the current ones. Graphical representation of the gaps using lines and labels on the chart. User Guide: Add this script to your TradingView chart. You can adjust the "Show gaps larger than %" parameter to determine the minimum gap size of interest. Gaps will be automatically displayed on your chart with lines and labels.
Pine Script™ indicator
by Yaroslav_Krasko
3
Inflation-adjusted performanceOVERVIEW The Inflation-adjusted performance indicator plots an adjusted closing price for the asset on the main chart by multiplying the asset price by an inflation factor which is derived from CPI-U. The indicator has a `lookback` length, which is used to lookup the CPI-U index value from `lookback` years ago. The inflation adjusted price is then calculated as `inflationAdjustedPrice = CPIToday / CPIBackThen * currentPrice` CONCEPTS This can be a useful tool to assess how an asset has performed as a store of value and inflation hedge over a given period. The following are the key concepts and user inputs for the oscillator: Input: The user can specify the lookback period, in years, using the `lookback` attribute on the settings widget. Defult is 13. CPI Data: The indicator uses CPI data from tradingview's BLS feed. Inflation Factor: An inflation factor is calculated by dividing today's CPI by the CPI from the lookback period. This factor represents the increase in prices due to inflation over the lookback period. Inflation-adjusted Price: The offer price of the asset from `lookback` years ago is adjusted for inflation using the calculated inflation factor. This adjusted price represents what the offer price would be today if it had kept up with inflation.
Pine Script™ indicator
by foosmoo
Realized Profit & Loss [BigBeluga]The Realized Loss & Profit indicator aims to find potential dips and tops in price by utilizing the security function syminfo.basecurrency + "_LOSSESADDRESSES". The primary objective of this indicator is to present an average, favorable buying/selling opportunity based on the number of people currently in profit or loss. The script takes into consideration the syminfo.basecurrency, so it should automatically adapt to the current coin. 🔶 USAGE Users have the option to enable the display of either Loss or Profit, depending on their preferred visualization. Examples of displaying Losses: Example of displaying Profits: 🔶 CONCEPTS The concept aims to assign a score to the data in the ticker representing the realized losses. This score will provide users with an average of buying/selling points that are better to the typical investor. 🔶 SETTINGS Users have complete control over the script settings. 🔹 Calculation • Profit: Display people in profit on an average of the selected length. • Loss: Display people in loss on an average of the selected length. 🔹 Candle coloring • True: Color the candle when data is above the threshold. • False: Do not color the candle. 🔹 Levels - Set the level of a specific threshold. • Low: Low losses (green). • Normal: Low normal (yellow). • Medium: Low medium (orange). • High: Low high (red). 🔹 Z-score Length: Length of the z-score moving window. 🔹 Threshold: Filter out non-significant values. 🔹 Histogram width: Width of the histogram. 🔹 Colors: Modify the colors of the displayed data. 🔶 LIMITATIONS • Since the ticker from which we obtain data works only on the daily timeframe, we are restricted to displaying data solely from the 1D timeframe. • If the coin does not have any realized loss data, we can't use this script.
Pine Script™ indicator
by BigBeluga
2
Daily Network Value to Transactions Signal (NVTS) Quote of GlassNode ... The NVT Signal (NVTS) is a modified version of the original NVT Ratio. It uses a 90 day moving average of the daily transaction volume in the denominator instead of the raw daily transaction volume. This moving average improves the ratio to better function as a leading indicator. The Network Value to Transactions (NVT) Ratio is calculated by dividing the market cap by the transferred on-chain volume measured in USD. GlassNode says the NVT Ratio was created by Willy Woo. I have peaked into Glassnode and took their idea. I also added a few more Moving Averages to select from, and the length can also be changed. This script does not depend on Glassnode alone, instead I pulls data of several services... CoinMarketCap CoinMetrics GlassNode IntoTheBlock Therefor we have more Tokens to select from. I have also blocked some faulty data of each service. If you get a study error of any kind then there is no data available, or you on a wrong timeframe. Best to use this script in a daily chart. And keep in mind it pulls data of yesterday. Therefor the plot is offset by 1 to the left. The script will check each service if the data for the chart is available. Market Cap is taken in the following order ... CainMarketCap GlassNode CoinMetrics Transaction volume as USD is taken in the following order ... IntoTheBlock CoinMetrics GlassNode Happy Trading!
Pine Script™ indicator
by weak_hand
Bull and Bear Market '20% IndicatorThis indicator uses the somewhat crude method of calculating bear/bull markets using the following popular ' 20% rule ': A bear market begins when an asset trades 20% below its recent high for more than two months, a bear market ends when an asset trades 20% above its recent low for one month or more. The 1d time-frame should be used, here's why: "A bear market begins when an asset trades 20% below its recent high for more than two months." If we take the standard trading month to be around 20-22 days (excluding weekends), then two months would be approximately 40-44 days. This is why we set the `bearDuration` to 60 days in the script to capture the "more than two months" criteria. Using a daily timeframe, 60 bars represent roughly 3 months (since markets are not open every day due to weekends and holidays). "...a bear market ends when an asset trades 20% above its recent low for one month or more." This is why the `bullDuration` is set to 20 days in the script, which represents roughly one trading month on a daily timeframe. So, to capture the mentioned bear and bull market definitions, you'd want to apply the script on a daily (1d/1D) chart.
Pine Script™ indicator
by Tom_DeFi
Realized price for BTC, ETH, LTCThis script calculates the realized price of BTC/ETH/LTC and shows a signal when the market price falls below the realized price - which can be signal a for potential market bottom. The realized price calculation is based on Glassnode data MVRV ratio. - Realized Price is the average price of the Bitcoin supply, valued at the day each coin last transacted on-chain. This is often considered the 'on-chain cost basis' of the market. - MVRV Ratio is the ratio between the market value (MV, spot price) and the Realized value (RV, realized price), allowing for a visualization of Bitcoin market cycles, and profitability. Calculations: REALIZED PRICE = REALIZED MARKET CAP / CIRCULATION SUPPLY REALIZED MARKET CAP = 1 / MVRV * MARKET CAP It's working with BTCUSD, ETHUSD, LTCUSD tickers only.
Pine Script™ indicator
by baal_hadad
1
SPDR TrackerMonitor all SPDR Index Funds in one location! The purpose of this indicator is to review which sectors are trend up vs down to better manage risk against SPY, other funds and/or individual stocks. With this indicator it may become more apparent which sectors to begin investment in that are at lows compared to others, or use it to determine which stocks may be undervalued or overvalued against SPY. There is a small table at the bottom where each fund symbol is presented along with it's mode value, last period change as well as last period volume - there's a tooltip that shows the description for each symbol for a quick reminder. Review the configuration pane where: Individual funds can have their visibility toggled Change funds colors Adjust display mode for each fund (SMA, EMA, VWMA, BBW, Change, ATR, VWAP - many more!) Some presentation modes may look better on some timeframes vs others, adjust lengths and use anchor point for VWAP. Future updates may bring about new features, I have some code organization and refactoring to do but wanted to share the idea anyways. Feel free to drop any suggestions for feature enhancement and I hope it brings success to many, enjoy.
Pine Script™ indicator
by syntaxgeek
Percentile Calculation @xcod33This script calculates the current price percentile based on the highest and lowest price range in the last 52 weeks. How to Use: This script will provide the current price percentile relative to the 52-week price range on your chart. You can use it as an indicator to help identify where the current price stands relative to the historical price range in that period. Targeted Market: This script can be applied to various financial markets, including stocks, forex, indices, commodities, and others. It is not limited to a specific market and can be used across various trading instruments. Market Conditions: Here are some market conditions where this script can be useful: 1. Identifying Price Extremes: By looking at the current percentile, you can see if the price is near the highest or lowest extremes in the last 52 weeks. If the percentile is close to 0%, it means the price is near the lowest, while a percentile close to 100% indicates the price is near the highest. Finding Consolidation Patterns: You can identify whether the price is within a certain range by looking at the percentile. If the percentile is around 50%, it indicates a relatively consistent price range. 2. Identifying Breakouts and Pullbacks: When the price is outside the historical range and the percentile approaches 100%, it indicates a breakout. When the price retraces back to the range and the percentile approaches 50%, it indicates a pullback. 3. However, keep in mind that this indicator only provides an additional perspective on the price relative to the 52-week range. It is not recommended to use this indicator as the sole basis for trading decisions. Always use further analysis and other indicators to confirm your trading signals. Credit : - M Rico Aditya Prayoga | Author - Tri Okta Setiawan Marblo | Maker of formulas and ideas
Pine Script™ indicator
by ricoaditya28
1
Quarterly Version: Sustainable Growth Rate+ (SGR+)The Sustainable Growth Rate+ (SGR+) is an advanced financial indicator designed to estimate the sustainable growth rate of a company in a more comprehensive manner than the traditional Sustainable Growth Rate (SGR). This indicator has been created to overcome certain limitations of the traditional SGR, especially its reliance on Return on Equity (ROE), which does not take into account the impact of debt on a company's growth. Calculation: The SGR+ is calculated using the following formula: (Net Income - Dividends - Depreciation & Amortization) / (Shareholders' Equity + Long-Term Debt) This formula essentially adjusts the net income by subtracting dividends and depreciation & amortization expenses. The result is then divided by the sum of shareholders' equity and long-term debt. By including long-term debt in the denominator, SGR+ accounts for the role of debt in a company's capital structure, providing a more realistic picture of its potential growth. Logic: The logic behind the SGR+ is to factor in both the role of debt and the recurring costs of asset maintenance/replacement (approximated by Depreciation & Amortization expenses) into the growth estimation. By incorporating debt, we capture a company's total capital employed (equity + debt) rather than just equity, thus considering the full range of financing options used to fuel growth. Depreciation & Amortization expenses are subtracted from net income to better reflect the amount of earnings that can be retained for growth, as these expenses indicate the necessary reinvestment for maintaining the operational efficiency of a company's assets. History: The original SGR was based on the Dupont Analysis developed by the Dupont Corporation in the 1920s. While it provided a useful estimate of a company's potential growth, many analysts felt that it did not fully capture the realities of modern business finance, particularly the significant role of debt and recurring asset costs. This led to the development of the SGR+, which factors in these important elements to provide a more comprehensive and realistic measure of a company's sustainable growth rate. Usage: While SGR+ provides a more nuanced estimate of a company's potential growth, it should not be used in isolation. It is most effective when used alongside other financial indicators, including historical growth rates, ROE, and analyst forecasts. It also requires a careful evaluation of a company's earnings consistency and volatility. Remember, the SGR+ is still an estimation based on various assumptions, and should be used with a sufficient margin of safety. Regularly comparing the SGR+ over multiple years can provide insight into the stability or volatility of a company's growth rate, contributing to a more accurate growth prediction.
Pine Script™ indicator
by BiggWigg