Shiny, New Stock-Market Tools

Added about 13 years worth of quarterly reports under a new Quarters tab under stocks - it’s also got segment-wise ROCE and OPM wherever data is available. Experimenting with a new user-interface,

You can select a time period and the metrics will update accordingly - good for studying trends.

You can also drag the window around. So, for instance, you wanted to look at 3-year time-windows, then select a 3 year time period and just drag the window left or right.

@crazymama: Tip of the hat :slight_smile: . Got depreciation now - not easily copy/pasteable but getting there…
@pankajs: Glad you found it useful. No need for the formality :slightly_smiling:

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This is really great work @vml!

Historical Trend charts are now back at http://www.bajaar.me/trends

You can lookup either by market-cap of individual sectors, or by traded value. Click on the chart to get extra details - month-by-month, or to list the stocks in that sector.

Thanks @suhas

7 Likes

Absolutely astounding Work !!!
Truly impressed…

I am testing out a new backtesting framework. You can write strategies in a version of Lua. I’ve added templates for MACD, RSI, Bollinger bands, SMA crossover and a few others - more to serve as examples.

All programs run within the browser, so it could take 2 to 10 seconds to run. It helps to use the latest version of Google Chrome of Firefox as your browser.

6 Likes

Hello… Vimal
Thanks for such a wonderful tool
Can you add export to excel function or sort out Holding By INR (http://www.bajaar.me/investors)
If we serch Anil Kumar Goel or Colly Khanna it shows long list and become difficult to track by only Graph
Thanks
Good Luck

Good idea. Added “Export to CSV” for both the pie chart and the table.

1 Like

@vml im sure your site has jobs to run for tracking portfolio changes and earnings data. how often do they run?
example: adanipower / apollotyre has announced their results today. so when can i expect the data to be updated in your site.

Thanks for all the hardwork.

@vinloop Portfolio changes are tracked every night and are completely automated.

Jobs for updating earnings/financial data are only partly automatic, and fixing them are not a high priority right now. So updates will be erratic.

To track recent results your best bet would be Pratyush Mittal’s Screener

Thanks for a great tool … 2 small queries ( sorry its a repeat )

  1. for business with multiple segments - can we have the data separately ( in numbers) like topline etc … in this tool i see graphs showing separate data but i use numbers for some analysis and couldn’t find - eg Freshtrop fruits

  2. a novice query - in this or you can recommend any other - how can one see volume and price movement ( graph & numbers )

Thanks in advance

  • Segment Info : You can access the raw data for segments. For FreshTrop, for instance, open http://www.bajaar.me/qoq/FRSHTRP . For any stock, use the “Security ID” (instead of FRSHTRP) for the stock as available from www.bseindia.com

  • Price/Volume data : This is exactly what the backtest tool is for. Just open http://www.bajaar.me/backtest , go to the program panel and replace the contents with

local ticker = Ticker.new(inputs.prices)
local dates = ticker:get(1)
local price = ticker:get(2)
local qty = ticker:get(3)

for i = 1, #price do
print(dates[i] … “,” … price[i] … “,” … qty[i])
end

return ticker:table()

and click the “Rerun” button. You will get something like this

Copy-paste the numbers from the Output panel on the right into Excel.

1 Like

Thanks for the prompt response but i couldn’t figure out either

  1. in the segment info it is taking me code of page i guess

  2. backtest - tried a couple of time but couldn’t get , will try again

any other ideas/ suggestion - for price volume data - any other place i can get data ?

Can you install the latest version of Google Chrome browser, and try with that? Or attach a screenshot of what problem you are facing?

Minor update to the backtesting tool: added a slider to zoom in on the price chart.
backtest

This is really interesting! We can find exactly where the market bottoms out using the tool!

1 Like

Yes. That’s why I put that chart up top.

But the charts have to be interpreted as a group. For instance the Equity/Bond shows the current state of the market as expensive, but less so on the Price/Book chart. Also with the capex indicators starting to move after over 10 years, it gets interesting. The final chart (predicting market returns) is a way to combine multiple indicators into a single number.

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Trends may look a little different. I have updated recent sector information from BSE, and am in the process of some cleanups. Also removed 500+ stocks that haven’t traded for over a year.

Trends now includes top performing sectors for trailing 3-year, 1-year and 6 month periods. The Historical Sectors charts can be used to dive in deeper and identify individual stocks. Charts updated weekly.
top_performers

Consolidated sectors down to 127.
Broke up Banks & Financials into

  • Private Sector Bank
  • Public Sector Bank
  • Other Banks & Financials.

Metals & Mining is now split into

  • Iron, Steel & Ferrous
  • Copper,
  • Aluminium Copper & Zinc Products
  • Aluminium
  • Precious Metals
  • Coal

Looks like an earlier post was deleted. Reposting:

I created a new page : Indicators that tracks the general health of the stock market. I compare the NIFTY-500 versus government bonds (5-Year GSEC). For valuation, I compare the Equity/Bond ratio against the dividend yield of the NIFTY-500. The chart for the Price/Book is another historical valuation indicator.

I came across two indicators : Dividend/Book and Earnings/Book which appear to be correlated with the capex cycle.

To combine multiple indicators into a single number, I trained a machine learning model to predict the 200-day lookahead returns. It was trained on pre-2015 data. The last chart shows the actual vs predicted return. It currently predicts a flat to slightly positive return.

indicators

3 Likes